OPTIMAL SOLUTION CALCULATION DEVICE FOR OPTIMIZATION PROBLEM AND OPTIMAL SOLUTION CALCULATION METHOD FOR OPTIMIZATION PROBLEM

An optimal solution calculation device for an optimization problem includes an initial condition generation unit for generating an executable initial solution and an equality constraint set with respect to an optimization problem, an optimization calculation unit for calculating a solution of a simultaneous linear equation generated from an evaluation function and for calculating an evaluated solution that is a solution to minimize or maximize the evaluation function, and an update unit. A convergence determination unit of the optimization calculation unit determines that an iterative solution has converged when a residual norm is equal to or less than a convergence determination threshold value, and outputs the converged iterative solution as the evaluated solution. The update unit determines the evaluated solution as an optimal solution when an update of the equality constraint set is determined to be unnecessary, and the convergence determination threshold value is the first threshold value.