Applying fuzzy Particle Swarm Optimization toMulti-unit Double Auctions

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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.
Lingua originaleEnglish
pagine (da-a)175-181
Numero di pagine7
RivistaInternational Journal of Management Science and Engineering Management
Stato di pubblicazionePublished - 2010

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All Science Journal Classification (ASJC) codes

  • Engineering (miscellaneous)
  • Mechanical Engineering
  • Strategy and Management
  • Management Science and Operations Research
  • Information Systems and Management

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