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A NOVEL RECURRENT NEURAL NETWORK FOR SOLVING MLCPsAND ITS APPLICATION TO LINEAR AND QUADRATIC PROGRAMMING PROBLEMS

Author

Listed:
  • SOHRAB EFFATI

    (Department of Applied Mathematics, Ferdowsi University of Mashhad, Mashhad, Iran)

  • ABBAS GHOMASHI

    (Department of Applied Mathematics, Islamic Azad University, Kermanshah Branch, Kermanshah, Iran)

  • MASUMEH ABBASI

    (Department of Applied Mathematics, Islamic Azad University, Kermanshah Branch, Kermanshah, Iran)

Abstract

In this paper, we present a recurrent neural network for solving mixed linear complementarity problems (MLCPs) with positive semi-definite matrices. The proposed neural network is derived based on an NCP function and has a low complexity respect to the other existing models. In theoretical and numerical aspects, global convergence of the proposed neural network is proved. As an application, we show that the proposed neural network can be used to solve linear and convex quadratic programming problems. The validity and transient behavior of the proposed neural network are demonstrated by using five numerical examples.

Suggested Citation

  • Sohrab Effati & Abbas Ghomashi & Masumeh Abbasi, 2011. "A NOVEL RECURRENT NEURAL NETWORK FOR SOLVING MLCPsAND ITS APPLICATION TO LINEAR AND QUADRATIC PROGRAMMING PROBLEMS," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(04), pages 523-541.
    • Handle: RePEc:wsi:apjorx:v:28:y:2011:i:04:n:s0217595911003223
    DOI: 10.1142/S0217595911003223
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