| 摘要 |
In order to efficiently process a programming problem including a function defined piecewise without having the differentiability and continuity of the function expressing the problem or spatial continuity as prerequisites, a non-linear programming problem processing device is provided with: a non-linear programming problem input unit that acquires a non-linear programming problem; a provisional solution generation unit that produces a solution obtained in a certain region of the non-linear programming problem as a provisional solution to the non-linear programming problem; a solution candidate generation unit that produces a solution obtained in a nearby region of the provisional solution as a solution candidate to the non-linear programming problem; a provisional solution update unit that updates the solution candidate as a provisional solution in accordance with the result of comparison of the provisional solution and the solution candidate; an end determination unit that determines the end of the process using, as a determination reference, a provisional solution improvement degree and/or the number of times of generation of the solution candidate; and a non-linear programming problem solution output unit that outputs the provisional solution. |
