6533b870fe1ef96bd12cf287

RESEARCH PRODUCT

Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions

Francesca VetroCalogero Vetro

subject

Mathematical optimizationParticle Swarm Optimization fuzzy numbers mathematical programming quadratic assignment problemInformation Systems and ManagementLinear programmingQuadratic assignment problemStrategy and ManagementMechanical EngineeringParticle swarm optimizationManagement Science and Operations ResearchSettore MAT/05 - Analisi MatematicaFuzzy numberQuadratic programmingMulti-swarm optimizationSettore MAT/09 - Ricerca OperativaEngineering (miscellaneous)MetaheuristicActive set methodMathematics

description

Abstract In the context of Quadratic Programming Problems, we use a fuzzy Particle Swarm Optimization (PSO) algorithm to analyze a Multi-unit Double Auction (MDA) market. We give also a Linear Programming (LP) based upper bound to help the decision maker in dealing with constraints in the mathematical model. In the computational study, we evaluate our algorithm and show that it is a feasible approach for processing bids and calculating assignments.

yearjournalcountryeditionlanguage
2010-01-01
http://hdl.handle.net/10447/51590