A neural network approach for solving mathematical programs with equilibrium constraints

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:
Expert Systems with Applications: An International Journal
Year:
2011

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Abstract

A neural network approach is presented for solving mathematical programs with equilibrium constraints (MPEC). The proposed neural network is proved to be Lyapunov stable and capable of generating approximal optimal solution to the MPEC problem. The asymptotic properties of the neural network are analyzed and the condition for asymptotic stability, solution feasibility and solution optimality are derived and the transient behavior of the neural network is simulated and the validity of the network is verified with numerical examples.