Design of General Projection Neural Networks for Solving Monotone Linear Variational Inequalities and Linear and Quadratic Optimization Problems

Most existing neural networks for solving linear variational inequalities (LVIs) with the mapping Mx + p require positive definiteness (or positive semidefiniteness) of M. In this correspondence, it is revealed that this condition is sufficient but not necessary for an LVI being strictly monotone (o...

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Veröffentlicht in:IEEE transactions on cybernetics 2007-10, Vol.37 (5), p.1414-1421
Hauptverfasser: Hu, Xiaolin, Wang, Jun
Format: Artikel
Sprache:eng
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Zusammenfassung:Most existing neural networks for solving linear variational inequalities (LVIs) with the mapping Mx + p require positive definiteness (or positive semidefiniteness) of M. In this correspondence, it is revealed that this condition is sufficient but not necessary for an LVI being strictly monotone (or monotone) on its constrained set where equality constraints are present. Then, it is proposed to reformulate monotone LVIs with equality constraints into LVIs with inequality constraints only, which are then possible to be solved by using some existing neural networks. General projection neural networks are designed in this correspondence for solving the transformed LVIs. Compared with existing neural networks, the designed neural networks feature lower model complexity. Moreover, the neural networks are guaranteed to be globally convergent to solutions of the LVI under the condition that the linear mapping Mx + p is monotone on the constrained set. Because quadratic and linear programming problems are special cases of LVI in terms of solutions, the designed neural networks can solve them efficiently as well. In addition, it is discovered that the designed neural network in a specific case turns out to be the primal-dual network for solving quadratic or linear programming problems. The effectiveness of the neural networks is illustrated by several numerical examples.
ISSN:1083-4419
2168-2267
1941-0492
2168-2275
DOI:10.1109/TSMCB.2007.903706