Solving Variational Inequality Problems with Linear Constraints Based on a Novel Recurrent Neural Network

Author(s):  
Youshen Xia ◽  
Jun Wang
2004 ◽  
Vol 16 (4) ◽  
pp. 863-883 ◽  
Author(s):  
Youshen Xia

Recently, a projection neural network has been shown to be a promising computational model for solving variational inequality problems with box constraints. This letter presents an extended projection neural network for solving monotone variational inequality problems with linear and nonlinear constraints. In particular, the proposed neural network can include the projection neural network as a special case. Compared with the modified projection-type methods for solving constrained monotone variational inequality problems, the proposed neural network has a lower complexity and is suitable for parallel implementation. Furthermore, the proposed neural network is theoretically proven to be exponentially convergent to an exact solution without a Lipschitz condition. Illustrative examples show that the extended projection neural network can be used to solve constrained monotone variational inequality problems.


2008 ◽  
Vol 20 (3) ◽  
pp. 844-872 ◽  
Author(s):  
Youshen Xia ◽  
Mohamed S. Kamel

The constrained L1 estimation is an attractive alternative to both the unconstrained L1 estimation and the least square estimation. In this letter, we propose a cooperative recurrent neural network (CRNN) for solving L1 estimation problems with general linear constraints. The proposed CRNN model combines four individual neural network models automatically and is suitable for parallel implementation. As a special case, the proposed CRNN includes two existing neural networks for solving unconstrained and constrained L1 estimation problems, respectively. Unlike existing neural networks, with penalty parameters, for solving the constrained L1 estimation problem, the proposed CRNN is guaranteed to converge globally to the exact optimal solution without any additional condition. Compared with conventional numerical algorithms, the proposed CRNN has a low computational complexity and can deal with the L1 estimation problem with degeneracy. Several applied examples show that the proposed CRNN can obtain more accurate estimates than several existing algorithms.


2020 ◽  
Vol 37 (01) ◽  
pp. 1950038
Author(s):  
Xiaomei Dong ◽  
Xingju Cai ◽  
Deren Han ◽  
Zhili Ge

We consider a class of variational inequality problems with linear constraints, where the mapping is unknown and the system is an oracle. The capacitated traffic congestion pricing problem of transportation is such an application, and many classical methods cannot deal with this class of problems. Note that the cost of the observation (observe the exact solution of the subproblem) is very expensive. It is important to get an inexact solution instead of an exact solution, especially when the iteration is far from the solution set. In this paper, we propose a modified inexact prediction–correction method. Under the mild condition that the underlying mapping is strongly monotone, we prove the global convergence. Some numerical examples are presented to illustrate the efficiency of the inexact strategy.


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