Global search device and program for continuous value optimization problem

摘要

PROBLEM TO BE SOLVED: To provide an optimization device and an optimization program that enable reaching an optimum value at an extremely small number of times while increasing probability to reach the optimum value of a variable, when a minimum value or a maximum value of an evaluation function having a plurality of extreme values is searched.SOLUTION: A variable xof a plurality of individuals K is set along an evaluation function Hopt within a search space S (S1). And, attractive potential fij applying attractive force to at least two or more selected individuals K of a plurality of set individuals K is derived, an evaluation addition value obtained by adding an evaluation value of the evaluation function Hopt by the plurality of individuals K, and the attractive potential fij between the selected individuals K derived are added, and an effective evaluation value Heff added by an attractive force value multiplied by an attractive force coefficient g/2 applying this addition value between the selected individuals K is made to be the extreme value. Further, the variable xof the plurality of individuals K is changed such that the effective evaluation value Heff is made to be the extreme value while gradually making the attractive force coefficient g/2 to be larger from an initial value (S2, S5).SELECTED DRAWING: Figure 2