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Neural networks for a class of bi-level variational inequalities

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In this paper, a class of bi-level variational inequalities for describing some practical equilibrium problems, which especially arise from engineering, management and economics, is presented, and a neural network approach for solving the bi-level variational inequalities is proposed. The energy function and neural dynamics of the proposed neural network are defined in this paper, and then the existence of the solution and the asymptotic stability of the neural network are shown. The simulation algorithm is presented and the performance of the proposed neural network approach is demonstrated by some numerical examples.

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Correspondence to M. H. Xu.

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Xu, M.H., Li, M. & Yang, C.C. Neural networks for a class of bi-level variational inequalities. J Glob Optim 44, 535–552 (2009).

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