Patent ID: 7184992

Claim:
A tangible computer readable medium containing a computer program comprising: a) a mathematical formulation describing a constrained optimization problem for a physical system; said mathematical formulation including: i) variables x=(x 1 , . . . , x n ); ii) an objective function f(x); and iii) at least one constraint selected from the group consisting of: (1) an inequality constraint c i (x)≧0, i=1, . . . , p; and (2) an equality constraint e j (x)=0, j=1, . . . , q; b) a class of transformation functions with a predefined set of properties; c) Lagrange multipliers λ=(λ 1 , . . . , λ p ), v=(v 1 , . . . , v q ) d) a scaling parameter k; e) a transformer capable of building a specific function L(x,λ,v,k) from said mathematical formulation, said Lagrange multipliers and said scaling parameter using said class of transformation functions, said specific function including f ⁡ ( x ) - k - 1 ⁢ ∑ i = 1 p ⁢ λ i ⁢ ψ ⁡ ( kc i ⁡ ( x ) ) - ∑ j = 1 q ⁢ v j ⁢ e j ⁡ ( x ) + 0.5 ⁢ ∑ j = 1 q ⁢ ke i 2 ⁡ ( x ) ; f) a Lagrange multipliers updater capable of calculating updated Lagrange multipliers {circumflex over (λ)}=({circumflex over (λ)} 1 , . . . , {circumflex over (λ)} m ), {circumflex over (v)}=({circumflex over (v)} 1 , . . . , {circumflex over (v)} q ); g) a scaling parameter updater capable of calculating an updated scaling parameter {circumflex over (k)}; h) a merit function calculator capable of calculating a merit function μ(x,λ,v); i) a general stopping criteria verifier; j) an accuracy of solution parameter (ε); and k) an iterative solver capable using said specific function, said Lagrange multipliers updater and said scaling parameter updater to generate a solution; and wherein said solution is applied to said physical system.