Letter to the Editor: A DISCRETE-TIME LAGRANGIAN NETWORK FOR SOLVING CONSTRAINED QUADRATIC PROGRAMS

WAI SUM TANG, JUN WANG
2000 International Journal of Neural Systems  
A discrete-time recurrent neural network which is called the discrete-time Lagrangian network is proposed in this letter for solving convex quadratic programs. It is developed based on the classical Lagrange optimization method and solves quadratic programs without using any penalty parameter. The condition for the neural network to globally converge to the optimal solution of the quadratic program is given. Simulation results are presented to illustrate its performance.
doi:10.1142/s0129065700000260 pmid:11052413 fatcat:5bnzo6rrovhphh527pd4um7gq4