A recurrent neural network with exponential convergence for solving convex quadratic program and related linear piecewise equations
نویسندگان
چکیده
This paper presents a recurrent neural network for solving strict convex quadratic programming problems and related linear piecewise equations. Compared with the existing neural networks for quadratic program, the proposed neural network has a one-layer structure with a low model complexity. Moreover, the proposed neural network is shown to have a finite-time convergence and exponential convergence. Illustrative examples further show the good performance of the proposed neural network in real-time applications.
منابع مشابه
A Recurrent Neural Network for Solving Strictly Convex Quadratic Programming Problems
In this paper we present an improved neural network to solve strictly convex quadratic programming(QP) problem. The proposed model is derived based on a piecewise equation correspond to optimality condition of convex (QP) problem and has a lower structure complexity respect to the other existing neural network model for solving such problems. In theoretical aspect, stability and global converge...
متن کاملAn efficient one-layer recurrent neural network for solving a class of nonsmooth optimization problems
Constrained optimization problems have a wide range of applications in science, economics, and engineering. In this paper, a neural network model is proposed to solve a class of nonsmooth constrained optimization problems with a nonsmooth convex objective function subject to nonlinear inequality and affine equality constraints. It is a one-layer non-penalty recurrent neural network based on the...
متن کاملA dual neural network for convex quadratic programming subject to linear equality and inequality constraints
A recurrent neural network called the dual neural network is proposed in this Letter for solving the strictly convex quadratic programming problems. Compared to other recurrent neural networks, the proposed dual network with fewer neurons can solve quadratic programming problems subject to equality, inequality, and bound constraints. The dual neural network is shown to be globally exponentially...
متن کاملA Recurrent Neural Network Model for Solving Linear Semidefinite Programming
In this paper we solve a wide rang of Semidefinite Programming (SDP) Problem by using Recurrent Neural Networks (RNNs). SDP is an important numerical tool for analysis and synthesis in systems and control theory. First we reformulate the problem to a linear programming problem, second we reformulate it to a first order system of ordinary differential equations. Then a recurrent neural network...
متن کاملGlobal exponential stability of recurrent neural networks for solving optimization and related problems
Global exponential stability is a desirable property for dynamic systems. This paper studies the global exponential stability of several existing recurrent neural networks for solving linear programming problems, convex programming problems with interval constraints, convex programming problems with nonlinear constraints, and monotone variational inequalities. In contrast to the existing result...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Neural networks : the official journal of the International Neural Network Society
دوره 17 7 شماره
صفحات -
تاریخ انتشار 2004