Two-timescale projection neural networks in collaborative neurodynamic approaches to global optimization and distributed optimization.

Abstract

In this paper, we propose a two-timescale projection neural network (PNN) for solving optimization problems with nonconvex functions. We prove the convergence of the PNN with sufficiently different timescales to a local optimal solution. We develop a collaborative neurodynamic approach with multiple such PNNs to search for global optimal solutions. In addition, we develop a collaborative neurodynamic approach with multiple PNNs connected via a directed graph for distributed global optimization. We elaborate on four numerical examples to illustrate the characteristics of the approaches.