The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
May. 14, 2024
Filed:
Nov. 16, 2023
Sas Institute Inc., Cary, NC (US);
Wenwen Zhou, Cary, NC (US);
Joshua David Griffin, Harrisburg, NC (US);
Riadh Omheni, Raleigh, NC (US);
Seyedalireza Yektamaram, Rotterdam, NL;
Yan Xu, Cary, NC (US);
SAS INSTITUTE INC., Cary, NC (US);
Abstract
A computer determines a solution to a nonlinear optimization problem. A conjugate gradient (CG) iteration is performed with a first order derivative vector and a second order derivative matrix to update a CG residual vector, an H-conjugate vector, and a residual weight vector. A CG solution vector is updated using a previous CG solution vector, the H-conjugate vector, and the residual weight vector. An eigenvector of the second order derivative matrix having a smallest eigenvalue is computed. A basis matrix is defined that includes a cubic regularization (CR) solution vector, a CR residual vector, the CG solution vector, the CG residual vector, and the eigenvector. A CR iteration is performed to update the CR solution vector. The CR residual vector is updated using the first order derivative vector, the second order derivative matrix, and the updated CR solution vector. The process is repeated until a stop criterion is satisfied.