OPTIMIZATION DEVICE, OPTIMIZATION METHOD, AND NON-TRANSITORY COMPUTER-READABLE STORAGE MEDIUM FOR STORING OPTIMIZATION PROGRAM

摘要

An optimization device is configured to perform an iteration processing until a predetermined condition is satisfied, the iteration processing including: processing of generating a quadratic function that is approximate to an objective function within a predetermined range from a first reference value that indicates a value of a variable of the objective function; processing of calculating a second reference value that indicates a value of the variable by seeking for an extreme value of the quadratic function; processing of calculating a third reference value that indicates a value of the variable based on the second reference value and the first reference value; and processing of updating the first reference value based on the third reference value, the predetermined condition being a condition regarding a distance between the first reference value and the second reference value or a distance between the first reference value and the third reference value.