Convergence of neural networks for programming problems via a nonsmooth Lojasiewicz inequality.
This paper considers a class of neural networks (NNs) for solving linear programming (LP) problems, convex quadratic programming (QP) problems, and nonconvex QP problems where an indefinite quadratic objective function is subject to a set of affine constraints. The NNs are characterized by constraint neurons modeled by ideal diodes with vertical segments in their characteristic, which enable to implement an exact penalty method. A new method is exploited to address convergence of trajectories, which is based on a nonsmooth Lojasiewicz inequality for the generalized gradient vector field describing the NN dynamics. The method permits to prove that each forward trajectory of the NN has finite length, and as a consequence it converges toward a singleton. Furthermore, by means of a quantitative evaluation of the Lojasiewicz exponent at the equilibrium points, the following results on convergence rate of trajectories are established: (1) for nonconvex QP problems, each trajectory is either exponentially convergent, or convergent in finite time, toward a singleton belonging to the set of constrained critical points; (2) for convex QP problems, the same result as in (1) holds; moreover, the singleton belongs to the set of global minimizers; and (3) for LP problems, each trajectory converges in finite time to a singleton belonging to the set of global minimizers. These results, which improve previous results obtained via the Lyapunov approach, are true independently of the nature of the set of equilibrium points, and in particular they hold even when the NN possesses infinitely many nonisolated equilibrium points.
Forti
Mauro
M
Dipartimento di Ingegneria dell'Informazione, Università di Siena, 53100 Siena, Italy. forti@dii.unisi.it
Nistri
Paolo
P
Quincampoix
Marc
M
D000465:Algorithms; D016247:Information Storage and Retrieval / Q000379:methods*; D016571:Neural Networks, Computer; D010363:Pattern Recognition, Automated / Q000379:methods*; D012815:Signal Processing, Computer-Assisted