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A Novel Recurrent Neural Network for Solving Nonlinear Optimization Problems With Inequality Constraints

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3 Author(s)
Youshen Xia ; Coll. of Math. & Comput. Sci., Fuzhou Univ., Fuzhou ; Gang Feng ; Jun Wang

This paper presents a novel recurrent neural network for solving nonlinear optimization problems with inequality constraints. Under the condition that the Hessian matrix of the associated Lagrangian function is positive semidefinite, it is shown that the proposed neural network is stable at a Karush-Kuhn-Tucker point in the sense of Lyapunov and its output trajectory is globally convergent to a minimum solution. Compared with variety of the existing projection neural networks, including their extensions and modification, for solving such nonlinearly constrained optimization problems, it is shown that the proposed neural network can solve constrained convex optimization problems and a class of constrained nonconvex optimization problems and there is no restriction on the initial point. Simulation results show the effectiveness of the proposed neural network in solving nonlinearly constrained optimization problems.

Published in:

Neural Networks, IEEE Transactions on  (Volume:19 ,  Issue: 8 )

Date of Publication:

Aug. 2008

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