A neural network approach to solve linear programs with joint probabilistic constraints - Archive ouverte HAL Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2021

A neural network approach to solve linear programs with joint probabilistic constraints

Siham Tassouli
  • Fonction : Auteur
  • PersonId : 1104699
Abdel Lisser

Résumé

This paper studies a dynamical neural network approach for solving linear programs with joint Probabilistic Constraints (LPPC) with normally distributed random variables and independent matrix row vectors. We show that the proposed neural network is stable in the sense of Lyapunov and globally convergent. Finally, numerical results are given using randomly generated data.
Fichier principal
Vignette du fichier
DNN_JCC_July_2021.pdf (4.14 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-03281954 , version 1 (08-07-2021)

Identifiants

  • HAL Id : hal-03281954 , version 1

Citer

Siham Tassouli, Abdel Lisser. A neural network approach to solve linear programs with joint probabilistic constraints. 2021. ⟨hal-03281954⟩
96 Consultations
248 Téléchargements

Partager

Gmail Facebook X LinkedIn More