NON-LINEAR PROGRAMMING PROBLEM PROCESSING DEVICE AND NON-LINEAR PROGRAMMING PROBLEM PROCESSING METHOD
First Claim
1. A non-linear programming problem processing device wherein a restriction or an objective function includes a piecewise defined function,the device comprising:
- a non-linear programming problem input unit configured to acquire a non-liner programming problem;
a provisional solution generation unit configured to determine as a provisional solution of the non-liner programming problem a solution obtained in a certain region of the non-liner programming problem;
a solution candidate generation unit configured to determine as a solution candidate of the non-liner programming problem a solution obtained in a region near the provisional solution;
a provisional solution update unit configured to update the solution candidate as a provisional solution in accordance with a result of comparison between the provisional solution and the solution candidate;
a end determination unit configured to determine a process end on the basis of a determination standard that is at least one of an improvement degree of a provisional solution and the number of times of generation of a solution candidate; and
a non-linear programming problem solution output unit configured to output the provisional solution.
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Abstract
To efficiently process a programming problem including a function defined piecewise without having the differentiability and continuity of the function expressing the problem or spatial continuity as prerequisites, a non-linear programming problem processing device is provided with: a non-linear programming problem input unit; a provisional solution generation unit that produces a solution obtained in a certain region of the non-linear programming problem as a provisional solution; a solution candidate generation unit that produces a solution obtained in a nearby region of the provisional solution as a solution candidate; a provisional solution update unit that updates the solution candidate in accordance with the result of comparison of the provisional solution and the solution candidate; an end determination unit that determines the end of the process using a provisional solution improvement degree and/or the number of times of generation of the solution candidate; and a non-linear programming problem solution output unit.
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Citations
10 Claims
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1. A non-linear programming problem processing device wherein a restriction or an objective function includes a piecewise defined function,
the device comprising: -
a non-linear programming problem input unit configured to acquire a non-liner programming problem; a provisional solution generation unit configured to determine as a provisional solution of the non-liner programming problem a solution obtained in a certain region of the non-liner programming problem; a solution candidate generation unit configured to determine as a solution candidate of the non-liner programming problem a solution obtained in a region near the provisional solution; a provisional solution update unit configured to update the solution candidate as a provisional solution in accordance with a result of comparison between the provisional solution and the solution candidate; a end determination unit configured to determine a process end on the basis of a determination standard that is at least one of an improvement degree of a provisional solution and the number of times of generation of a solution candidate; and a non-linear programming problem solution output unit configured to output the provisional solution. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8)
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9. A non-linear programming problem processing method comprising:
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acquiring a non-linear programming problem in which a restriction or an objective function includes a piecewise defined function; obtaining a solution in a certain region of the non-liner programming problem, and determining the solution as a provisional solution of the non-liner programming problem; obtaining a solution in a region near the provisional solution, and determining the solution as a solution candidate of the non-liner programming problem; comparing the provisional solution and the solution candidate, and updating the provisional solution; determining a process end on the basis of a determination standard that is at least one of an improvement degree of a provisional solution and the number of times of generation of a solution candidate; and outputting the provisional solution. - View Dependent Claims (10)
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Specification