A neural network for solving a convex quadratic bilevel programming problem

  • Authors:
  • Yibing Lv;Zhong Chen;Zhongping Wan

  • Affiliations:
  • School of Information and Mathematics, Yangtze University, Jingzhou 434023, PR China;School of Information and Mathematics, Yangtze University, Jingzhou 434023, PR China;School of Mathematics and Statistics, Wuhan University, Wuhan 430072, PR China

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

A neural network is proposed for solving a convex quadratic bilevel programming problem. Based on Lyapunov and LaSalle theories, we prove strictly an important theoretical result that, for an arbitrary initial point, the trajectory of the proposed network does converge to the equilibrium, which corresponds to the optimal solution of a convex quadratic bilevel programming problem. Numerical simulation results show that the proposed neural network is feasible and efficient for a convex quadratic bilevel programming problem.