A feedback neural network for solving convex quadratic bi-level programming problems

作者：Li, Jueyou; Li, Chaojie^*; Wu, Zhiyou; Huang, Junjian

来源：Neural Computing & Applications, 2014, 25(3-4): 603-611.

DOI：10.1007/s00521-013-1530-8

• Convex quadratic bi-level programming
• Feedback neural network
• Asymptotic stability
• Approximate optimal solution

In this paper, a feedback neural network model is proposed for solving a class of convex quadratic bi-level programming problems based on the idea of successive approximation. Differing from existing neural network models, the proposed neural network has the least number of state variables and simple structure. Based on Lyapunov theories, we prove that the equilibrium point sequence of the feedback neural network can approximately converge to an optimal solution of the convex quadratic bi-level problem under certain conditions, and the corresponding sequence of the function value approximately converges to the optimal value of the convex quadratic bi-level problem. Simulation experiments on three numerical examples and a portfolio selection problem are provided to show the efficiency and performance of the proposed neural network approach.

• 出版日期2014-9
• 单位重庆第二师范学院; 重庆师范大学