A neural network algorithm for second-order conic programming

  • Authors:
  • Xuewen Mu;Sanyang Liu;Yaling Zhang

  • Affiliations:
  • Department of Applied Mathematics, Xidian University, Xi'an, China;Department of Applied Mathematics, Xidian University, Xi'an, China;Department of Computer Science, Xi'an Science and Technology University, Xi'an, China

  • Venue:
  • ISNN'05 Proceedings of the Second international conference on Advances in Neural Networks - Volume Part I
  • Year:
  • 2005

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Abstract

A neural network algorithm for second-order conic programming is proposed. By the Smooth technique, a smooth and convex energy function is constructed. We have proved that for any initial point, every trajectory of the neural network converges to an optimal solution of the second-order conic programming. The simulation results show the proposed neural network is feasible and efficient.