Neural networks for a class of bi-level variational inequalities

Authors:
M. H. Xu;M. Li;C. C. Yang
Affiliations:
School of Mathematics and Physics, Jiangsu Polytechnic University, Changzhou, People's Republic of China 213164;Department of Management Science and Engineering, School of Economics and Management, Southeast University, Nanjing, People's Republic of China 210096;School of Information Science and Engineering, Jiangsu Polytechnic University, Changzhou, People's Republic of China 213164
Venue:
Journal of Global Optimization
Year:
2009

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Abstract

In this paper, a class of bi-level variational inequalities for describing some practical equilibrium problems, which especially arise from engineering, management and economics, is presented, and a neural network approach for solving the bi-level variational inequalities is proposed. The energy function and neural dynamics of the proposed neural network are defined in this paper, and then the existence of the solution and the asymptotic stability of the neural network are shown. The simulation algorithm is presented and the performance of the proposed neural network approach is demonstrated by some numerical examples.