Solving optimization problems with variable-constraint by an extended Cohen-Grossberg model

A variety of real-world problems can be formulated as continuous optimization problems with variable constraint. It is well-known, however, that it is difficult to develop a unified method for obtaining their feasible solutions. We have recognized that the recent work of solving the traveling salesman problem (TSP) by the Hopfield model explores an innovative approach to them as well as combinatorial optimization problems. The Hopfield model is generalized into the Cohen-Grossberg model (CGM) to which a specific Lyapunov function has been found. This paper thus extends the Hopfield method onto the CGM in order to develop a unified solving-method of continuous optimization problems with variable-constraint. Specifically, we consider a certain class of continuous optimization problems with a constraint equation including the Hopfield version of the TSP as a particular member. Then we theoretically develop a method that, from any given problem of that class, derives a network of an extended CGM to provide feasible solutions to it. The main idea for constructing that extended CGM lies in adding to it a synapse dynamical system concurrently operating with its current unit dynamical system so that the constraint equation can be enforced to satisfaction at final states. This construction is also motivated by previous neuron models in biophysics and learning algorithms in neural networks