SPARSE VARIABLE OPTIMIZATION DEVICE, SPARSE VARIABLE OPTIMIZATION METHOD, AND SPARSE VARIABLE OPTIMIZATION PROGRAM

摘要

A gradient computation unit computes a gradient of an objective function in a variable to be optimized. An added variable selection unit adds a variable corresponding to a largest absolute value of the computed gradient from among variables included in a variable set, to a nonzero variable set. A variable optimization unit optimizes a value of the variable to be optimized, for each variable included in the nonzero variable set. A deleted variable selection unit deletes a variable that, when deleted, causes a smallest increase of the objective function from among variables included in the nonzero variable set, from the nonzero variable set. An objective function evaluation unit computes a value of the objective function for the variable to be optimized.

主权项

1. A sparse variable optimization device comprising:
a gradient computation unit for computing a gradient of an objective function in a designated value of a variable; an added variable selection unit for adding one of variables included in a variable set, to a nonzero variable set; a variable optimization unit for optimizing a value of a variable to be optimized, for each variable included in the nonzero variable set; a deleted variable selection unit for deleting a variable that, when deleted, causes a smallest increase of the objective function from among variables included in the nonzero variable set, from the nonzero variable set; and an objective function evaluation unit for computing a value of the objective function for the variable to be optimized, wherein the gradient computation unit computes the gradient of the objective function in the variable to be optimized, and wherein the added variable selection unit adds a variable corresponding to a largest absolute value of the computed gradient from among the variables included in the variable set, to the nonzero variable set.