A Method for Solving Nonsmooth Pseudoconvex Optimization

In this paper, a two layer recurrent neural network (RNN) is shown for solving nonsmooth pseudoconvex optimization . First it is proved that the equilibrium point of the proposed neural network (NN) is equivalent to the optimal solution of the orginal optimization problem. Then, it is proved that the state of the proposed neural network is stable in the sense of Lyapunov, and convergent to an exact optimal solution of the original optimization. Finally two examples are given to illustrate the effectiveness of the proposed neural network.

Keywords:

Recurrent neural network , nonsmooth pseudoconvex , Optimization , Global convergence