首页> 外国专利> METHOD AND SYSTEM FOR OPTIMIZATION OF GENERAL SYMBOLICALLY EXPRESSED PROBLEMS, FOR CONTINUOUS REPAIR OF STATE-FUNCTIONS, INCLUDING STATE FUNCTIONS DERIVED FROM SOLUTIONS TO COMPUTATIONAL OPTIMIZATION, FOR GENERALIZED CONTROL OF COMPUTATIONAL PROCESSES, AND FOR HIERARCHICAL META-CONTROL AND CONSTRUCT

METHOD AND SYSTEM FOR OPTIMIZATION OF GENERAL SYMBOLICALLY EXPRESSED PROBLEMS, FOR CONTINUOUS REPAIR OF STATE-FUNCTIONS, INCLUDING STATE FUNCTIONS DERIVED FROM SOLUTIONS TO COMPUTATIONAL OPTIMIZATION, FOR GENERALIZED CONTROL OF COMPUTATIONAL PROCESSES, AND FOR HIERARCHICAL META-CONTROL AND CONSTRUCT

机译:用于优化一般符号表示问题,用于状态函数的连续修复的方法和系统,包括从解决方案到计算优化的状态函数,用于计算过程的总体控制以及分层计算的方法

摘要

Methods and systems for finding optimal or near optimal solutions for generic optimization problems by an approach to minimizing functions over high-dimensional domains that mathematically model the optimization problems. Embodiments of the disclosed invention receive a mathematical description of a system, in symbolic form, that includes decision variables of various types, including real-number-valued, integer-valued, and Boolean-valued decision variables, and that may also include a variety of constraints on the values of the decision variables, including inequality and equality constraints. The objective function and constraints are incorporated into a global objective function. The global objective function is transformed into a system of differential equations in terms of continuous variables and parameters, so that polynomial-time methods for solving differential equations can be applied to calculate near-optimal solutions for the global objective function. Embodiments of the present invention also provide for distribution and decomposition of global-gradient-descent-field-based optimization methods, by following multiple trajectories, and local-gradient-descent-field-based optimization methods, by using multiple agents, in order to allow for parallel computation and increased computational efficiency. Various embodiments of the present invention further include approaches for relatively continuous adjustment of solutions to optimization problems in time, to respond to various events, changes in priorities, and changes in forecasts, without needing to continuously recalculate optimization solutions de novo. While many embodiments of the present invention are specifically directed to various classes of optimization problems, other embodiments of the present invention provide a more general approach for constructing complex hierarchical computational processes and for optimally or near optimally controlling general computational processes.
机译:通过在数学上对优化问题建模的高维域上的函数最小化的方法来找到通用优化问题的最优或接近最优解的方法和系统。公开的发明的实施例以符号形式接收系统的数学描述,该系统包括各种类型的决策变量,包括实数值,整数值和布尔值决策变量,并且还可以包括各种决策变量。对决策变量值的约束,包括不平等和平等约束。目标函数和约束被合并到全局目标函数中。全局目标函数根据连续变量和参数转换为微分方程系统,因此可以使用求解微分方程的多项式时间方法来计算全局目标函数的近似最优解。本发明的实施例还通过遵循多个轨迹来提供基于全局梯度下降场的最优化方法的分布和分解,以及通过使用多个代理,从而基于全局梯度下降场的最优化方法,以便于允许并行计算并提高计算效率。本发明的各种实施例还包括用于相对连续地及时调整优化问题的解决方案的方法,以响应各种事件,优先级的改变和预测的改变,而无需从头开始连续重新计算优化解决方案。虽然本发明的许多实施例专门针对各种类型的优化问题,但是本发明的其他实施例提供了一种更通用的方法,用于构造复杂的分层计算过程并用于最优地或接近最优地控制通用计算过程。

著录项

  • 公开/公告号EP1682947A2

    专利类型

  • 公开/公告日2006-07-26

    原文格式PDF

  • 申请/专利权人 CLEARSIGHT SYSTEMS INC.;

    申请/专利号EP20040783380

  • 发明设计人 KOHN WOLF;BRAYMAN VLADIMIR;

    申请日2004-09-08

  • 分类号G05B13/04;

  • 国家 EP

  • 入库时间 2022-08-21 21:27:27

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