公开(公告)号：US20070240648A1

公开(公告)日：2007-10-18

申请号：US11276559

申请日：2006-03-06

Applicant: Vivek Badami ,  Rajesh Subbu ,  Avinash Taware ,  Piero Bonissone ,  Neil Widmer

Inventor： Vivek Badami ,  Rajesh Subbu ,  Avinash Taware ,  Piero Bonissone ,  Neil Widmer

IPC: F22B37/42 ,  F02M37/04

CPC classification number: F01K13/02

Abstract: Systems and methods for multi-level optimization of emission levels and efficiency for a boiler system that includes creating both boiler-level models and burner-level models and receiving a plurality of boiler-level system variables. The received system variables are used along with boiler system constraints to optimize boiler-level setpoints. Once the boiler-level setpoints have been optimized they are sent to the burner level of a hierarchical control system, where they are used to optimize burner-level setpoints. Once the burner-level setpoints have been optimized they are sent to the burner control loops of the plant control system to be implemented.

Abstract translation: 锅炉系统的排放水平和效率的多级优化的系统和方法，包括建立锅炉级模型和燃烧器级模型以及接收多个锅炉级系统变量。 所接收的系统变量与锅炉系统限制一起使用，以优化锅炉级设定值。 一旦锅炉级设定值被优化，就将其发送到分层控制系统的燃烧器级别，用于优化燃烧器级设定值。 一旦燃烧器级设定值已被优化，就将其发送到要实施的设备控制系统的燃烧器控制回路。

公开(公告)号：US20050187846A1

公开(公告)日：2005-08-25

申请号：US10781805

申请日：2004-02-20

Applicant: Rajesh Subbu ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer

Inventor： Rajesh Subbu ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer

IPC: G06F17/60

CPC classification number: G06Q40/06

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations; committing the initial population of solutions to an initial population archive; performing a multi-objective process, based on the initial population archive and on multiple competing objectives, to generate an efficient frontier, the multi-objective process including a evolutionary algorithm process, the evolutionary algorithm process utilizing a dominance filter, the efficient frontier being used in investment decisioning.

Abstract translation: 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法包括：生成投资组合分配的最初解决方案群体; 将最初的人口解决方案提交给初始人口档案; 基于初始人口档案和多个竞争目标，进行多目标过程，以产生有效的前沿，多目标过程包括进化算法过程，利用优势过滤器的进化算法过程，使用的有效边界 投资决策。

公开(公告)号：US20060271210A1

公开(公告)日：2006-11-30

申请号：US11116920

申请日：2005-04-28

Applicant: Rajesh Subbu ,  Piero Bonissone ,  Neil Eklund ,  Naresh Iyer ,  Rasiklal Shah ,  Weizhong Yan ,  Chad Knodle ,  James Schmid

Inventor： Rajesh Subbu ,  Piero Bonissone ,  Neil Eklund ,  Naresh Iyer ,  Rasiklal Shah ,  Weizhong Yan ,  Chad Knodle ,  James Schmid

IPC: G05B13/02

CPC classification number: G06K9/623 ,  G06N3/126

Abstract: A method and system for performing model-based multi-objective asset optimization and decision-making is provided. The method includes building at least two predictive models for an asset. The building includes categorizing operational historical data via at least one of: controllable variables, uncontrollable variables, output objectives, and constraints. The building also includes selecting at least two output objectives or constraints, and identifying at least one controllable or uncontrollable variable suitable for achieving the at least two output objectives or constraints. The method also includes validating each predictive model and performing multi-objective optimization using the predictive models. The multi-objective optimization includes specifying search constraints and applying a multi-objective optimization algorithm. The method further includes generating a Pareto Frontier, and selecting a Pareto optimal input-output vector.

