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An Efficient Algorithm For Solving A Quadratic Programming Model With Application In Credit Card Holders' Behavior

Author

Listed:
  • K.-J. TSENG

    (Department of International Business, Hsuan Chuan University, Hsin Chu, Taiwan)

  • Y.-H. LIU

    (Department of International Business, Hsuan Chuan University, Hsin Chu, Taiwan)

  • JOW-FEI HO

    (Graduate Institute of Management Science and Decision Making, Tamkang University, Taipei, Taiwan)

Abstract

A quadratic programming model is developed for predicting the credit card holders' behaviors. This quadratic program is solved by a new algorithm. This algorithm optimizes the objective function along certain directions in the null space of the constraint equations. In this work, the results obtained from the model are compared with the results obtained from the other models for credit card holders' behavior problems. Due to solution algorithm and nature of the model the results are efficient and promising.

Suggested Citation

  • K.-J. Tseng & Y.-H. Liu & Jow-Fei Ho, 2008. "An Efficient Algorithm For Solving A Quadratic Programming Model With Application In Credit Card Holders' Behavior," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 421-430.
    • Handle: RePEc:wsi:ijitdm:v:07:y:2008:i:03:n:s0219622008003083
    DOI: 10.1142/S0219622008003083
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    References listed on IDEAS

    as
    1. Yong Shi, 2001. "Multiple Criteria and Multiple Constraint Levels Linear Programming:Concepts, Techniques and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4000, February.
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