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.
Vetro, C., Vetro, F. (2010). Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions. INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT(3), 175-181.
Applying fuzzy Particle Swarm Optimization to Multi-unit Double Auctions
VETRO, Calogero;VETRO, Francesca
2010-01-01
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.
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