A neural network for constrained saddle point problems: an approximation approach

  • Authors:
  • Xisheng Shen;Shiji Song;Lixin Cheng

  • Affiliations:
  • Department of Automation, Tsinghua University, Beijing, China;Department of Automation, Tsinghua University, Beijing, China;School of Mathematical Sciences, Xiamen University, Fujian, Xiamen, China

  • Venue:
  • ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part I
  • Year:
  • 2005

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Abstract

This paper proposes a neural network for saddle point problems (SPP) by an approximation approach. It first proves both the existence and the convergence property of approximate solutions, and then shows that the proposed network is globally exponentially stable and the solution of (SPP) is approximated. Simulation results are given to demonstrate further the effectiveness of the proposed network.