A neural network for solving a convex quadratic bilevel programming problem

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

来源：Journal of Computational and Applied Mathematics, 2010, 234(2): 505-511.

DOI：10.1016/j.cam.2009.12.041

• Convex quadratic bilevel programming
• Asymptotic stability
• Neural network
• Optimal solution

A neural network is proposed for solving a convex quadratic bilevel programming problem. Based on Lyapunov and LaSalle theories, we prove strictly an important theoretical result that, for an arbitrary initial point, the trajectory of the proposed network does converge to the equilibrium, which corresponds to the optimal solution of a convex quadratic bilevel programming problem. Numerical simulation results show that the proposed neural network is feasible and efficient for a convex quadratic bilevel programming problem.

• 出版日期2010-5-15
• 单位武汉大学; 长江大学