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where
y
is the vector of neuron outputs, i.e., the state vector of the system:
y
=[
y
1
,y
2
,...,y
N
]
T
.
That function is an
N
-variable function that generally has a large number
of local minima.
A natural link between such a function and the energy function of a com-
binatorial problem can be found. That is the reason why recurrent neural
networks are interesting for solving optimization problems.
8.6.4.2 Analog Hopfield Neural Networks
Hopfield described a continuous (called analog) version of the above binary
recurrent neural network [Hopfield 1984]. In that case, the associated energy
function is defined as
y
i
N
N
N
N
1
2
I
i
y
i
+
α
γ
Ψ
−
1
(
y
)d
y
,
E
(
y
)=
−
w
ij
y
i
y
j
−
0
i
=1
j
=1
i
=1
i
=1
where
α
is a positive real number, and
Ψ
is the activation function of the
neurons.
Generally, the last term in that energy function is negligible with respect
to the previous ones, when the slope
γ
is large, or when
α
is small.
Hopfield and Tank first applied that type of neural network to combina-
torial optimization [Hopfield et al. 1985].
A potentially interesting feature of that type of network is the fact that
they can give rise to the hardware implementation of analog ASICs, by in-
terconnecting a set of resistors, some non-linear amplifiers with symmetric
outputs, external current sources and some capacitors [Newcomb et al. 1995].
The equations that govern the evolution of a continuous neuron
i
is the
following:
⎧
⎨
d
v
i
d
t
=
µ
i
∂E
(
y
)
∂y
i
−
α
i
v
i
−
y
i
=tanh
µ
T
,
⎩
where
µ
i
=1
/τ
i
is a positive real number which parameterizes the convergence
speed,
α
i
is a positive real number,
T
is the
temperature
(inverse of the slope at
the origin of the neuron's activation function) and
E
(
y
) is the energy function
of the problem, which is not necessarily quadratic.
The derivative of the energy function
E
versus time can be written, from
the above equations, as
d
v
i
d
t
2
N
N
N
d
E
d
t
=
∂E
∂y
i
d
y
i
d
t
=
d
y
i
d
v
i
d
y
i
d
t
.
−
τ
i
−
α
i
v
i
i
=1
i
=1
i
=1
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