Meta-controlled Boltzmann machine: Its convergence and application to power system

Junzo Watada, Haydee Rocio Melo Cisneros

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Abstract

    In this paper, meta controlled Boltzmann machine; the double-layered Boltzmann machine consisting of upper (Hopfield network) and lower (Boltzmann network) layers, is built and the double-layered Boltzmann machine is proved to converge the optimal solution, after then, is efficiently applied to solve the investment problem to power system where the problem is understood as mean-variance problem using mathematical programming with two objectives: the minimization of risk and the maximization of expected return. The proposed method is applied both diffusion processes and simulated annealing. The convergence proof of the proposed method is showed in this paper. Meta-controlled Boltzmann machine shows an ability to solve combinatorial optimization problems better than either Hopfield networks or Boltzmann machines.

    Original languageEnglish
    Title of host publicationWorld Automation Congress Proceedings
    Publication statusPublished - 2012
    Event2012 World Automation Congress, WAC 2012 - Puerto Vallarta
    Duration: 2012 Jun 242012 Jun 28

    Other

    Other2012 World Automation Congress, WAC 2012
    CityPuerto Vallarta
    Period12/6/2412/6/28

    ASJC Scopus subject areas

    • Control and Systems Engineering

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  • Cite this

    Watada, J., & Cisneros, H. R. M. (2012). Meta-controlled Boltzmann machine: Its convergence and application to power system. In World Automation Congress Proceedings [6321033]