An augmented neural network algorithm for solving singular convex optimization with nonnegative variables

Singular nonlinear convex optimization problems have been received much attention in recent years. Most existing approaches are in the nature of iteration, which is time-consuming and ineffective. Different approaches to deal with such problems are promising. In this paper, a novel neural network model for solving singular nonlinear convex optimization problems is proposed. By using LaSalle's invariance principle, it is shown that the proposed network is convergent which guarantees the effectiveness of the proposed model for solving singular nonlinear optimization problems. Numerical simulation further verified the effectiveness of the proposed neural network model.

[1]  Bobby Schnabel,et al.  Tensor Methods for Unconstrained Optimization Using Second Derivatives , 1991, SIAM J. Optim..

[2]  Jun Wang,et al.  On the Stability of Globally Projected Dynamical Systems , 2000 .

[3]  Jun Wang,et al.  A projection neural network and its application to constrained optimization problems , 2002 .

[4]  Youshen Xia,et al.  A new neural network for solving linear and quadratic programming problems , 1996, IEEE Trans. Neural Networks.

[5]  Jein-Shan Chen,et al.  Neural networks for solving second-order cone constrained variational inequality problem , 2012, Comput. Optim. Appl..

[6]  L. Liao,et al.  A neural network for a class of convex quadratic minimax problems with constraints , 2004, IEEE Transactions on Neural Networks.

[7]  Jun Wang,et al.  A recurrent neural network for nonlinear optimization with a continuously differentiable objective function and bound constraints , 2000, IEEE Trans. Neural Networks Learn. Syst..

[8]  Jun Wang,et al.  A recurrent neural network for solving linear projection equations , 2000, Neural Networks.

[9]  Xin Liu,et al.  A dynamic genetic algorithm based on continuous neural networks for a kind of non-convex optimization problems , 2004, Appl. Math. Comput..

[10]  Jorge J. Moré,et al.  Testing Unconstrained Optimization Software , 1981, TOMS.

[11]  Xia Zun-quan,et al.  A TYPE OF MODIFIED BFGS ALGORITHM WITH RANK DEFECTS AND ITS GLOBAL CONVERGENCE IN CONVEX MINIMIZATION , 2010 .

[12]  Youshen Xia A new neural network for solving linear programming problems and its application , 1996, IEEE Trans. Neural Networks.

[13]  Jun Wang,et al.  A general methodology for designing globally convergent optimization neural networks , 1998, IEEE Trans. Neural Networks.

[14]  Changyin Sun,et al.  Neural Networks for Nonconvex Nonlinear Programming Problems: A Switching Control Approach , 2005, ISNN.