Title :
A coupled gradient network approach for static and temporal mixed-integer optimization
Author :
Watta, Paul B. ; Hassoun, Mohamad H.
Author_Institution :
Dept. of Electr. & Comput. Eng., Wayne State Univ., Detroit, MI, USA
fDate :
5/1/1996 12:00:00 AM
Abstract :
Utilizes the ideas of artificial neural networks to propose new solution methods for a class of constrained mixed-integer optimization problems. These new solution methods are more suitable to parallel implementation than the usual sequential methods of mathematical programming. Another attractive feature of the proposed approach is that some global search mechanisms may be easily incorporated into the computation, producing results which are more globally optimal. To formulate the solution method proposed in this paper, a penalty function approach is used to define a coupled gradient-type network with an appropriate architecture, energy function and dynamics such that high-quality solutions may be obtained upon convergence of the dynamics. Finally, it is shown how the coupled gradient net may be extended to handle temporal mixed-integer optimization problems, and simulations are presented which demonstrate the effectiveness of the approach
Keywords :
convergence; integer programming; neural net architecture; parallel algorithms; artificial neural networks; constrained mixed-integer optimization problems; convergence; coupled gradient network; dynamics; energy function; global search mechanisms; globally optimal solutions; network architecture; parallel implementation; penalty function; simulations; static mixed-integer optimization; temporal mixed-integer optimization; Artificial neural networks; Biological neural networks; Biology computing; Computational modeling; Computer architecture; Computer networks; Constraint optimization; Distributed computing; Lagrangian functions; Mathematical programming;
Journal_Title :
Neural Networks, IEEE Transactions on