A learning unit 81 generates a plurality of sample groups from samples to be used for learning, and generates a plurality of prediction models while inhibiting overlapping of a sample group to be used for learning among the generated sample groups. An optimization unit 82 generates an objective function based on an explained variable predicted by the prediction model and based on a constraint condition for optimization, and optimizes a generated objective function. An evaluation unit 83 evaluates an optimization result by using a sample group that has not been used in learning of a prediction model used for generating an objective function targeted for the optimization.