AN EFFICIENT ALGORITHM FOR SOLVING A QUADRATIC PROGRAMMING MODEL WITH APPLICATION IN CREDIT CARD HOLDERS' BEHAVIOR

K.-J. Tseng, Y.-H. Liu () and Jow-Fei Ho
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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

International Journal of Information Technology & Decision Making (IJITDM), 2008, vol. 07, issue 03, 421-430

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.

Keywords: Quadratic programming; credit card holders' behavior; analysis; optimization (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1142/S0219622008003083

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