Semi-Deterministic Recursive Optimization Methods for Multichannel Optical Filters

Abstract

In this paper, we reformulate global optimization problems in terms of boundary value problems. This allows us to introduce a new class of optimization algorithms. Indeed, many optimization methods, including non-deterministic ones, can be seen as discretizations of initial value problems for differential equations or systems of differential equations. Two algorithms included in this new class are applied and compared with a genetic algorithm for the design of multichannel optical filters.