Linear constraints generating apparatus and method, a semi-positive definite optimization problem solving device, weighing learning device, and computer program

摘要

And when solving a positive semi-definite programming problem by approximating the linear constraint problem, the linear constraints generation device for determining a solution to accurately and quickly is disclosed. the sum of the linear constraints generating device, matrix and obtained by arranging each coefficient representing the results of the objective function of positive semi-definite programming problem was linear approximation, along with the demand and the transposed matrix of the matrix, and this matrix and the transposed matrix relating and matrix operation means for calculating, with respect to the operation result is represented matrix of the matrix calculating means calculates the eigenvalues ​​and eigenvectors, selecting a particular eigenvector from among the calculation results, information indicating the specific eigenvectors selected , I and a vector computing means that information representing the linear constraints of the semi-positive definite programming problem.