Nonsmooth Neural Network for Convex Time-Dependent Constraint Satisfaction Problems.

Abstract

This paper introduces a nonsmooth (NS) neural network that is able to operate in a time-dependent (TD) context and is potentially useful for solving some classes of NS-TD problems. The proposed network is named nonsmooth time-dependent network (NTN) and is an extension to a TD setting of a previous NS neural network for programming problems. Suppose C(t), t ≥ 0, is a nonempty TD convex feasibility set defined by TD inequality constraints. The constraints are in general NS (nondifferentiable) functions of the state variables and time. NTN is described by the subdifferential with respect to the state variables of an NS-TD barrier function and a vector field corresponding to the unconstrained dynamics. This paper shows that for suitable values of the penalty parameter, the NTN dynamics displays two main phases. In the first phase, any solution of NTN not starting in C(0) at t=0 is able to reach the moving set C(·) in finite time th , whereas in the second phase, the solution tracks the moving set, i.e., it stays within C(t) for all subsequent times t ≥ t(h). NTN is thus able to find an exact feasible solution in finite time and also to provide an exact feasible solution for subsequent times. This new and peculiar dynamics displayed by NTN is potentially useful for addressing some significant TD signal processing tasks. As an illustration, this paper discusses a number of examples where NTN is applied to the solution of NS-TD convex feasibility problems.