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:
Oct. 11, 2016
Filed:
Aug. 17, 2012
Martin Mevissen, Dublin, IE;
Emanuele Ragnoli, Dublin, IE;
Jia Yuan Yu, Quebec, CA;
INTERNATIONAL BUSINESS MACHINES CORPORATION, Armonk, NY (US);
Abstract
Embodiments of the disclosure include a system for providing data-driven distributionally robust optimization the system including a processor, the processor configured to perform a method. The method includes receiving a plurality of samples of one or more uncertain parameters for a complex system and calculating a distribution uncertainty set for the one or more uncertain parameters. The method also includes receiving a deterministic problem model associated with the complex system that includes an objective and one or more constraints and creating a distributionally robust counterpart (DRC) model based on the distribution uncertainty set and the deterministic problem model. The method further includes formulating the DRC as a generalized problem of moments (GPM), applying a semi-definite programming (SDP) relaxation to the GPM and generating an approximation for a globally optimal distributionally robust solution to the complex system.
Data source: USPTO (United States Patent and Trademark Office) public patent records. Weekly synchronization. How IDiyas builds this profile