Yes, it is possible to solve such problems using specially designed recurrent neural networks. See in particular the attached paper, "A Recurrent Neural Network for Nonlinear Optimization with a Continuously Differentiable Objective Function and Bound Constraints" by Liang and Wang. I cite from the abstract: "This paper presents a continuous-time recurrent neural-network model for nonlinear optimization with any continuously differentiable objective function and bound constraints". There are several more papers by Wang on the subject, e.g., "A recurrent neural network for solving nonlinear convex programs subject to linear constraints" or "A recurrent neural network for nonlinear convex optimization subject to nonlinear inequality constraints".
Article A recurrent neural network for nonlinear optimization with a...