A recurrent neural network with exponential convergence for solving convex quadratic program and related linear piecewise equations

This paper presents a recurrent neural network for solving strict convex quadratic programming problems and related linear piecewise equations. Compared with the existing neural networks for quadratic program, the proposed neural network has a one-layer structure with a low model complexity. Moreover, the proposed neural network is shown to have a finite-time convergence and exponential convergence. Illustrative examples further show the good performance of the proposed neural network in real-time applications. © 2004 Elsevier Ltd. All rights reserved.