### 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 is evaluated in applying it to a quadratic programming problem, the portfolio selection problem.

Original language | English |
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Title of host publication | 2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings |

Pages | 310-315 |

Number of pages | 6 |

Publication status | Published - 2005 |

Event | 2005 IEEE International Workshop on Intelligent Signal Processing - Faro Duration: 2005 Sep 1 → 2005 Sep 3 |

### Other

Other | 2005 IEEE International Workshop on Intelligent Signal Processing |
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City | Faro |

Period | 05/9/1 → 05/9/3 |

### Fingerprint

### Keywords

- Boltzmann machine
- Hopfield machine
- Met-control
- Neural network
- Portfolio selection problem
- Quadratic programming problem

### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings*(pp. 310-315). [1531677]

**Solving quadratic programming problems via Meta-controlled Boltzmann machine.** / Jeng, Don Jyh Fu; Watada, Junzo; Watanabe, Teruyuki.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

*2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings.*, 1531677, pp. 310-315, 2005 IEEE International Workshop on Intelligent Signal Processing, Faro, 05/9/1.

}

TY - GEN

T1 - Solving quadratic programming problems via Meta-controlled Boltzmann machine

AU - Jeng, Don Jyh Fu

AU - Watada, Junzo

AU - Watanabe, Teruyuki

PY - 2005

Y1 - 2005

N2 - 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 is evaluated in applying it to a quadratic programming problem, the portfolio selection problem.

AB - 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 is evaluated in applying it to a quadratic programming problem, the portfolio selection problem.

KW - Boltzmann machine

KW - Hopfield machine

KW - Met-control

KW - Neural network

KW - Portfolio selection problem

KW - Quadratic programming problem

UR - http://www.scopus.com/inward/record.url?scp=33749042863&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33749042863&partnerID=8YFLogxK

M3 - Conference contribution

SN - 078039030X

SN - 9780780390300

SP - 310

EP - 315

BT - 2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings

ER -