Information processing system, information processing method, and non-transitory computer-readable recording medium for information processing program

An information processing method executed by an information processing system, the information processing system being for performing search for an optimal solution of a constrained mixed-binary quadratic programming problem, wherein

• in cooperation with a storage unit, an information processing unit of the information processing system
• executes a conversion process of converting the constrained mixed-binary quadratic programming problem to an augmented Lagrange function that includes an objective function of the constrained mixed-binary quadratic programming problem, a constraint expression of the constrained mixed-binary quadratic programming problem and a penalty term based on the constraint expression, with a first variable vector and a second variable vector as variables;
• executes a first search process of performing search for an optimal solution of the first variable vector that optimizes the augmented Lagrange function in an alternating direction method of multipliers, using a predetermined optimization algorithm of an unconstrained mixed-binary quadratic programming problem, and a second search process of performing search for an optimal solution of the second variable vector that optimizes the augmented Lagrange function in the alternating direction method of multipliers, using another algorithm different from the predetermined optimization algorithm;
• and
• repeatedly executes the second search process performed using the optimal solution of the first variable vector determined by the first search process and the first search process performed using the optimal solution of the second variable vector determined by the second search process.

A non-transitory computer-readable recording medium for storing a program for causing a computer to execute a process for performing search for an optimal solution of a constrained mixed-binary quadratic programming problem, the process comprising:

• converting the constrained mixed-binary quadratic programming problem to an augmented Lagrange function that includes an objective function of the constrained mixed-binary quadratic programming problem, a constraint expression of the constrained mixed-binary quadratic programming problem and a penalty term based on the constraint expression, with a first variable vector and a second variable vector as variables;
• first searching for an optimal solution of the first variable vector that optimizes the augmented Lagrange function in an alternating direction method of multipliers, using a predetermined optimization algorithm of an unconstrained mixed-binary quadratic programming problem;
• and
• second searching for an optimal solution of the second variable vector that optimizes the augmented Lagrange function in the alternating direction method of multipliers, using another algorithm different from the predetermined optimization algorithm;
• wherein the second searching using the optimal solution of the first variable vector determined by the first searching and the first searching using the optimal solution of the second variable vector determined by the second searching are repeatedly executed.