A neural network approach for solving nonlinear bilevel programming problem

摘要

A neural network model is presented for solving nonlinear bilevel programming problem, which is a NP-hard problem. The proposed neural network is proved to be Lyapunov stable and capable of generating approximal optimal solution to the nonlinear bilevel programming problem. The asymptotic properties of the neural network 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.