Neural Network for Solving Constrained Convex Optimization Problems With Global Attractivity

TLDR: This paper proposes a neural network modeled by a differential inclusion to solve a class of nonsmooth convex optimization problems, where the constraints are defined by a classof nonsm Smooth convex convex inequality constraints and aclass of affine equality constraints.

Abstract: In this paper, we propose a neural network modeled by a differential inclusion to solve a class of nonsmooth convex optimization problems, where the constraints are defined by a class of nonsmooth convex inequality constraints and a class of affine equality constraints. For any initial point, the solution of the proposed network is global existent, unique and uniformly bounded, which is just the “slow solution” of network. By the regularization item, without any estimation on the exact penalty parameters, the solution of proposed network is convergent to the optimal solution set of optimization problem. Moreover, when the feasible region satisfies another condition, the solution of proposed network converges to the feasible region in finite time and to the particular element in the optimal solution set with the smallest norm, which indicates that our proposed neural network is globally attractive. Some numerical examples are presented to illustrate the effectiveness of the proposed neural network for solving nonsmooth convex optimization problems.