• DocumentCode
    88683
  • Title

    New Discrete-Time Recurrent Neural Network Proposal for Quadratic Optimization With General Linear Constraints

  • Author

    Perez-Ilzarbe, M.J.

  • Author_Institution
    Dept. de Autom. y Comput., Univ. Publica de Navarra, Pamplona, Spain
  • Volume
    24
  • Issue
    2
  • fYear
    2013
  • fDate
    Feb. 2013
  • Firstpage
    322
  • Lastpage
    328
  • Abstract
    In this brief, the quadratic problem with general linear constraints is reformulated using the Wolfe dual theory, and a very simple discrete-time recurrent neural network is proved to be able to solve it. Conditions that guarantee global convergence of this network to the constrained minimum are developed. The computational complexity of the method is analyzed, and experimental work is presented that shows its high efficiency.
  • Keywords
    computational complexity; convergence; mathematics computing; quadratic programming; recurrent neural nets; Wolfe dual theory; computational complexity; discrete-time recurrent neural network; general linear constraint; global convergence; quadratic optimization; Bismuth; Computational modeling; Convergence; Learning systems; Optimization; Trajectory; Vectors; Discrete time; global convergence; hybrid constraints; neural networks; quadratic optimization;
  • fLanguage
    English
  • Journal_Title
    Neural Networks and Learning Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    2162-237X
  • Type

    jour

  • DOI
    10.1109/TNNLS.2012.2223484
  • Filename
    6376234