Invention Grant
- Patent Title: Computing stochastic simulation control parameters
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Application No.: US17815541Application Date: 2022-07-27
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Publication No.: US11720071B2Publication Date: 2023-08-08
- Inventor: Damian Silvio Steiger , Helmut Gottfried Katzgraber , Matthias Troyer , Christopher Anand Pattison
- Applicant: Microsoft Technology Licensing, LLC
- Applicant Address: US WA Redmond
- Assignee: Microsoft Technology Licensing, LLC
- Current Assignee: Microsoft Technology Licensing, LLC
- Current Assignee Address: US WA Redmond
- Agency: Alleman Hall Creasman & Tuttle LLP
- Main IPC: G05B13/04
- IPC: G05B13/04 ; G06F30/25 ; G06F111/10

Abstract:
A computing device is provided, including memory storing a cost function of a plurality of variables. The computing device may further include a processor configured to, for a stochastic simulation algorithm, compute a control parameter upper bound. The processor may compute a control parameter lower bound. The processor may compute a plurality of intermediate control parameter values within a control parameter range between the control parameter lower bound and the control parameter upper bound. The processor may compute an estimated minimum or an estimated maximum of the cost function using the stochastic simulation algorithm with the control parameter upper bound, the control parameter lower bound, and the plurality of intermediate control parameter values. A plurality of copies of the cost function may be simulated with a respective plurality of seed values.
Public/Granted literature
- US20220382225A1 COMPUTING STOCHASTIC SIMULATION CONTROL PARAMETERS Public/Granted day:2022-12-01
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