Time-Varying Nonlinear Programming and its Realization via Neural Networks

Time-varying nonlinear programming is discussed in this paper. It is a new concept concerning optimization for time-dependent function. Taking into consideration the time-variation of the time-dependent function, a modified steepest descent method is developed for finding the optimal solution and its convergence is proved. An analog circuit based on neural network is proposed for the realization of this method. This is attractive from the viewpoint of real-time application.