APPARATUS, PROGRAM, AND METHOD FOR SOLVING MATHEMATICAL PROGRAMMING PROBLEM

摘要

PROBLEM TO BE SOLVED: To properly correct a mathematical programming problem.SOLUTION: An apparatus comprises: a first-time-point-solution generating unit generating at least one solution to a mathematical programming problem to be solved at a specified first time point; a second-time-point-problem generating unit generating a plurality of mathematical programming problems to be solved at a second time point later the first time point, on the basis of the solution to the mathematical programming problem to be solved at the first time point; a second-time-point optimum value calculating unit calculating, for each of the plurality of mathematical programming problems to be solved at the second time point, an optimum value of the mathematical programming problem to be solved at the second time point; a relational expression estimating unit estimating relational expressions between the solution to the mathematical programming problem to be solved at the first time point and the optimum values of the mathematical programming problems to be solved at the second time point; and a correcting unit correcting the mathematical programming problem to be solved at the first time point on the basis of the relational expressions.