solving linear semi-infinite programming problems using recurrent neural networks

Authors

alaeddin malek

ghasem ahmadi

seyyed mehdi mirhoseini alizamini

abstract

‎linear semi-infinite programming problem is an important class of optimization problems which deals with infinite constraints‎. ‎in this paper‎, ‎to solve this problem‎, ‎we combine a discretization method and a neural network method‎. ‎by a simple discretization of the infinite constraints,we convert the linear semi-infinite programming problem into linear programming problem‎. ‎then‎, ‎we use a recurrent neural network model‎, ‎with a simple structure based on a dynamical system to solve this problem‎. ‎the portfolio selection problem and some other numerical examples are solved to evaluate the effectiveness of the presented model.

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Journal title:
biquarterly journal of control and optimization in applied mathematics

Publisher: payame noor university

ISSN

volume 1

issue 1 2015

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