A Novel Method to Handle Inequality Constraints for Convex Programming Neural Network

摘要

By modifying the multipliers associated with inequality constraints, we can directly solve convex programming problem without nonnegative constraints of the multipliers associated with inequality constraints, hence it is no longer necessary to convert the inequality constraints into the equality constraints by using the ‘slack variables’. With this technique, the neural network to solve convex programming problem is constructed, and its stability is analyzed rigorously. Simulation shows that this method is feasible.