1. An apparatus for solving mathematical programming problems, comprising: a first-time-point-solution generating unit generating at least one solution to a mathematical programming problem to be solved at a first particular time point; a second-time-point-problem generating unit generating a plurality of mathematical programming problems to be solved at a second time point after the first time point on the basis of the solution to the mathematical programming problem to be solved at the first time point; a second-time-point optimum value calculating unit calculating an optimum value of each of a plurality of mathematical programming problems to be solved at the second time point; a relational expression estimating unit estimating a relational expression between the solution to the mathematical programming problem to be solved at the first time point and an optimum value of a mathematical programming problem to be solved at the second time point; a correcting unit correcting the mathematical programming problem to be solved at the first time point on the basis of the relational expression; and a scenario acquiring unit acquiring a scenario representing a variation of a circumstance to which the solution to the mathematical programming problem is applied, wherein the second-time-point-problem generating unit performs simulation on the basis of the scenario to generate parameters of the mathematical programming problems to be solved at the second time point.