A neurodynamic approach to nonsmooth constrained pseudoconvex optimization problem.

Journal: Neural networks : the official journal of the International Neural Network Society
Published Date:

Abstract

This paper presents a new neurodynamic approach for solving the constrained pseudoconvex optimization problem based on more general assumptions. The proposed neural network is equipped with a hard comparator function and a piecewise linear function, which make the state solution not only stay in the feasible region, but also converge to an optimal solution of the constrained pseudoconvex optimization problem. Compared with other related existing conclusions, the neurodynamic approach here enjoys global convergence and lower dimension of the solution space. Moreover, the neurodynamic approach does not depend on some additional assumptions, such as the feasible region is bounded, the objective function is lower bounded over the feasible region or the objective function is coercive. Finally, both numerical illustrations and simulation results in support vector regression problem show the well performance and the viability of the proposed neurodynamic approach.

Authors

  • Chen Xu
    Department of Mathematics and Statistics, University of Ottawa, Ottawa, ON K1N 6N5, Canada.
  • Yiyuan Chai
    Department of Mathematics and Statistics, Shenzhen Institute of Computing Sciences, Shenzhen University, Shenzhen, 518060, China. Electronic address: chaiyiyuan2018@email.szu.edu.cn.
  • Sitian Qin
    Department of Mathematics, Harbin Institute of Technology at Weihai, Weihai 264209, PR China. Electronic address: qinsitian@163.com.
  • Zhenkun Wang
    Department of Computer Science, City University of Hong Kong, Hong Kong. Electronic address: zwang339@cityu.hk.edu.
  • Jiqiang Feng
    Department of Mathematics and Statistics, Shenzhen Institute of Computing Sciences, Shenzhen University, Shenzhen, 518060, China. Electronic address: fengjq@szu.edu.cn.