ON THE ASYMPTOTIC PROPERTIES OF RECURRENT NEURAL NETWORKS FOR OPTIMIZATION

Abstract

Asymptotic properties of recurrent neural networks for optimization are analyzed. Specifically, asymptotic stability of recurrent neural networks with monotonically time-varying penalty parameters for optimization is proven; sufficient conditions of feasibility and optimality of solutions generated by the recurrent neural networks are characterized. Design methodology of the recurrent neural networks for solving optimization problems is discussed. Operating characteristics of the recurrent neural networks are also presented using illustrative examples.