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
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;
Conference_Titel :
Intelligent Signal Processing, 2005 IEEE International Workshop on
Print_ISBN :
0-7803-9030-X
Electronic_ISBN :
0-7803-9031-8
DOI :
10.1109/WISP.2005.1531677
