System and method for non-linear modeling

Details System and method for non-linear modeling System and method for non-linear modeling

2006-01-25

2008-10-07

Shah, Kamini (Department: 2128)

Data processing: structural design, modeling, simulation, and em

Modeling by mathematical expression

Reexamination Certificate

active

07433809

ABSTRACT:
A computer-implemented system and method of non-linear modeling in a computer system having a limited precision processor is provided. A non-linear model is initialized by forming an objective function having one or more functional components and a marginal variance matrix. The model is then iteratively solved using the computer processor until it has converged to a feasible solution. In doing so, the feasibility of computing the objective function is evaluated by determining if the marginal variance matrix is positive definite, thereby indicating whether or not the computer processor is capable of calculating a feasible solution to the non-linear model. If the marginal variance matrix is positive definite, then the objective function and its gradient are computed using the marginal variance matrix. If the marginal variance matrix is not positive definite, then a surrogate marginal variance matrix is constructed that is positive definite and a surrogate objective function is constructed having components continuous first derivatives. The surrogate objective function and its gradient are then computed using the surrogate marginal variance matrix.

REFERENCES:
patent: 7216004 (2007-05-01), Kohn et al.
patent: 2002/0183987 (2002-12-01), Chiang

Affiliated with

Also associated with

Rating

System and method for non-linear modeling does not yet have a rating. At this time, there are no reviews or comments for this patent.

If you have personal experience with System and method for non-linear modeling, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and System and method for non-linear modeling will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFUS-PAI-O-4017632