Probabilistic optimization device, stochastic optimization method, and stochastic optimization program

摘要

The differential information extractor 81 receives a function and a provisional solution of the function, and calculates a first-order derivative and a second order derivative in the provisional solution of the input function.The end condition determining section 82 determines whether or not the update of the solution in the function is continued based on the provisional solution.The update number determining unit 83 determines the number of times of updating of the provisional solution based on the provisional solution and the first order derivative and the second derivative.The provisional solution update section 84 repeats the process of updating the provisional solution for the number of times of updating based on the first order derivative and the second order derivative, and outputs the updated provisional solution as an optimum solution.The end condition determining section 82 determines whether or not the update of the solution in the function is continued based on the updated provisional solution.