A recurrent neural network for linear fractional programming with bound constraints

  • Authors:
  • Fuye Feng;Yong Xia;Quanju Zhang

  • Affiliations:
  • Dongguan University of Technology, Dongguan, Guangdong, China;Dongguan University of Technology, Dongguan, Guangdong, China;Dongguan University of Technology, Dongguan, Guangdong, China

  • Venue:
  • ISNN'06 Proceedings of the Third international conference on Advances in Neural Networks - Volume Part I
  • Year:
  • 2006

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Abstract

This paper presents a novel recurrent time continuous neural network model which performs linear fractional optimization subject to bound constraints on each of the optimization variables. The network is proved to be complete in the sense that the set of optima of the objective function to be minimized with bound constraints coincides with the set of equilibria of the neural network. It is also shown that the network is primal and globally convergent in the sense that its trajectory cannot escape from the feasible region and will converge to an exact optimal solution for any initial point chosen in the feasible bound region. Simulation results are given to demonstrate further the global convergence and the good performance of the proposed neural network for linear fractional programming problems with bound constraints.