Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem
International Conference on Man Machine Systems (ICoMMS 2012) organized by School of Mechatronic Engineering, co-organized by The Institute of Engineer, Malaysia (IEM) and Society of Engineering Education Malaysia, 27th - 28th February 2012 at Bayview Beach Resort, Penang, Malaysia.
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2012
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my.unimap-205072012-07-20T03:14:21Z Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem Nishiigami, Wataru Watada, Junzo, Prof. Dr. Shamshul Bahar, Yakoob, Assoc. Prof. Dr. por_siebzehn@moegi.waseda.jp watada@waseda.jp shamshul@unimap.edu.my Meta controlled Boltzmann machine Boltzmann machine Hopfield network Convergence proof Mixed-integer quadratic programming Structural learning International Conference on Man Machine Systems (ICoMMS 2012) organized by School of Mechatronic Engineering, co-organized by The Institute of Engineer, Malaysia (IEM) and Society of Engineering Education Malaysia, 27th - 28th February 2012 at Bayview Beach Resort, Penang, Malaysia. In this paper, meta controlled Boltzmann machine; the double-layered Boltzmann machine consisting of upper (Hopfield network) and lower (Boltzmann network) layers, is efficiently applied to solve mean-variance problem using mathematical programming with two objectives: the minimization of risk and the maximization of expected return. It is demonstrated that the proposed structural learning method has various advantages in a way such as an investment for a power system. As a result, it was shown that the structural learning can provide an alternative solution for decision makers to select the best solution from their respective point of view, as a numerical example shows. The simulation also showed that computational cost is significantly decreased compared with a conventional BM. The obtained results showed that the selection, investment expense rate to substations, and reduced computation time can be prolonged to increase cost savings. 2012-07-20T03:14:19Z 2012-07-20T03:14:19Z 2012-02-27 Working Paper http://hdl.handle.net/123456789/20507 en Proceedings of the International Conference on Man-Machine Systems (ICoMMS 2012) Universiti Malaysia Perlis (UniMAP) School of Mechatronic Engineering |
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Meta controlled Boltzmann machine Boltzmann machine Hopfield network Convergence proof Mixed-integer quadratic programming Structural learning |
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Meta controlled Boltzmann machine Boltzmann machine Hopfield network Convergence proof Mixed-integer quadratic programming Structural learning Nishiigami, Wataru Watada, Junzo, Prof. Dr. Shamshul Bahar, Yakoob, Assoc. Prof. Dr. Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
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International Conference on Man Machine Systems (ICoMMS 2012) organized by School of Mechatronic Engineering, co-organized by The Institute of Engineer, Malaysia (IEM) and Society of Engineering Education Malaysia, 27th - 28th February 2012 at Bayview Beach Resort, Penang, Malaysia. |
author2 |
por_siebzehn@moegi.waseda.jp |
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por_siebzehn@moegi.waseda.jp Nishiigami, Wataru Watada, Junzo, Prof. Dr. Shamshul Bahar, Yakoob, Assoc. Prof. Dr. |
format |
Working Paper |
author |
Nishiigami, Wataru Watada, Junzo, Prof. Dr. Shamshul Bahar, Yakoob, Assoc. Prof. Dr. |
author_sort |
Nishiigami, Wataru |
title |
Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
title_short |
Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
title_full |
Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
title_fullStr |
Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
title_full_unstemmed |
Convergence of meta-controlled Boltzmann machine and its application for bilevel programming problem |
title_sort |
convergence of meta-controlled boltzmann machine and its application for bilevel programming problem |
publisher |
Universiti Malaysia Perlis (UniMAP) |
publishDate |
2012 |
url |
http://dspace.unimap.edu.my/xmlui/handle/123456789/20507 |
_version_ |
1643793093851348992 |
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13.219503 |