Optimization apparatus, optimization program, and optimization method

Abstract

The invention relates to an optimization apparatus, an optimization program, and an optimization method. The optimization apparatus includes a search unit configured to perform a search for solutionsby using a first method by which a value of an objective function including constraints is probabilistically improved, and a generation unit configured to generate a first state that is at more than apredetermined distance from previous solutions obtained by the search unit, and to obtain a local solution by use of a second method by which state transitions starting from the first state are performed such as to satisfy the constraints and to improve the value of the objective function with a higher probability than by the first method, followed by outputting the local solution as an initial state, wherein a process of the generation unit outputting the initial state and a process of the search unit performing the search for solutions based on the first method from the initial state are iteratively performed.

Description

technical field [0001] The disclosure herein relates to optimization equipment, optimization procedures and optimization methods. Background technique [0002] Arithmetic devices such as computers perform information processing through various data manipulations to produce meaningful outputs, thereby enabling prediction, determination, control, etc. in various fields of modern society. Optimization processing is a branch of information processing. An optimization problem is a problem of finding a point (ie, a solution) belonging to a search space that minimizes (or maximizes) the value of an objective function defined in the search space. Optimization problems can be roughly divided into linear programming problems and discrete optimization problems. In the case of discrete optimization problems, an increase in the dimensionality of the search space leads to an explosion in the number of combinations of variables. In this case, using an exhaustive search that counts all p...

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Problems solved by technology

[0006] As in the case where constraints are imposed, when the difficulty of the problem is high due to a large number of local solutions, without increasing the number of occurrences of escape from local solutions, that is, without increasing the number of pairs of solutions from a new initial state In the case of the number of searches, even if the search for a solution is performed iteratively from different initial states as described above, a satisfactory solution may not be obtained

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