Nonlinear programming with feedforward neural networks

摘要

We provide a practical and effective method for solving constrained optimization problems by successively training a multilayer feedforward neural network in a coupled neural-network/objective-function representation. Nonlinear programming problems are easily mapped into this representation which has a simpler and more transparent method of solution than the optimization performed with Hopfield-like networks and poses very mild requirements on the functions appearing in the problem. Simulation results are illustrated and compared with an off-the-shelf-optimization tool.