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拉格朗日神经网络解决带等式和不等式约束的非光滑非凸优化问题

喻昕 许治健 陈昭蓉 徐辰华

喻昕, 许治健, 陈昭蓉, 徐辰华. 拉格朗日神经网络解决带等式和不等式约束的非光滑非凸优化问题[J]. 电子与信息学报, 2017, 39(8): 1950-1955. doi: 10.11999/JEIT161049
引用本文: 喻昕, 许治健, 陈昭蓉, 徐辰华. 拉格朗日神经网络解决带等式和不等式约束的非光滑非凸优化问题[J]. 电子与信息学报, 2017, 39(8): 1950-1955. doi: 10.11999/JEIT161049
YU Xin, XU Zhijian, CHEN Zhaorong, XU Chenhua. Lagrange Neural Network for Nonsmooth Nonconvex Optimization Problems with Equality and Inequality Constrains[J]. Journal of Electronics & Information Technology, 2017, 39(8): 1950-1955. doi: 10.11999/JEIT161049
Citation: YU Xin, XU Zhijian, CHEN Zhaorong, XU Chenhua. Lagrange Neural Network for Nonsmooth Nonconvex Optimization Problems with Equality and Inequality Constrains[J]. Journal of Electronics & Information Technology, 2017, 39(8): 1950-1955. doi: 10.11999/JEIT161049

拉格朗日神经网络解决带等式和不等式约束的非光滑非凸优化问题

doi: 10.11999/JEIT161049
基金项目: 

国家自然科学基金(61462006, 51407037),广西自然科学基金(2014GXNSFAA118391)

Lagrange Neural Network for Nonsmooth Nonconvex Optimization Problems with Equality and Inequality Constrains

Funds: 

The National Natural Science Foundation of China (61462006, 51407037), The Natural Science Foundation of Guangxi Province (2014GXNSFAA118391)

  • 摘要: 非凸非光滑优化问题涉及科学与工程应用的诸多领域,是目前国际上的研究热点。该文针对已有基于早期罚函数神经网络解决非光滑优化问题的不足,借鉴Lagrange乘子罚函数的思想提出一种有效解决带等式和不等式约束的非凸非光滑优化问题的递归神经网络模型。由于该网络模型的罚因子是变量,无需计算罚因子的初始值仍能保证神经网络收敛到优化问题的最优解,因此更加便于网络计算。此外,与传统Lagrange方法不同,该网络模型增加了一个等式约束惩罚项,可以提高网络的收敛能力。通过详细的分析证明了该网络模型的轨迹在有限时间内必进入可行域,且最终收敛于关键点集。最后通过数值实验验证了所提出理论的有效性。
  • MIAO Peng, SHEN Yanjun, LI Yujiao, et al. Finite-time recurrent neural networks for solving nonlinear optimization problems and their application[J]. Neurocomputing, 2016, 177(7): 120-129. doi: 10.1016/j.neucom.2015.11.014.
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    BIAN Wei and XUE Xiaoping. Subgradient-based neural networks for nonsmooth nonconvex optimization problems[J]. IEEE Transactions on Neural Networks, 2009, 20(6): 1024-1038. doi: 10.1109/TNN.2009.2016340.
    LIU Qingshan and WANG Jun. A one-layer projection neural network for nonsmooth optimization subject to linear equalities and bound constraints[J]. IEEE Transactions on Neural Networks and Learning Systems, 2013, 24(5): 812-824. doi: 10.1109/TNNLS.2013.2244908.
    BIAN Wei and CHEN Xiaojun. Smoothing neural network for constrained non-Lipschitz optimization with applications [J]. IEEE Transactions on Neural Networks and Learning Systems, 2012, 23(3): 399-411. doi: 10.1109/TNNLS.2011. 2181867.
    QIN Sitian, BIAN Wei, and XUE Xiaoping. A new one-layer recurrent neural network for nonsmooth pseudoconvex optimization[J]. Neurocomputing, 2013, 120(22): 655-662. doi: 10.1016/j.neucom.2013.01.025.
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出版历程
  • 收稿日期:  2016-10-12
  • 修回日期:  2017-04-18
  • 刊出日期:  2017-08-19

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