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Numerical Implementation of Gradient Algorithms

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Advances in Computational Intelligence (IWANN 2013)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7903))

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Abstract

A numerical method for computational implementation of gradient dynamical systems is presented. The method is based upon the development of geometric integration numerical methods, which aim at preserving the dynamical properties of the original ordinary differential equation under discretization. In particular, the proposed method belongs to the class of discrete gradients methods, which substitute the gradient of the continuous equation with a discrete gradient, leading to a map that possesses the same Lyapunov function of the dynamical system, thus preserving the qualitative properties regardless of the step size. In this work, we apply a discrete gradient method to the implementation of Hopfield neural networks. Contrary to most geometric integration methods, the proposed algorithm can be rewritten in explicit form, which considerably improves its performance and stability. Simulation results show that the preservation of the Lyapunov function leads to an improved performance, compared to the conventional discretization.

This work has been partially supported by FEDER funds (through project no. TIN2010-16556 from the Spanish Government and project no. P08-TIC-04026 from the Junta de Andalucía), and the Agencia Española de Cooperación Internacional para el Desarrollo (project no. A2/038418/11).

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Atencia, M., Hernández, Y., Joya, G., Sandoval, F. (2013). Numerical Implementation of Gradient Algorithms. In: Rojas, I., Joya, G., Cabestany, J. (eds) Advances in Computational Intelligence. IWANN 2013. Lecture Notes in Computer Science, vol 7903. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-38682-4_38

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  • DOI: https://doi.org/10.1007/978-3-642-38682-4_38

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-38681-7

  • Online ISBN: 978-3-642-38682-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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