Author_Institution :
Sch. of Inf. Sci. & Technol., Sun Yat-sen Univ., Guangzhou, China
Abstract :
In this brief, a discrete-time Zhang neural network (DTZNN) model is first proposed, developed, and investigated for online time-varying nonlinear optimization (OTVNO). Then, Newton iteration is shown to be derived from the proposed DTZNN model. In addition, to eliminate the explicit matrix-inversion operation, the quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) method is introduced, which can effectively approximate the inverse of Hessian matrix. A DTZNN-BFGS model is thus proposed and investigated for OTVNO, which is the combination of the DTZNN model and the quasiNewton BFGS method. In addition, theoretical analyses show that, with step-size h = 1 and/or with zero initial error, the maximal residual error of the DTZNN model has an O(τ2) pattern, whereas the maximal residual error of the Newton iteration has an O(τ) pattern, with τ denoting the sampling gap. Besides, when h ≠ 1 and h ∈ (0, 2), the maximal steady-state residual error of the DTZNN model has an O(τ2) pattern. Finally, an illustrative numerical experiment and an application example to manipulator motion generation are provided and analyzed to substantiate the efficacy of the proposed DTZNN and DTZNN-BFGS models for OTVNO.
Keywords :
Hessian matrices; Newton method; computational complexity; manipulators; motion control; neural nets; nonlinear programming; DTZNN-BFGS model; Hessian matrix; Newton iteration; O(τ2) pattern complexity; OTVNO; discrete-time Zhang neural network; explicit matrix-inversion operation; manipulator motion generation; online time-varying nonlinear optimization; quasi-Newton Broyden-Fletcher-Goldfarb-Shanno method; Approximation methods; Computational modeling; Neural networks; Numerical models; Optimization; Steady-state; Vectors; Discrete-time Zhang neural network (DTZNN); manipulator motion generation; online time-varying nonlinear optimization (OTVNO); quasi-Newton Broyden–Fletcher–Goldfarb–Shanno (BFGS); quasi-Newton Broyden???Fletcher???Goldfarb???Shanno (BFGS); residual error;