A dynamical model for solving degenerate quadratic minimax problems with constraints

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:236

Article

Nazemi, A. R.

关键词: Neural network;    Dynamic system;    Minimax problem;    Quadratic programming problem;    Convergent;    Stability;   

DOI  :  10.1016/j.cam.2011.08.012

来源: Elsevier

【 摘 要 】

This paper presents a new neural network model for solving degenerate quadratic minimax (DQM) problems. On the basis of the saddle point theorem, optimization theory, convex analysis theory, Lyapunov stability theory and LaSalle invariance principle, the equilibrium point of the proposed network is proved to be equivalent to the optimal solution of the DQM problems. It is also shown that the proposed network model is stable in the sense of Lyapunov and it is globally convergent to an exact optimal solution of the original problem. Several illustrative examples are provided to show the feasibility and the efficiency of the proposed method in this paper. (C) 2011 Elsevier B.V. All rights reserved.

【 授权许可】

Free