Method and system for optimization of general problems

Details Method and system for optimization of general problems Method and system for optimization of general problems

2007-05-08

2007-05-08

Picard, Leo (Department: 2125)

Data processing: generic control systems or specific application

Generic control system, apparatus or process

Optimization or adaptive control

Reexamination Certificate

active

11375968

ABSTRACT:
Embodiments of the disclosed invention include optimization methods and systems that receive a mathematical description of a system, in symbolic form, that includes decision variables of various types, including real-number-valued, integer-valued, and Boolean-valued decision variables, and that may also include a variety of constraints on the values of the decision variables, including inequality and equality constraints. The objective function and constraints are incorporated into a global objective function. The global objective function is transformed into a system of differential equations in terms of continuous variables and parameters, so that polynomial-time methods for solving differential equations can be applied to calculate near-optimal solutions for the global objective function.

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