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

摘要

The differential information extraction unit 81 inputs the function and the provisional solution of the function, and calculates the first-order differential and the second-order differential in the provisional solution of the input function. The end condition determination unit 82 determines whether or not to continue updating the solution in the function based on the provisional solution. The update number determination unit 83 determines the update number of the provisional solution based on the provisional solution and the first derivative and the second derivative. The provisional solution update unit 84 repeats the process of updating the provisional solution for the determined number of updates based on the first derivative and the second derivative, and outputs the updated provisional solution as the optimum solution. Further, the end condition determination unit 82 determines whether or not to continue updating the solution in the function based on the updated provisional solution.