A setting method according to the present invention determines a desired time response in an optimum servo control structure corresponding to a servo control structure of a control target, calculates a predetermined gain corresponding to the desired time response, and calculates a first weighting coefficient Qf, a second weighting coefficient Q, and a third weighting coefficient R of a predetermined Riccati equation according to the Riccati equation on the basis of the predetermined gain. The first weighting coefficient Qf, the second weighting coefficient Q, and the third weighting coefficient R are set as a weighting coefficient corresponding to a terminal cost, a weighting coefficient corresponding to a state quantity cost, and a weighting coefficient corresponding to a control input cost, respectively, in a predetermined evaluation function for model prediction control.