Method for optimizing inequality and equality constrained...

Details Method for optimizing inequality and equality constrained... Method for optimizing inequality and equality constrained...

2008-05-27

2011-12-13

Vincent, David (Department: 2129)

Data processing: artificial intelligence

Knowledge processing system

Reexamination Certificate

active

08078558

ABSTRACT:
In industrial applications, the invention relates to various algorithms for determining optimal resources or assets allocations under various equality and inequality constraints. In particular, constrained quadratic or conic optimization problems of unique importance for portfolio asset allocation are seamlessly solved in analytic and efficient ways. In addition, by providing exact or analytic optimum expressions, robustness can be readily ascertained.

REFERENCES:
patent: 2005/0209898 (2005-09-01), Asai et al.
Derenick et al., Second-order Cone Programming (SOCP) Techniques for Coordinating Large-scale Robot Teams in Polygonal Environments, SPringer 2007, pp. 1-14.
Pavan et al., Dominant Sets and Pairwise Clustering, 2007, IEEE Transactions on pattern analysis and machine intelligence, vol. 29. No. 1, pp. 167-172.
Tosserams et al., An augmentedLagrangian decomposition method for quasi-separable problems in MDO, 2006.

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