A novel neural dynamical approach to convex quadratic program and its efficient applications

  • Authors:
  • Youshen Xia;Changyin Sun

  • Affiliations:
  • College of Mathematics and Computer Science, Fuzhou University, China;Department of Automation, Southeast University, China

  • Venue:
  • Neural Networks
  • Year:
  • 2009

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Abstract

This paper proposes a novel neural dynamical approach to a class of convex quadratic programming problems where the number of variables is larger than the number of equality constraints. The proposed continuous-time and proposed discrete-time neural dynamical approach are guaranteed to be globally convergent to an optimal solution. Moreover, the number of its neurons is equal to the number of equality constraints. In contrast, the number of neurons in existing neural dynamical methods is at least the number of the variables. Therefore, the proposed neural dynamical approach has a low computational complexity. Compared with conventional numerical optimization methods, the proposed discrete-time neural dynamical approach reduces multiplication operation per iteration and has a large computational step length. Computational examples and two efficient applications to signal processing and robot control further confirm the good performance of the proposed approach.