A Neural Network Approach for Nonlinear Bilevel Programming Problem

摘要

A novel neural network approach is presented for solving nonlinear bilevel programming problem. The proposed neural network is proved to be Lya-punov stable and capable of generating optimal so-lution to the nonlinear bilevel programming prob-lem. The asymptotic properties of the neural net-work are analyzed and the condition for asymptotic stability, solution feasibility and solution optimality are derived. The transient behavior of the neural network is simulated and the validity of the network is verified with numerical examples.