A new neural network for solving nonlinear convex programs with linear constraints

In this paper, a new neural network was presented for solving nonlinear convex programs with linear constrains. Under the condition that the objective function is convex, the proposed neural network is shown to be stable in the sense of Lyapunov and globally converges to the optimal solution of the original problem. Several numerical examples show the effectiveness of the proposed neural network. (C) 2011 Elsevier B.V. All rights reserved.