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Title:
最適化問題の最適解演算装置及び最適化問題の最適解演算方法
Document Type and Number:
Japanese Patent JP7391213
Kind Code:
B2
Abstract:
An optimal solution calculation device for an optimization problem includes an initial condition generation unit for generating an executable initial solution and an equality constraint set with respect to an optimization problem, an optimization calculation unit for calculating a solution of a simultaneous linear equation generated from an evaluation function and for calculating an evaluated solution that is a solution to minimize or maximize the evaluation function, and an update unit. A convergence determination unit of the optimization calculation unit determines that an iterative solution has converged when a residual norm is equal to or less than a convergence determination threshold value, and outputs the converged iterative solution as the evaluated solution. The update unit determines the evaluated solution as an optimal solution when an update of the equality constraint set is determined to be unnecessary, and the convergence determination threshold value is the first threshold value.

Inventors:
Junya Hattori
Masaya Endo
Yuko Ohmagari
Application Number:
JP2022529241A
Publication Date:
December 04, 2023
Filing Date:
June 04, 2020
Export Citation:
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Assignee:
Mitsubishi Electric Corporation
International Classes:
G06N99/00
Domestic Patent References:
JP2017223229A
JP2010155546A
Foreign References:
WO2015184729A1
US20080077361
Attorney, Agent or Firm:
Parumo Patent Attorneys Office