Solving quadratic programming problems via Meta-controlled Boltzmann machine

Don Jyh Fu Jeng, Junzo Watada, Teruyuki Watanabe

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

    1 Citation (Scopus)

    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 languageEnglish
    Title of host publication2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings
    Pages310-315
    Number of pages6
    Publication statusPublished - 2005
    Event2005 IEEE International Workshop on Intelligent Signal Processing - Faro
    Duration: 2005 Sep 12005 Sep 3

    Other

    Other2005 IEEE International Workshop on Intelligent Signal Processing
    CityFaro
    Period05/9/105/9/3

    Fingerprint

    Quadratic programming

    Keywords

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

    ASJC Scopus subject areas

    • Engineering(all)

    Cite this

    Jeng, D. J. F., Watada, J., & Watanabe, T. (2005). Solving quadratic programming problems via Meta-controlled Boltzmann machine. In 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.

    2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings. 2005. p. 310-315 1531677.

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

    Jeng, DJF, Watada, J & Watanabe, T 2005, Solving quadratic programming problems via Meta-controlled Boltzmann machine. in 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.
    Jeng DJF, Watada J, Watanabe T. Solving quadratic programming problems via Meta-controlled Boltzmann machine. In 2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings. 2005. p. 310-315. 1531677
    Jeng, Don Jyh Fu ; Watada, Junzo ; Watanabe, Teruyuki. / Solving quadratic programming problems via Meta-controlled Boltzmann machine. 2005 IEEE International Workshop on Intelligent Signal Processing - Proceedings. 2005. pp. 310-315
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