A Recurrent Neural Network for Nonlinear Optimization with a Continuously Differentiable Objective Function and Bound Constraints  

Oleh:

Jun, Wang ; Liang, Xue-Bin

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: IEEE Transactions on Neural Networks vol. 11 no. 6 (2000), page 1251-1262.
Topik: constraint; neural network; non linear optimization; differentiable objective; function; bound constraints

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: II36.4 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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This paper presents a continuous - time recurrent neural - network model for nonlinear optimization with any continuously differentiable objective function and bound constraints. Quadratic optimization with bound constraints is a special problem which can be solved by the recurrent neural network. The proposed recurrent neural network has the following characteristics : 1) It is regular in the sense that any optimum of the objective function with bound constraints is also an equilibrium point of the neural network. If the objective function to be minimized is convex, then the recurrent neural network is complete in the sense that the set of optima of the function with bound constraints coincides with the set of equilibria of the neural network. 2) The recurrent neural network is primal and quasiconvergent in the sense that its trajectory cannot escape from the feasible region and will converge to the set of equilibria of the neural network for any initial point in the feasible bound region. 3) The recurrent neural network has an attractivity property in the sense that its trajectory will eventually converge to the feasible region for any initial states even at outside of the bounded feasible region. 4) For minimizing any strictly convex quadratic objective function subject to bound constraints, the recurrent neural network is globally exponentially stable for almost any positive network parameters. Simulation results are given to demonstrate the convergence and performance of the proposed recurrent neural network for nonlinear optimization with bound constraints.

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