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A Deterministic Program for Obtaining Optima under Constraints for Any Analytical System

Conceptual framework is laid out of a deterministic program capable of obtaining optimum solutions with or without constraints for any reasonably behaved analytical system. Recipe implementable as a well-behaved Runge-Kutta procedure is given. Determinism means no inspired initial guesses or random number trials. The program follows well-defined steps between well-defined start and end points, to a large extent configuration independent. This program is also conjectured to lead to global optimum solutions based on evidence, short of a proof. Application to realistic problems is given as example.

preprint2015arXivOpen access
Yu-Chiu Chao
math.OC
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Yu-Chiu Chao

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