Abstract :
Recently, a projection neural network for solving monotone variational inequalities and constrained optimization problems was developed. In this paper, we propose a general projection neural network for solving a wider class of variational inequalities and related optimization problems. In addition to its simple structure and low complexity, the proposed neural network includes existing neural networks for optimization, such as the projection neural network, the primal-dual neural network, and the dual neural network, as special cases. Under various mild conditions, the proposed general projection neural network is shown to be globally convergent, globally asymptotically stable, and globally exponentially stable. Furthermore, several improved stability criteria on two special cases of the general projection neural network are obtained under weaker conditions. Simulation results demonstrate the effectiveness and characteristics of the proposed neural network.
Keywords :
numerical stability; optimisation; recurrent neural nets; variational techniques; global stability; monotone variational inequalities; optimization; primal-dual neural network; projection neural network; Circuits; Computer networks; Constraint optimization; Linear programming; Mathematics; Neural networks; Quadratic programming; Recurrent neural networks; Signal processing; Stability criteria; Neural Networks (Computer);