1. Adaptive penalty-based neurodynamic approach for nonsmooth interval-valued optimization problem.
- Author
-
Luan L, Wen X, Xue Y, and Qin S
- Subjects
- Computer Simulation, Neural Networks, Computer, Nonlinear Dynamics, Humans, Decision Making physiology, Algorithms
- Abstract
The complex and diverse practical background drives this paper to explore a new neurodynamic approach (NA) to solve nonsmooth interval-valued optimization problems (IVOPs) constrained by interval partial order and more general sets. On the one hand, to deal with the uncertainty of interval-valued information, the LU-optimality condition of IVOPs is established through a deterministic form. On the other hand, according to the penalty method and adaptive controller, the interval partial order constraint and set constraint are punished by one adaptive parameter, which is a key enabler for the feasibility of states while having a lower solution space dimension and avoiding estimating exact penalty parameters. Through nonsmooth analysis and Lyapunov theory, the proposed adaptive penalty-based neurodynamic approach (APNA) is proven to converge to an LU-solution of the considered IVOPs. Finally, the feasibility of the proposed APNA is illustrated by numerical simulations and an investment decision-making problem., Competing Interests: Declaration of competing interest The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper., (Copyright © 2024 Elsevier Ltd. All rights reserved.)
- Published
- 2024
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