A Recurrent Neural Network for Solving Strictly Convex Quadratic Programming Problems

In this paper we present an improved neural network to solve strictly convex quadratic programming(QP) problem. The proposed model is derived based on a piecewise equation correspond to optimality condition of convex (QP) problem and has a lower structure complexity respect to the other existing neural network model for solving such problems. In theoretical aspect, stability and global convergence of the proposed neural network is proved.

Keywords:

Dynamical system , Strictly convex quadratic programming , Stability , Global convergence , Recurrent neural network