Patent ID: 8290892
Filing Date: 2012-10-16
Classification: G06F,G06N

Abstract:
1. A computer-implemented method comprising: providing a single function optimization problem that is subject to non-linear constraints, linear constraints, and bound constraints; formulating, using an augmented Lagrangian pattern search algorithm, a sub-problem, from the single function optimization problem, which excludes the linear constraints and the bound constraints, and includes the non-linear constraints, the sub-problem including a penalty parameter and at least one Lagrangian parameter estimate; solving the sub-problem using the augmented Lagrangian pattern search algorithm while satisfying the linear constraints and the bound constraints, the sub-problem being solved in parallel using a plurality of computing devices, generating a solution to the single function optimization problem using the solution to the sub-problem; and storing the solution to the single function optimization problem in a storage location accessible to a computing device.