A neural network approach for solving mathematical programs with equilibrium constraints

摘要

A neural network approach is presented for solving mathematical programs with equilibrium constraints (MPEC). The proposed neural network is proved to be Lyapunov stable and capable of generating approximal optimal solution to the MPEC problem. The asymptotic properties of the neural network are analyzed and the condition for asymptotic stability, solution feasibility and solution optimality are derived and the transient behavior of the neural network is simulated and the validity of the network is verified with numerical examples.