Title:
VARIABLE OPTIMIZATION DEVICE, VARIABLE OPTIMIZATION METHOD, AND PROGRAM
Document Type and Number:
WIPO Patent Application WO/2021/053781
Kind Code:
A1
Abstract:
Provided is a technique for rapidly optimizing a variable to be optimized. Given that w is a variable to be optimized, G(w)(=G1(w)+G2(w)) is a cost function calculated using input data to optimize the variable w, D is a strictly convex function which is differentiable and which satisfies ∇D(0)=0, Ri and Ci are a D-resolvent operator and a D-carry operator, and -Gi(w) is a strongly convex function which approximates a function Gi(w), this variable optimization device comprises a variable update unit which recursively calculates the value of variable w using the D-resolvent operator Ri and D-carry operator Ci, and when the variable update unit calculates ∇D(w), T1(w)=∇-G1(w)-∇-G1(0) is used in the calculation of ∇D(w) for the D-resolvent operator R1 and the D-carry operator C1, and ∇T2(w)=∇-G2(w)-∇-G2(0) is used in the calculation of ∇D(w) for the D-resolvent operator R2 and the D-carry operator C2.
Inventors:
NIWA KENTA (JP)
Application Number:
PCT/JP2019/036692
Publication Date:
March 25, 2021
Filing Date:
September 19, 2019
Export Citation:
Assignee:
NIPPON TELEGRAPH & TELEPHONE (JP)
International Classes:
G06N99/00
Domestic Patent References:
| WO2017135314A1 | 2017-08-10 |
Attorney, Agent or Firm:
NAKAO, Naoki et al. (JP)
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