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Semideterministic global optimization method: Application to a control problem of the Burgers equation. (English) Zbl 1146.90053
Summary: This paper has two objectives. We introduce a new global optimization algorithm reformulating optimization problems in terms of boundary-value problems. Then, we apply this algorithm to a pointwise control problem of the viscous Burgers equation, where the control weight coefficient is progressively decreased. The results are compared with those obtained with a genetic algorithm and an LM-BFGS algorithm in order to check the efficiency of our method and the necessity of using global optimization techniques.

MSC:
90C26 Nonconvex programming, global optimization
49J15 Existence theories for optimal control problems involving ordinary differential equations
Software:
GOP; L-BFGS
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