Constrained optimization tool

Details Constrained optimization tool Constrained optimization tool

2007-02-27

2007-02-27

Knight, Anthony (Department: 2121)

Data processing: artificial intelligence

Knowledge processing system

Knowledge representation and reasoning technique

C706S045000, C706S015000, C700S049000

Reexamination Certificate

active

10285461

ABSTRACT:
A system for finding a solution to a constrained optimization problem is disclosed. The system uses a mathematical formulation describing the constrained optimization problem. A transformer builds a specific function using the mathematical formulation, variables; an objective function; at least one constraint; a class of transformation functions with a predefined set of properties; and Lagrange multipliers. The specific function may include a nonlinear resealing part; and an augmented Lagrangian part. An iterative solver uses the specific function, and Lagrange multipliers to generate a solution.

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