Patent ID: 7920995

Claim:
A non-transitory computer-readable medium encoded with a computer program for optimizing a technical system that is a nonlinear technical product or process, the program when executed by a computer causes the computer to perform a method comprising: describing the technical system by stochastic system output target values dependent on stochastic system input parameter values, thereby stating discrete technical system dependencies; using Response Surface Methods based on the discrete technical system dependencies to generate at least one continuous auxiliary function {tilde over (ƒ)} i ( ); {tilde over (g)} i ( )) for real dependencies of target values on the input parameter values (y=f( ); z=g( )); using an auxiliary function ({tilde over (ƒ)} i ( ); {tilde over (g)} i ( )) to generate at least one optimizing parameter (E({tilde over (ƒ)} i ( )); Var({tilde over (ƒ)} i ( )); P({tilde over (g)} i ( ))) optimized by an objective function, thereby generating an additional discrete technical system dependence ({tilde over (ƒ)} i ( i ); {tilde over (g)} i ( i )); and repeating both of said using operations to adaptively optimize the technical system, respectively additionally using the additional discrete technical system dependence ({tilde over (ƒ)} i ( i ); {tilde over (g)} i ( i )), until a difference of successive optimized optimizing parameters (|E({tilde over (ƒ)} i ( i )−E(ƒ i+1 ( i+1 )|; |Var({tilde over (ƒ)} i ( )−Var({tilde over (ƒ)} i+1 ( )|; |P({tilde over (g)} i ( ))−P({tilde over (g)} i+1 ( ))|) is as low as desired and a final additional discrete technical system dependence ({tilde over (ƒ)} p ( ); {tilde over (g)} p ( )) is useable as an optimal technical system operating point, wherein the optimizing parameter includes at least one of a mean value (E({tilde over (ƒ)}( ))) determined by E({tilde over (ƒ)}( ))=∫ n ({tilde over (ƒ)}( )ρ( )d ), and a variance (Var({tilde over (ƒ)}( ))) determined by Var(y)=∫ n ({tilde over (ƒ)}( )−E({tilde over (ƒ)}( ))) 2 ρ( )d , where ρ( ) is a probabilistic density function of an input parameter distribution.