Optimization device, optimization method, and non-transitory computer-readable storage medium for storing optimization program

An optimization method performed by a computer, the method comprising:

• performing 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;
• and
• in response that the predetermined condition is satisfied, outputting the first reference value as a value of the variable that makes the objective function have an extreme value.

A non-transitory computer-readable storage medium for storing an optimization program which causes a processor to perform processing, the processing comprising:

• performing 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;
• and
• in response that the predetermined condition is satisfied, outputting the first reference value as a value of the variable that makes the objective function have an extreme value.