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

Junzo Watada*, Haydee Rocio Melo Cisneros

*この研究の対応する著者

    研究成果: Conference contribution

    抄録

    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.

    本文言語English
    ホスト出版物のタイトルWorld Automation Congress Proceedings
    出版ステータスPublished - 2012
    イベント2012 World Automation Congress, WAC 2012 - Puerto Vallarta
    継続期間: 2012 6月 242012 6月 28

    Other

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

    ASJC Scopus subject areas

    • 制御およびシステム工学

    フィンガープリント

    「Meta-controlled Boltzmann machine: Its convergence and application to power system」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

    引用スタイル