公开(公告)号：US20050187849A1

公开(公告)日：2005-08-25

申请号：US10781898

申请日：2004-02-20

Applicant: Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

Inventor： Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

IPC: G06F17/60

CPC classification number: G06Q40/06

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: generating an initial population of solutions of portfolio allocations, the generating the initial population of solutions of portfolio allocations including systematically generating the initial population of solutions to substantially cover the space defined by the competing objectives and the plurality of constraints; and generating an efficient frontier in the space based on the initial population, the efficient frontier for use in investment decisioning.

Abstract translation: 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法包括：生成投资组合分配的初始解决方案群体， 包括投资组合分配的最初解决方案，其中包括系统地产生解决方案的初始群体，以充分覆盖竞争目标和多个约束所界定的空间; 并根据初始人口，投资决策中使用的有效前沿，在空间中产生有效的前沿。

公开(公告)号：US20070135938A1

公开(公告)日：2007-06-14

申请号：US11297034

申请日：2005-12-08

Applicant: Rajesh Subbu ,  Piero Bonissone ,  Feng Xue

Inventor： Rajesh Subbu ,  Piero Bonissone ,  Feng Xue

IPC: G05B13/02

CPC classification number: G05B13/048 ,  G05B17/02

Abstract: Methods and systems for predictive modeling are described. In one embodiment, the method is a method for controlling a process using a committee of predictive models. The process has a plurality of control settings and at least one probe data representative of state of the process. The method includes the steps of providing probe data to each model in the model committee so that each model generates a respective output, aggregating the model outputs, and generating a predictive output based on the aggregating.

Abstract translation: 描述了用于预测建模的方法和系统。 在一个实施例中，该方法是使用预测模型委员会来控制过程的方法。 该过程具有多个控制设置和表示该过程状态的至少一个探测数据。 该方法包括以下步骤：向模型委员会中的每个模型提供探测数据，使得每个模型生成相应的输出，聚合模型输出，以及基于聚合生成预测输出。

公开(公告)号：US20050187848A1

公开(公告)日：2005-08-25

申请号：US10781897

申请日：2004-02-20

Applicant: Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

Inventor： Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

IPC: G06Q40/00 ,  G06F17/60

CPC classification number: G06Q40/06

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method comprising: performing a first multi-objective optimization process, based on competing objectives, to generate an efficient frontier of possible solutions; observing the generated efficient frontier; based on the observing, identifying an area of the efficient frontier in which there is a gap; and effecting a gap filling process by which the efficient frontier is supplemented in the area of the gap, the efficient frontier being used in investment decisioning.

Abstract translation: 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法包括：基于竞争目标执行第一多目标优化过程 ，以产生可能的解决方案的有效前沿; 观察生成的有效边界; 根据观察，确定存在差距的有效边界的一个区域; 并在差距填补过程中，有效的前沿在差距领域得到补充，有效的前沿被用于投资决策。

公开(公告)号：US20050187845A1

公开(公告)日：2005-08-25

申请号：US10781804

申请日：2004-02-20

Applicant: Neil Holger Eklund ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Naresh Iyer ,  Rajesh Subbu

Inventor： Neil Holger Eklund ,  Srinivas Bollapragada ,  Piero Bonissone ,  Kete Chalermkraivuth ,  Naresh Iyer ,  Rajesh Subbu

IPC: G06Q40/00 ,  G06F17/60

CPC classification number: G06Q40/06

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem in a space, the method comprising: generating a set of solutions of portfolio allocations in the space, the space having a plurality of dimensions; selecting a first dimension from the plurality of dimensions, the first dimension being a dimension under consideration; dividing the space into bins based on each dimension in the plurality of dimensions other than the dimension under consideration; determining a respective point in each bin with the most extreme value in the dimension under consideration; determining, based on the point in each bin with the most extreme value, whether other points in the space are dominant or dominated; and removing the dominated points from further consideration, so as to result in a reduced set of solutions, the reduced set of solutions being used in investment decisioning.

