A neural network approach for solving mathematical programs with equilibrium constraints

作者：Lv, Yibing^*; Chen, Zhong; Wan, Zhongping

来源：Expert Systems with Applications, 2011, 38(1): 231-234.

DOI：10.1016/j.eswa.2010.06.050

• Equilibrium constraints
• Neural network
• Asymptotic stability
• Optimal solution

A neural network approach is presented for solving mathematical programs with equilibrium constraints (MPEC). The proposed neural network is proved to be Lyapunov stable and capable of generating approximal optimal solution to the MPEC problem. The asymptotic properties of the neural network are analyzed and the condition for asymptotic stability, solution feasibility and solution optimality are derived and the transient behavior of the neural network is simulated and the validity of the network is verified with numerical examples.

• 出版日期2011-1
• 单位长江大学; 武汉大学