Time-Varying Two-Phase Optimization and its Application to neural Network Learning

시변 2상 최적화 및 이의 신경회로망 학습에의 응용

A two-phase neural network finds exact feasible solutions for a constrained optimization programming problem. The time-varying programming neural network is a modified steepest-gradient algorithm which solves time-varying optimization problems. In this paper, we propose a time-varying two-phase optimization neural network which incorporates the merits of the two-phase neural network and the time-varying neural network. The proposed algorithm is applied to system identification and function approximation using a multi-layer perceptron. Particularly training of a multi-layer perceptrion is regarded as a time-varying optimization problem. Our algorithm can also be applied to the case where the weights are constrained. Simulation results prove the proposed algorithm is efficient for solving various optimization problems.