The Simultaneous Recurrent Neural Network for Addressing the Scaling Problem in Static Optimization

A trainable recurrent neural network, Simultaneous Recurrent Neural network, is proposed to address the scaling problem faced by neural network algorithms in static optimization. The proposed algorithm derives its computational power to address the scaling problem through its ability to "learn" compared to existing recurrent neural algorithms, which are not trainable. Recurrent backpropagation algorithm is employed to train the recurrent, relaxation-based neural network in order to associate fixed points of the network dynamics with locally optimal solutions of the static optimization problems. Performance of the algorithm is tested on the NP-hard Traveling Salesman Problem in the range of 100 to 600 cities. Simulation results indicate that the proposed algorithm is able to consistently locate high-quality solutions for all problem sizes tested. In other words, the proposed algorithm scales demonstrably well with the problem size with respect to quality of solutions and at the expense of increased computational cost for large problem sizes.