Skip to main content
Top
Published in: Neural Computing and Applications 2/2013

01-08-2013 | Original Article

A new result for projection neural networks to solve linear variational inequalities and related optimization problems

Authors: Bonan Huang, Huaguang Zhang, Dawei Gong, Zhanshan Wang

Published in: Neural Computing and Applications | Issue 2/2013

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In recent years, a projection neural network was proposed for solving linear variational inequality (LVI) problems and related optimization problems, which required the monotonicity of LVI to guarantee its convergence to the optimal solution. In this paper, we present a new result on the global exponential convergence of the projection neural network. Unlike existing convergence results for the projection neural network, our main result does not assume the monotonicity of LVI problems. Therefore, the projection neural network can be further guaranteed to solve a class of non-monotone LVI and non-convex optimization problems. Numerical examples illustrate the effectiveness of the obtained result.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Bertsekas DP (1989) Parallel and distributed computation: numerical methods. Prentice-Hall, Upper Saddle River, NJMATH Bertsekas DP (1989) Parallel and distributed computation: numerical methods. Prentice-Hall, Upper Saddle River, NJMATH
2.
go back to reference Facchinei F, Pang JS (2003) Finite dimensional variational inequalities and complementarity problems. Springer, New York Facchinei F, Pang JS (2003) Finite dimensional variational inequalities and complementarity problems. Springer, New York
3.
go back to reference He BS, Yang ZH, Yuan XM (2004) An approximate proximal-extragradient type method for monotone variational inequalities. J Math Anal Appl 300:362–374MathSciNetMATHCrossRef He BS, Yang ZH, Yuan XM (2004) An approximate proximal-extragradient type method for monotone variational inequalities. J Math Anal Appl 300:362–374MathSciNetMATHCrossRef
4.
go back to reference Solodov MV, Tseng P (1996) Modified projection-type methods for monotone variational inequalities. SIAM J Cont Optim 34:1814–1830MathSciNetMATHCrossRef Solodov MV, Tseng P (1996) Modified projection-type methods for monotone variational inequalities. SIAM J Cont Optim 34:1814–1830MathSciNetMATHCrossRef
5.
6.
7.
go back to reference Lin D, Wang X, Wang L (2009) Controlling the multi-scroll chaotic attractors using fuzzy neural networks compensator. Chin J Phys 47:686–701 Lin D, Wang X, Wang L (2009) Controlling the multi-scroll chaotic attractors using fuzzy neural networks compensator. Chin J Phys 47:686–701
8.
go back to reference Wang X, Zhao J (2010) Cryptanalysis on a parallel keyed hash function based on chaotic neural network. Neurocomputing 73:3224–3228CrossRef Wang X, Zhao J (2010) Cryptanalysis on a parallel keyed hash function based on chaotic neural network. Neurocomputing 73:3224–3228CrossRef
9.
go back to reference Lin D, Wang X, Nian F, Zhang Y (2010) Dynamic fuzzy neural networks modeling and adaptive backstepping tracking control of uncertain chaotic systems. Neurocomputing 73:2873–2881CrossRef Lin D, Wang X, Nian F, Zhang Y (2010) Dynamic fuzzy neural networks modeling and adaptive backstepping tracking control of uncertain chaotic systems. Neurocomputing 73:2873–2881CrossRef
10.
go back to reference Lin D, Wang X (2011) Self-organizing adaptive fuzzy neural control for the synchronization of uncertain chaotic systems with random-varying parameters. Neurocomputing 74:2241–2249CrossRef Lin D, Wang X (2011) Self-organizing adaptive fuzzy neural control for the synchronization of uncertain chaotic systems with random-varying parameters. Neurocomputing 74:2241–2249CrossRef
11.
go back to reference Xia Y (2000) A recurrent neural network for solving linear projection equations. Neural Netw 13:337–350CrossRef Xia Y (2000) A recurrent neural network for solving linear projection equations. Neural Netw 13:337–350CrossRef
12.
go back to reference Xia Y, Leung H, Wang J (2002) A projection neural network and its application to constrained optimization problems. IEEE Trans Circuits Syst-I Regul Pap 49:447–458MathSciNetCrossRef Xia Y, Leung H, Wang J (2002) A projection neural network and its application to constrained optimization problems. IEEE Trans Circuits Syst-I Regul Pap 49:447–458MathSciNetCrossRef
13.
go back to reference Xia Y (2004) Further results on global convergence and stability of globally projected dynamical systems. J Optimiz Theory Appl 122:627–649MATHCrossRef Xia Y (2004) Further results on global convergence and stability of globally projected dynamical systems. J Optimiz Theory Appl 122:627–649MATHCrossRef
14.
go back to reference Liu Q, Cao J, Xia J (2005) A delayed neural network for solving linear projection equations and its analysis. IEEE Trans Neural Netw 16:834–843CrossRef Liu Q, Cao J, Xia J (2005) A delayed neural network for solving linear projection equations and its analysis. IEEE Trans Neural Netw 16:834–843CrossRef
15.
