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Method of solving nonlinear programming problem, method of creating formulation plan, and computer program, recording medium, apparatus, and formulation operation method of these
Method of solving nonlinear programming problem, method of creating formulation plan, and computer program, recording medium, apparatus, and formulation operation method of these
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机译:解决非线性编程问题的方法,制定配方的方法以及它们的计算机程序,记录介质,装置和配方操作方法
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摘要
PROBLEM TO BE SOLVED: To provide a solution method of a non-linear programming problem which can accurately acquire an optimum solution of an original non-linear programming problem by retrieving a wide range when solving the non-linear programming problem including one or more non-linear items.SOLUTION: A solution method of a non-linear programming problem has: a vectorization step of a variable for stipulating a part of items included in non-liner items or a numerical expression as a new variable, changes a description of the non-linear programming problem, and defining the new variable as a one-dimensional or multidimensional vector variable; an initial solution creation step of the vector variable for creating a plurality of initial solutions of the vector variable; a formulation step of a linear programming problem for formulating the non-linear programming problem as a plurality of linear programming problems using a linear variable from a part of the items included in the non-linear items which is stipulated as the new variable, or the numerical expression and a plurality of the initial solutions; a solution step of the linear programming problem for acquiring solutions of a plurality of the linear programming problems; and a solution modification step of the vector variable for evaluating objective functions for solutions of a plurality of the vector variables, and modifying the solutions of the vector variables.SELECTED DRAWING: Figure 5
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