Patent ID: 8494994

Claim:
A method comprising: performing a step that relies on the selection of x at a time t (x t ), where x is a time dependent variable involved with said step; calculating a resulting cost (ƒ t (x t )) that results from selecting x t when performing said step, where ƒ t is a cost function; finding a minimum possible cost associated with said selection of x* t , wherein x* t is a variable that results in the minimum possible cost ƒ t (x* t ); determining the difference between the resulting cost (ƒ t (x t )) and said minimum possible cost (ƒ t (x* t )); selecting a direction of movement from x t to x t+1 ; and performing a subsequent step that relies on said section of x t+1 , wherein said selecting a direction of movement further comprises selecting a direction that is a function of a product of the inverse Hessian of B and the gradient of said cost ƒ t .