Title :
Convergence analysis of a discrete-time recurrent neural network to perform quadratic real optimization with bound constraints
Author :
Pérez-Ilzarbe, María José
Author_Institution :
Dept. de Autom. y Comput., Univ. Publica de Navarra, Spain
fDate :
11/1/1998 12:00:00 AM
Abstract :
Presents a model of a discrete-time recurrent neural network designed to perform quadratic real optimization with bound constraints. The network iteratively improves the estimate of the solution, always maintaining it inside of the feasible region. Several neuron updating rules which assure global convergence of the net to the desired minimum have been obtained. Some of them also assure exponential convergence and maximize a lower bound for the convergence degree. Simulation results are presented to show the net performance
Keywords :
convergence of numerical methods; discrete time systems; gradient methods; optimisation; recurrent neural nets; bound constraints; convergence analysis; convergence degree; discrete-time recurrent neural network; exponential convergence; global convergence; neuron updating rules; quadratic real optimization; Constraint optimization; Convergence of numerical methods; Design optimization; Gradient methods; Lagrangian functions; Neural networks; Neurons; Optimization methods; Performance analysis; Recurrent neural networks;
Journal_Title :
Neural Networks, IEEE Transactions on