Patent ID: 7774179
Filing Date: 2010-08-10
Classification: G06F

Abstract:
1. A computer-implemented system, including a non-linear optimizer for use with a limited precision computer processor executing a calling procedure that generates a plurality of model parameters and requests a solution to a non-linear model from the non-linear optimizer, comprising: one or more computer-readable storage mediums containing software instructions executable on the limited precision computer processor to cause the limited precision computer processor to perform operations including: initializing the non-linear model by forming an objective function (F) having functional components (F wherein the objective function (F) is described in terms of the marginal variance matrix (V), and wherein the marginal variance matrix (V) comprises a plurality of eigenvalues based on the input parameters to the model; iteratively solving the non-linear model using the limited precision computer processor until the model has converged to a feasible solution, comprising: storing the objective function and its gradient or the surrogate objective function and its gradient.