A new neural network for solving nonlinear convex programs with linear constraints

  • Authors:
  • Yongqing Yang;Yun Gao

  • Affiliations:
  • Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), School of Science, Jiangnan University, Wuxi 214122, PR China;Key Laboratory of Advanced Process Control for Light Industry (Ministry of Education), School of Science, Jiangnan University, Wuxi 214122, PR China

  • Venue:
  • Neurocomputing
  • Year:
  • 2011

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Abstract

In this paper, a new neural network was presented for solving nonlinear convex programs with linear constrains. Under the condition that the objective function is convex, the proposed neural network is shown to be stable in the sense of Lyapunov and globally converges to the optimal solution of the original problem. Several numerical examples show the effectiveness of the proposed neural network.