Patent Document ID: 20070129930
Application ID: 11635206
Patent Flag: 0

Claim One:
1. A computer-implemented apparatus for simulation/optimization, comprising: a simulation/optimization computational engine; a memory associated with said simulation/optimization computational engine for storing computation results; a data storage means for storing said computation results in said memory; a set of two realizations; an optimization stopping criterion; a robustness evaluator; an optimizer that develops optimal strategies for one or more primary objective functions, and that modifies said strategy to increase the likelihood that the strategy will satisfy specified goals and constraints in the real system without degrading the primary objective function values beyond specified limits; (a) said simulation-optimization computational engine computes a strategy for at least one of said realizations; (b) said data storage means storing at least one said strategy in said memory; (c) said robustness evaluator receiving at least one said computed strategy; (d) said robustness evaluator evaluating robustness for said strategy; (e) output from said robustness evaluator is input to said simulation/optimization computational engine that computes new said strategy for said realizations; and iterating sequence (a) through (e) using said new strategy as input to said computational engine until said optimizer stopping criterion is met.