Abstract translation: 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于多目标投资组合优化的方法，用于基于竞争目标的投资决策和构成空间中的投资组合问题的多个约束，所述方法包括：生成一组投资组合分配解决方案 所述空间具有多个尺寸; 从所述多个维度中选择第一维度，所述第一维度是所考虑的维度; 基于所考虑的维度以外的多个维度中的每个尺寸将空间分成箱体; 在所考虑的维度中确定每个仓库中具有最高极值的相应点; 根据每个仓库中具有最高极值的点确定空间中的其他点是否占主导地位或主导地位; 从进一步的考虑中消除支配地位，从而减少一套解决方案，减少投资决策中使用的一套解决方案。

公开(公告)号：US20060247798A1

公开(公告)日：2006-11-02

申请号：US11117596

申请日：2005-04-28

Applicant: Rajesh Subbu ,  Piero Bonissone ,  Neil Eklund ,  Naresh Iyer ,  Rasiklal Shah ,  Weizhong Yan ,  Chad Knodle ,  James Schmid

Inventor： Rajesh Subbu ,  Piero Bonissone ,  Neil Eklund ,  Naresh Iyer ,  Rasiklal Shah ,  Weizhong Yan ,  Chad Knodle ,  James Schmid

IPC: G05B13/02

CPC classification number: G06N3/126

Abstract: A method and system for performing multi-objective predictive modeling, monitoring, and update for an asset is provided. The method includes determining a status of each of at least two predictive models for an asset as a result of monitoring predicted performance values. The status of each predictive model includes at least one of: acceptable performance values, validating model, and unacceptable performance values. Based upon the status of each predictive model, the method includes performing at least one of: terminating use of the at least two predictive models for the asset, generating an alert for the asset of the status of the at least two predictive models, and updating the at least two predictive models based upon the status of the at least two predictive models.

Abstract translation: 提供了一种用于执行资产的多目标预测建模，监控和更新的方法和系统。 该方法包括作为监视预测的性能值来确定资产的至少两个预测模型中的每一个的状态。 每个预测模型的状态包括以下中的至少一个：可接受的性能值，验证模型和不可接受的性能值。 基于每个预测模型的状态，所述方法包括执行以下中的至少一个：终止使用所述资产的所述至少两个预测模型，为所述资产生成所述至少两个预测模型的状态的警报，以及更新 基于所述至少两个预测模型的状态的所述至少两个预测模型。

公开(公告)号：US20050187847A1

公开(公告)日：2005-08-25

申请号：US10781871

申请日：2004-02-20

Applicant: Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

Inventor： Piero Bonissone ,  Srinivas Bollapragada ,  Kete Chalermkraivuth ,  Neil Eklund ,  Naresh Iyer ,  Rajesh Subbu

IPC: G06Q40/00 ,  G06F17/60

CPC classification number: G06Q40/06

Abstract: The systems and methods of the invention are directed to portfolio optimization and related techniques. For example, the invention provides a method for multi-objective portfolio optimization for use in investment decisions based on competing objectives and a plurality of constraints constituting a portfolio problem, the method sequentially comprising: generating a non-dominated solution set in a space; applying a first set of user-specified constraints to reduce the solutions in the non-dominated solution set to a solution subset; and executing a series of local tradeoffs on the solution subset to result in a resulting solution subset, the local tradeoffs being performed in a lower dimension performance space as compared to the space, and the solution subset being used in investment decisioning.

Abstract translation: 本发明的系统和方法针对组合优化和相关技术。 例如，本发明提供了一种用于基于竞争目标和构成投资组合问题的多个约束的投资决策中的多目标投资组合优化的方法，所述方法顺序地包括：在空间中生成非主导解集; 应用第一组用户指定的约束以将非主导解集合中的解减少到解子集; 并且在解决方案子集上执行一系列局部权衡以产生最终的解决方案子集，与空间相比较，在较低维度的性能空间中执行本地权衡，以及在投资决策中使用的解决方案子集。