New Dynamic Programming Approach to Global Optimization
A Kaźmierczak, A Nowakowski - World Congress on Global Optimization, 2019 - Springer
A Kaźmierczak, A Nowakowski
World Congress on Global Optimization, 2019•SpringerThe paper deals with the problem of finding the global minimum of a function in a subset of
described by values of solutions to a system of semilinear parabolic equations. We propose
a construction of a new dual dynamic programming to formulate a new optimization problem.
As a consequence we state and prove a verification theorem for the global minimum and
investigate a dual optimal feedback control for the global optimization.
described by values of solutions to a system of semilinear parabolic equations. We propose
a construction of a new dual dynamic programming to formulate a new optimization problem.
As a consequence we state and prove a verification theorem for the global minimum and
investigate a dual optimal feedback control for the global optimization.
Abstract
The paper deals with the problem of finding the global minimum of a function in a subset of \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {R}^{n}$$\end{document} described by values of solutions to a system of semilinear parabolic equations. We propose a construction of a new dual dynamic programming to formulate a new optimization problem. As a consequence we state and prove a verification theorem for the global minimum and investigate a dual optimal feedback control for the global optimization.
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