An application of a merit function for solving convex programming problems

  • Authors:
  • Alireza Nazemi;Sohrab Effati

  • Affiliations:
  • -;-

  • Venue:
  • Computers and Industrial Engineering
  • Year:
  • 2013

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Abstract

This paper presents a gradient neural network model for solving convex nonlinear programming (CNP) problems. The main idea is to convert the CNP problem into an equivalent unconstrained minimization problem with objective energy function. A gradient model is then defined directly using the derivatives of the energy function. It is also shown that the proposed neural network is stable in the sense of Lyapunov and can converge to an exact optimal solution of the original problem. It is also found that a larger scaling factor leads to a better convergence rate of the trajectory. The validity and transient behavior of the neural network are demonstrated by using various examples.