Two-Timescale Multilayer Recurrent Neural Networks for Nonlinear Programming

• Published in: IEEE transaction on neural networks and learning systems Vol. 33; no. 1; pp. 37 - 47
• Main Authors: Wang, Jiasen, Wang, Jun
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.01.2022; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Global optimization; Mathematical model; Multilayers; Neural networks; Neurodynamic optimization; Neurodynamics; Nonhomogeneous media; Nonlinear programming; Programming; Quadratic programming; Recurrent neural networks; Time; two-timescale system

This article presents a neurodynamic approach to nonlinear programming. Motivated by the idea of sequential quadratic programming, a class of two-timescale multilayer recurrent neural networks is presented with neuronal dynamics in their output layer operating at a bigger timescale than in their hid...