Department of Computer Science, City University of Hong Kong, Hong Kong; Shenzhen Research Institute, City University of Hong Kong, Shenzhen, China.
Department of Computer Science, City University of Hong Kong, Hong Kong; School of Data Science, City University of Hong Kong, Hong Kong; Shenzhen Research Institute, City University of Hong Kong, Shenzhen, China.
Neural Netw. 2019 Jun;114:15-27. doi: 10.1016/j.neunet.2019.02.002. Epub 2019 Feb 21.
In this paper, a collaborative neurodynamic optimization approach is proposed for global and combinatorial optimization. First, a combinatorial optimization problem is reformulated as a global optimization problem. Second, a neurodynamic optimization model based on an augmented Lagrangian function is proposed and its states are proven to be asymptotically stable at a strict local minimum in the presence of nonconvexity in objective function or constraints. In addition, multiple neurodynamic optimization models are employed to search for global optimal solutions collaboratively and particle swarm optimization (PSO) is used to optimize their initial states. The proposed approach is shown to be globally convergent to global optimal solutions as substantiated for solving benchmark problems.
本文提出了一种用于全局和组合优化的协同神经动力学优化方法。首先,将组合优化问题重新表述为全局优化问题。其次,提出了一种基于增广拉格朗日函数的神经动力学优化模型,并证明了在目标函数或约束存在非凸性的情况下,其状态在严格局部最小处渐近稳定。此外,采用多个神经动力学优化模型协同搜索全局最优解,并利用粒子群优化(PSO)优化其初始状态。所提出的方法被证明是全局收敛到全局最优解的,这在解决基准问题时得到了证实。