TY - GEN
T1 - A Recurrent neural network for real-time computation of semidefinite programming
AU - Jiang, Danchi
AU - Wang, Jun
PY - 1998/5
Y1 - 1998/5
N2 - This paper proposes a novel recurrent neural network for the real-time computation of semidefinite programming. This network is developed to minimize the duality gap between the admissible points of the primal problem and the corresponding dual problem. By appropriately defining an auxiliary cost function, a modified gradient dynamical system can be obtained which ensures an exponential convergence of the duality gap. Then, two subsystems are developed to avoid the difficulties involving matrix inverse and determinant, so that the resulted dynamical system can be easily realized using an analog recurrent neural network. The architecture of the resulting neural network is also discussed. The operating characteristics and performance of the proposed approach are demonstrated by means of simulation results. The approach reported in this paper not only gives an promising way for real-time computation of semidefinite programming, but also offers several new insights for its numerical computation. © 1998 IEEE
AB - This paper proposes a novel recurrent neural network for the real-time computation of semidefinite programming. This network is developed to minimize the duality gap between the admissible points of the primal problem and the corresponding dual problem. By appropriately defining an auxiliary cost function, a modified gradient dynamical system can be obtained which ensures an exponential convergence of the duality gap. Then, two subsystems are developed to avoid the difficulties involving matrix inverse and determinant, so that the resulted dynamical system can be easily realized using an analog recurrent neural network. The architecture of the resulting neural network is also discussed. The operating characteristics and performance of the proposed approach are demonstrated by means of simulation results. The approach reported in this paper not only gives an promising way for real-time computation of semidefinite programming, but also offers several new insights for its numerical computation. © 1998 IEEE
UR - https://www.scopus.com/pages/publications/0031642246
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0031642246&origin=recordpage
U2 - 10.1109/IJCNN.1998.686024
DO - 10.1109/IJCNN.1998.686024
M3 - RGC 32 - Refereed conference paper (with host publication)
SN - 0-7803-4859-1
VL - 2
SP - 1640
EP - 1645
BT - The 1998 IEEE International Joint Conference on Neural Networks Proceedings
PB - IEEE
T2 - 1998 IEEE International Joint Conference on Neural Networks (IJCNN 1998)
Y2 - 4 May 1998 through 9 May 1998
ER -