Patent ID: 11949809
Assignee: NEC CORPORATION
Field: Digital communication (Electrical engineering)
Classification: CPC H  G | IPC H

Claim 0:
1. An optimization apparatus comprising:
at least one memory configured to store instructions; and
at least one processor configured to execute the instructions to:
set a predetermined non-linear objective function;
repeat a plurality of times:
determine a policy to be executed in online optimization in a bandit problem in which values thereof of the predetermined non-linear objective function are only partially acquired, based on the predetermined non-linear objective function;
execute the determined policy;
acquire a reward, as an execution result of the determined policy;
determine an update rate of the predetermined non-linear objective function by a multiplicative weight update method, based on the acquired reward and the predetermined non-linear objective function; and
update the predetermined non-linear objective function, based on the update rate, such that the predetermined non-linear objective function as updated is used a next time the policy is determined,

wherein updating of the predetermined non-linear objective function each of the plurality of times achieves high precision online optimization of the determined policy that is executed.