US 11,720,071 B2
Computing stochastic simulation control parameters
Damian Silvio Steiger, Zurich (CH); Helmut Gottfried Katzgraber, Kirkland, WA (US); Matthias Troyer, Clyde Hill, WA (US); and Christopher Anand Pattison, Seattle, WA (US)
Assigned to Microsoft Technology Licensing, LLC, Redmond, WA (US)
Filed by Microsoft Technology Licensing, LLC, Redmond, WA (US)
Filed on Jul. 27, 2022, as Appl. No. 17/815,541.
Application 17/815,541 is a continuation of application No. 16/721,736, filed on Dec. 19, 2019, granted, now 11,402,809.
Claims priority of provisional application 62/909,140, filed on Oct. 1, 2019.
Prior Publication US 2022/0382225 A1, Dec. 1, 2022
Int. Cl. G05B 13/04 (2006.01); G06F 30/25 (2020.01); G06F 111/10 (2020.01)
CPC G05B 13/042 (2013.01) [G06F 30/25 (2020.01); G06F 2111/10 (2020.01)] 20 Claims
OG exemplary drawing
 
1. A storage device storing instructions executable by one or more logic processors to cause the one or more logic processors to perform steps of:
storing a cost function of a plurality of variables in memory; and
for a stochastic simulation algorithm:
computing a control parameter upper bound;
computing a control parameter lower bound; and
computing a plurality of intermediate control parameter values within a control parameter range between the control parameter lower bound and the control parameter upper bound; and
computing 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, wherein, when computing the estimated minimum or the estimated maximum:
a plurality of copies of the cost function are simulated with a respective plurality of seed values;
for at least one copy of the plurality of copies, a respective diffusion speed across at least one sub-range of the control parameter range is computed; and
one or more additional intermediate control parameter values within the at least one sub-range are added based at least in part on the diffusion speed.