Boltzmann machine generation of initial asset distributions

Wael Elwasif, Laurene V. Fausett, Sam Harbaugh

Research output: Contribution to journalConference articlepeer-review

Abstract

Boltzmann machines have been used to solve a variety of combinatorial optimization problems. The use of simulated annealing allows the network to evolve into a state of maximum consensus (or minimum energy) corresponding to an optimal solution of the given problem. In this paper, Boltzmann machine neural networks (without learning) are used to generate initial configurations of assets for a generic game (e.g. chess). The desired distribution of playing pieces is subject to restrictions on the number of pieces (of several different types) that are present, as well as some preferences for the relative positions of the pieces. The rules implemented in the network allow for flexibility in assigning locations for available resources while the probabilistic nature of the network introduces a degree of variability in the solutions generated. The architecture of the network and a method for assigning the weights are described. Results are given for several different examples.

Original languageEnglish
Pages (from-to)331-340
Number of pages10
JournalProceedings of SPIE - The International Society for Optical Engineering
Volume2492
DOIs
StatePublished - Apr 6 1995
Externally publishedYes
EventApplications and Science of Artificial Neural Networks 1995 - Orlando, United States
Duration: Apr 17 1995Apr 21 1995

Keywords

  • Asset allocation
  • Boltzmann machine
  • Constrained optimization
  • Neural networks

Fingerprint

Dive into the research topics of 'Boltzmann machine generation of initial asset distributions'. Together they form a unique fingerprint.

Cite this