go back to reference Hu X, Wang J (2006) Solving pseudomonotone variational inequalities and pseudo-convex optimization problems using the projection neural network. IEEE Trans Neural Netw 17:1487–1499CrossRef Hu X, Wang J (2006) Solving pseudomonotone variational inequalities and pseudo-convex optimization problems using the projection neural network. IEEE Trans Neural Netw 17:1487–1499CrossRef
16.
go back to reference Hu X, Wang J (2007) Degign of general projection neural networks for solving monotone linear variational inequalities and linear and quadratic optimization problems. IEEE Trans Syst Man Cybern Part B Cybern 37:1414–1421CrossRef Hu X, Wang J (2007) Degign of general projection neural networks for solving monotone linear variational inequalities and linear and quadratic optimization problems. IEEE Trans Syst Man Cybern Part B Cybern 37:1414–1421CrossRef
17.
go back to reference Cheng L, Hou Z, Tan M (2009) Solving linear variational inequalities by projection neural network with time-varying delays. Phys Lett A 373:1739–1743MATHCrossRef Cheng L, Hou Z, Tan M (2009) Solving linear variational inequalities by projection neural network with time-varying delays. Phys Lett A 373:1739–1743MATHCrossRef
18.
go back to reference Cheng L, Hou Z, Tan M (2009) A delayed projection neural network for solving linear variational inequalities. IEEE Trans Neural Netw 20:915–925CrossRef Cheng L, Hou Z, Tan M (2009) A delayed projection neural network for solving linear variational inequalities. IEEE Trans Neural Netw 20:915–925CrossRef
19.
go back to reference Gao X, Liao L (2010) A new one-layer neural network for linear and quadratic programming. IEEE Trans Neural Netw 21:918–929CrossRef Gao X, Liao L (2010) A new one-layer neural network for linear and quadratic programming. IEEE Trans Neural Netw 21:918–929CrossRef
20.
go back to reference Liu Q, Cao J, Chen G (2010) A novel recurrent neural network with finite-time convergence for linear programming. Neural Comput 22:2962–2978MathSciNetMATHCrossRef Liu Q, Cao J, Chen G (2010) A novel recurrent neural network with finite-time convergence for linear programming. Neural Comput 22:2962–2978MathSciNetMATHCrossRef
21.
go back to reference Liu Q, Wang J (2011) Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions. IEEE Trans Neural Netw 22:601–613CrossRef Liu Q, Wang J (2011) Finite-time convergent recurrent neural network with a hard-limiting activation function for constrained optimization with piecewise-linear objective functions. IEEE Trans Neural Netw 22:601–613CrossRef
22.
go back to reference Liu Q, Guo Z, Wang Z (2012) A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization. Neural Netw 26:99–109MATHCrossRef Liu Q, Guo Z, Wang Z (2012) A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization. Neural Netw 26:99–109MATHCrossRef
23.
go back to reference Tao Q, Liu X, Xue MS (2004) A dynamic genetic algorithm based on continuous neural networks for a kind of nonconvex optimization problems. Appl Mathem Comput 150:811–820MathSciNetMATHCrossRef Tao Q, Liu X, Xue MS (2004) A dynamic genetic algorithm based on continuous neural networks for a kind of nonconvex optimization problems. Appl Mathem Comput 150:811–820MathSciNetMATHCrossRef
24.
go back to reference Bazaraa MS, Sherali HD, Shetty CM (1993) Nonlinear programming: theory and algorithms, 2nd edn. Wiley, New York Bazaraa MS, Sherali HD, Shetty CM (1993) Nonlinear programming: theory and algorithms, 2nd edn. Wiley, New York
25.
go back to reference Friesz TL, Bernstein D, Mehta NJ, Tobin RL, Ganjalizadeh S (1994) Day-to-day dynamic network disequilibria and idealized traveler information systems. Operat Res Soc Am 42:1120–1136MathSciNetMATH Friesz TL, Bernstein D, Mehta NJ, Tobin RL, Ganjalizadeh S (1994) Day-to-day dynamic network disequilibria and idealized traveler information systems. Operat Res Soc Am 42:1120–1136MathSciNetMATH
26.
go back to reference Zhang H, Quan Y (2001) Modeling, identification, and control of a class of nonlinear systems. IEEE Trans Fuzzy Syst 9:349–354 Zhang H, Quan Y (2001) Modeling, identification, and control of a class of nonlinear systems. IEEE Trans Fuzzy Syst 9:349–354
27.
go back to reference Zhang H, Wang Z, Liu D (2008) Global asymptotic stability of recurrent neural networks with multiple time-varying delays. IEEE Trans Neural Netw 19:855–873 Zhang H, Wang Z, Liu D (2008) Global asymptotic stability of recurrent neural networks with multiple time-varying delays. IEEE Trans Neural Netw 19:855–873
28.
go back to reference Zhang H, Ma T, Huang G (2010) Robust global exponential synchronization of uncertain chaotic delayed neural networks via dual-stage impulsive control. IEEE Trans Syst Man Cybern Part B Cybern 40:831–844 Zhang H, Ma T, Huang G (2010) Robust global exponential synchronization of uncertain chaotic delayed neural networks via dual-stage impulsive control. IEEE Trans Syst Man Cybern Part B Cybern 40:831–844
Metadata
Title
A new result for projection neural networks to solve linear variational inequalities and related optimization problems
Authors
Bonan Huang
Huaguang Zhang
Dawei Gong
Zhanshan Wang
Publication date
01-08-2013
Publisher
Springer London
Published in
Neural Computing and Applications / Issue 2/2013
Print ISSN: 0941-0643
Electronic ISSN: 1433-3058
DOI
https://doi.org/10.1007/s00521-012-0918-1

Other articles of this Issue 2/2013

Neural Computing and Applications 2/2013 Go to the issue

Premium Partner