DocumentCode
1547786
Title
Qualitative analysis of a recurrent neural network for nonlinear continuously differentiable convex minimization over a nonempty closed convex subset
Author
Liang, Xue-Bin
Author_Institution
Dept. of Electr. & Comput. Eng., Delaware Univ., Newark, DE, USA
Volume
12
Issue
6
fYear
2001
fDate
11/1/2001 12:00:00 AM
Firstpage
1521
Lastpage
1525
Abstract
We investigate the qualitative properties of a recurrent neural network (RNN) for minimizing a nonlinear continuously differentiable and convex objective function over any given nonempty, closed, and convex subset which may be bounded or unbounded, by exploiting some key inequalities in mathematical programming. The global existence and boundedness of the solution of the RNN are proved when the objective function is convex and has a nonempty constrained minimum set. Under the same assumption, the RNN is shown to be globally convergent in the sense that every trajectory of the RNN converges to some equilibrium point of the RNN. If the objective function itself is uniformly convex and its gradient vector is a locally Lipschitz continuous mapping, then the RNN is globally exponentially convergent in the sense that every trajectory of the RNN converges to the unique equilibrium point of the RNN exponentially. These qualitative properties of the RNN render the network model well suitable for solving the convex minimization over any given nonempty, closed, and convex subset, no matter whether the given constrained subset is bounded or not
Keywords
convergence; mathematical programming; minimisation; recurrent neural nets; set theory; global exponential convergence; locally Lipschitz continuous mapping; mathematical programming; nonempty closed convex subset; nonempty constrained minimum set; nonlinear continuously differentiable convex minimization; qualitative analysis; qualitative properties; recurrent neural network; Artificial neural networks; Linear programming; Mathematical programming; Quadratic programming; Recurrent neural networks; Trajectory;
fLanguage
English
Journal_Title
Neural Networks, IEEE Transactions on
Publisher
ieee
ISSN
1045-9227
Type
jour
DOI
10.1109/72.963790
Filename
963790
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