DocumentCode
2404022
Title
Solving quadratic programming problems via meta-controlled Boltzmann machine
Author
Jeng, Don Jyh-Fu ; Watada, Junzo ; Watanabe, Teruyuki
Author_Institution
Graduate Sch. of Inf., Production & Syst., Waseda Univ., Tokyo, Japan
fYear
2005
fDate
1-3 Sept. 2005
Firstpage
310
Lastpage
315
Abstract
The meta-controlled Boltzmann machine was proposed by J. Watada et. al. to solve the quadratic programming problem. It is shown that this model converges more efficiently than a conventional Boltzmann machine. In this paper, the inner behaviors of the model are evaluated in applying it to a quadratic programming problem, the portfolio selection problem.
Keywords
Boltzmann machines; modelling; quadratic programming; meta-controlled Boltzmann machine; quadratic programming problems; Hopfield neural networks; Investments; Neural networks; Portfolios; Production systems; Quadratic programming; Temperature;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Signal Processing, 2005 IEEE International Workshop on
Print_ISBN
0-7803-9030-X
Electronic_ISBN
0-7803-9031-8
Type
conf
DOI
10.1109/WISP.2005.1531677
Filename
1531677
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