A Recurrent Neural Network for Solving Bilevel Linear Programming Problem

In this brief, based on the method of penalty functions, a recurrent neural network (NN) modeled by means of a differential inclusion is proposed for solving the bilevel linear programming problem (BLPP). Compared with the existing NNs for BLPP, the model has the least number of state variables and...

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Bibliographic Details
Published in:IEEE transaction on neural networks and learning systems Vol. 25; no. 4; pp. 824 - 830
Main Authors: He, Xing, Li, Chuandong, Huang, Tingwen, Li, Chaojie, Huang, Junjian
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.04.2014
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:2162-237X, 2162-2388, 2162-2388
Online Access:Get full text
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Summary:In this brief, based on the method of penalty functions, a recurrent neural network (NN) modeled by means of a differential inclusion is proposed for solving the bilevel linear programming problem (BLPP). Compared with the existing NNs for BLPP, the model has the least number of state variables and simple structure. Using nonsmooth analysis, the theory of differential inclusions, and Lyapunov-like method, the equilibrium point sequence of the proposed NNs can approximately converge to an optimal solution of BLPP under certain conditions. Finally, the numerical simulations of a supply chain distribution model have shown excellent performance of the proposed recurrent NNs.
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ISSN:2162-237X
2162-2388
2162-2388
DOI:10.1109/TNNLS.2013.2280905