One-Layer Continuous-and Discrete-Time Projection Neural Networks for Solving Variational Inequalities and Related Optimization Problems

This paper presents one-layer projection neural networks based on projection operators for solving constrained variational inequalities and related optimization problems. Sufficient conditions for global convergence of the proposed neural networks are provided based on Lyapunov stability. Compared with the existing neural networks for variational inequalities and optimization, the proposed neural networks have lower model complexities. In addition, some improved criteria for global convergence are given. Compared with our previous work, a design parameter has been added in the projection neural network models, and it results in some improved performance. The simulation results on numerical examples are discussed to demonstrate the effectiveness and characteristics of the proposed neural networks.

[1]  Jun Wang,et al.  A Novel Recurrent Neural Network for Solving Nonlinear Optimization Problems With Inequality Constraints , 2008, IEEE Transactions on Neural Networks.

[2]  Jinde Cao,et al.  A Recurrent Neural Network Based on Projection Operator for Extended General Variational Inequalities , 2010, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[3]  Amit Bhaya,et al.  Perceptron training algorithms designed using discrete-time control Liapunov functions , 2009, Neurocomputing.

[4]  Youshen Xia,et al.  An Extended Projection Neural Network for Constrained Optimization , 2004, Neural Computation.

[5]  Xiaolin Hu,et al.  A Recurrent Neural Network for Solving a Class of General Variational Inequalities , 2007, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[6]  Andrzej Cichocki,et al.  Neural networks for optimization and signal processing , 1993 .

[7]  Jun Wang,et al.  A One-Layer Recurrent Neural Network for Constrained Nonsmooth Optimization , 2011, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[8]  Xiaolin Hu,et al.  Design of General Projection Neural Networks for Solving Monotone Linear Variational Inequalities and Linear and Quadratic Optimization Problems , 2007, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[9]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[10]  Jinde Cao,et al.  Global exponential stability of discrete-time recurrent neural network for solving quadratic programming problems subject to linear constraints , 2011, Neurocomputing.

[11]  Jun Wang,et al.  A one-layer recurrent neural network for support vector machine learning , 2004, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[12]  Wei Bian,et al.  Subgradient-Based Neural Networks for Nonsmooth Nonconvex Optimization Problems , 2009, IEEE Transactions on Neural Networks.

[13]  D. Kinderlehrer,et al.  An introduction to variational inequalities and their applications , 1980 .

[14]  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..

[15]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[16]  María José Pérez-Ilzarbe Convergence analysis of a discrete-time recurrent neural network to perform quadratic real optimization with bound constraints , 1998, IEEE Trans. Neural Networks.

[17]  Xiaolin Hu,et al.  Solving Pseudomonotone Variational Inequalities and Pseudoconvex Optimization Problems Using the Projection Neural Network , 2006, IEEE Transactions on Neural Networks.

[18]  Jun Wang,et al.  Primal and dual assignment networks , 1997, IEEE Trans. Neural Networks.

[19]  Patrick T. Harker,et al.  Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications , 1990, Math. Program..

[20]  Qingshan Liu,et al.  A One-Layer Projection Neural Network for Nonsmooth Optimization Subject to Linear Equalities and Bound Constraints , 2013, IEEE Transactions on Neural Networks and Learning Systems.

[21]  Qingshan Liu,et al.  A One-Layer Recurrent Neural Network for Non-smooth Convex Optimization Subject to Linear Equality Constraints , 2009, ICONIP.

[22]  Terry L. Friesz,et al.  Day-To-Day Dynamic Network Disequilibria and Idealized Traveler Information Systems , 1994, Oper. Res..

[23]  Jun Wang,et al.  A general projection neural network for solving monotone variational inequalities and related optimization problems , 2004, IEEE Transactions on Neural Networks.

[24]  Eugenius Kaszkurewicz,et al.  Design of second order neural networks as dynamical control systems that aim to minimize nonconvex scalar functions , 2012, Neurocomputing.

[25]  Abdesselam Bouzerdoum,et al.  Neural network for quadratic optimization with bound constraints , 1993, IEEE Trans. Neural Networks.

[26]  R. Ruth,et al.  Stability of dynamical systems , 1988 .

[27]  Jun Wang Analysis and design of a recurrent neural network for linear programming , 1993 .

[28]  John J. Hopfield,et al.  Simple 'neural' optimization networks: An A/D converter, signal decision circuit, and a linear programming circuit , 1986 .

[29]  Li-Zhi Liao,et al.  A New Projection-Based Neural Network for Constrained Variational Inequalities , 2009, IEEE Transactions on Neural Networks.

[30]  Kay Chen Tan,et al.  Global exponential stability of discrete-time neural networks for constrained quadratic optimization , 2004, Neurocomputing.

[31]  Yongqing Yang,et al.  Global exponential system of projection neural networks for system of generalized variational inequalities and related nonlinear minimax problems , 2010, Neurocomputing.

[32]  Michael A. Shanblatt,et al.  Linear and quadratic programming neural network analysis , 1992, IEEE Trans. Neural Networks.

[33]  Leon O. Chua,et al.  Neural networks for nonlinear programming , 1988 .

[34]  Katta G. Murty,et al.  Nonlinear Programming Theory and Algorithms , 2007, Technometrics.

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

[36]  Jun Wang,et al.  A recurrent neural network for solving nonlinear convex programs subject to linear constraints , 2005, IEEE Transactions on Neural Networks.

[37]  Edwin K. P. Chong,et al.  An analysis of a class of neural networks for solving linear programming problems , 1999, IEEE Trans. Autom. Control..

[38]  Michael J. Watts,et al.  IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS Publication Information , 2020, IEEE Transactions on Neural Networks and Learning Systems.

[39]  Jun Wang Primal and dual neural networks for shortest-path routing , 1998, IEEE Trans. Syst. Man Cybern. Part A.

[40]  Qingshan Liu,et al.  A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization , 2012, Neural Networks.

[41]  Qingshan Liu,et al.  A One-Layer Recurrent Neural Network With a Discontinuous Hard-Limiting Activation Function for Quadratic Programming , 2008, IEEE Transactions on Neural Networks.