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A Time-Delay Neural Network Model for Unconstrained Nonconvex Optimization

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Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 235))

Abstract

In this paper, we first present some theoretical properties which include the convergence and bounds of both the trajectory and energy function for general neural network models for unconstrained nonconvex optimization problems. Based on this analysis, a novel time-delay neural network model is proposed for unconstrained nonconvex optimization. The simulation results of the new neural network on two examples indicate that the new neural network is quite efficient and outperforms the gradient neural network.

The first author was supported in part by grants from Hong Kong Baptist University (FRG) and General Research Fund (GRF) of Hong Kong. The second author was supported in part by the Chinese NSFC Grant (Nos. 11631013, 11331012 and 71331001) and the Key Project of Chinese National Programs for Fundamental Research and Development Grant (No. 2015CB856002).

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Correspondence to Yu-Hong Dai .

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Liao, LZ., Dai, YH. (2018). A Time-Delay Neural Network Model for Unconstrained Nonconvex Optimization. In: Al-Baali, M., Grandinetti, L., Purnama, A. (eds) Numerical Analysis and Optimization. NAO 2017. Springer Proceedings in Mathematics & Statistics, vol 235. Springer, Cham. https://doi.org/10.1007/978-3-319-90026-1_7

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