研究生: |
吳孝仁 Wu, Xiao-Ren |
---|---|
論文名稱: |
Neural Network Approach for Nonlinear Complementarity Problem and Quadratic Programming with Second-Order Cone Constraints Neural Network Approach for Nonlinear Complementarity Problem and Quadratic Programming with Second-Order Cone Constraints |
指導教授: |
陳界山
Chen, Jein-Shan |
學位類別: |
博士 Doctor |
系所名稱: |
數學系 Department of Mathematics |
論文出版年: | 2017 |
畢業學年度: | 105 |
語文別: | 英文 |
論文頁數: | 90 |
中文關鍵詞: | Nonlinear Complementarity Problem 、Second-Order Cone 、Neural Network |
英文關鍵詞: | Nonlinear Complementarity Problem, Second-Order Cone, Neural Network |
DOI URL: | https://doi.org/10.6345/NTNU202203035 |
論文種類: | 學術論文 |
相關次數: | 點閱:86 下載:24 |
分享至: |
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無中文摘要
This dissertation focuses on two types of optimization problems, nonlinear complementarity problem (NCP for short) and quadratic programming with second-order cone constraints (SOCQP for short). Based on NCP-function and SOC-complementarity function, we propose suitable neural networks for each of them, respectively. For the NCP-function, we propose new one which is the generalization of natural residual function for NCP. It is a discrete generalization of natural residual function phinr, denoted as phinrp. Besides being a NCP-function, we also show its twice dierentiability and present the geometric view. In addition, we utilize neural network approach to solving nonlinear complementarity problems and quadratic programming problems with second-order cone constraints. By building neural networks based on dierent families of smooth NCP or SOCCP-functions. Our goal is to study the stability of the equilibrium with respect to dierent neural network models. Asymptotical stability are built in most neural network models. Under suitable conditions, we show the equilibrium being exponentially stable. Finally, the simulation results are reported to demonstrate the effectiveness of the proposed neural network.
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