. .

300.piter.com

300
300- -

- - - -
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-

2004

 22.1817
517.97(075)
449

:
. , , ,
-
. ., , ,
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. ., ,

449 : / . . . .: , 2004. 256 : .

ISBN 5-94723-514-5

.
.

: .
.
.

22.1817
517.97(075)

ISBN 5-94723-514-5

, 2004

10

1. . . . .
1.1.
1.2.
1.3. . . . .
1.3.1.
1.3.2.
1.3.3.
1.3.4.
1.3.5.
1.3.6.

1.3.7.
1.4. . . . '

12
12
20
26
29
32
36
37
39
40
43
45

2.

2.1.
2.2.
2.3.
2.4.
2.5.
2.6.
2.6.1.
2.6.2.
2.7.
2.8.
2.8.1. .
2.8.2.
2.8.3.
2.8.4.
2.9.

46
46
47
49
54
57
60
60
62
62
64
64
66
69
70
70

3.
3.1.
3.2.

72
72
75

3.3.
3.4.

3.4.1.
3.4.2.
3.5.
3.5.1.
3.5.2.
3.5.3.
3.5.4.
3.5.5.
3.5.6.
3.6.

81
82
82
88
92
92
95
96
-. 97
98
99
101

4. . . .
4.1.
4.2.
4.3.
4.3.1.
4.3.2.
4.4.
4.4.1. -

4.4.2. . . . .
4.5.

4.5.1. !
4.5.2.

4.5.3.

4.5.4.

4.5.5.
4.5.6. :

4.5.7.
4.5.8.
4.5.9.

4.5.10.

4.5.11. . . .
4.5.12.
4.6.

140
141
142
143

5.
5.1. .

146
146

. . . .

104
104
108
115
115
118
119
119
123
128
128
130
133
134
134
136
137
138
139

5.2.
5.2.1. ()
5.2.2.
5.2.3.
5.3.
5.3.1.
5.3.2.
5.4.
5.4.1.
5.4.2.

5.5. RELEX RELCH
5.6.
5.7.

150
150
153
154
156
161
164
167
169

. . .

6.

6.1.
6.1.1.

6.1.2. :
6.1.3. :
6.1.4.
6.1.5.
6.2.
'
6.2.1.
6.2.2.
6.2.3.
6.3.
7.

7.1.

7.2. -
7.3.
7.4. -

7.4.1.

7.4.2.

7.4.3.
( )
7.5.

174
179
181
182
184
184
185
189
192
200
208
210
210
214
219
223
225

. . . .

226
229
234
238
241
244
247
250
253




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11

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13

1.1.

. . 1.1 .
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U(t)

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14

1.

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^(t):
V(t) = const.

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15

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16

1.

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U{t),
V{t).

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v
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. 1.3.

W
W

1.1.

17

,
F:
Vit) = F(U(t)).
, t

f/(0 = G(y*(0).
G .
,
V(t) = F(U(t)) = F(G(V*(t))) = V*(t)
G
G = F-\
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.

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V* (t), , , ,
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18

1.

U(t)

. 1.4.

.
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. 1.5.
^

V*(^
^

U(t)

V{t) ^
' ^

. 1.5.

19

1.1.

V* (t)
V(t). ,
( V*(t)).
:

Uit) = f(V(t)-V*(t)).


.
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. 1.6.
U0

X{t)

V{t)

U(t)

. 1.6.

-'(^)
, . ^(^) -

20

1.

( ,
).
F *, :
V=F* (X, f/, ^).
.
:
1.

( ) f*.
, ,
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2.

, .
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3.

( ) F*.

1.2.

. 1.7
[53].
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d.
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) (
).
V W
.
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.

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V' .
(
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R.
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21

1.2.

. 1.7.

. 1.7

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22

1.

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^
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.

F *.
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F :
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1.2.

23

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d . 1.7.
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[51]

V=F'(X,P).
U .
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X V -

24-

1.

.
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:

v(t,p)=j:[v,(t)-v^(t,p)].
7,(0
X(t) - , V^^(t,P) ()
( X(t) ,
). -
V^.
, ,

J(P) = t'V(h,

Py^min.

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4-
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. [52].
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1.2.

25

, ,
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5, ,
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t
t'y f>t ,
(tf '-t).B t' = ^, f <t.
.
( )

z=f(t,z),

z(t,) = x, t, <t<T,

2 =(2i,..., 2^), , / .
, z
.
= (i/p ^ ^5)' z

y{t)^H{t)z{t\
H{t) {s ).
.
(
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(^, ).

:

J{x) = 05f,^H{t^)z{tj,x)-y{t^)f

^.

,

.^
tj
(tj).

X.
.
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26

1.

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1.3.




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1.1 1.2 , ,


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(,
), -

1.3.

27

: () ^
(. 1.8).

->

. 1.8.

=(Xi, Xg, ...,^)

,
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^ = (4,^2'---' ^) .
% , .

:
()
Xi ;
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(1.1)

^ ( ). ,
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1.2.

:
^,.(:, ^)->miAf e[l:ife],a:eZ)ci?",

(1.2)

) = { i?|g,(:r,^) <0,"i e[l:m],g,(j^,0 = 0, ; G [m+ 1:5]}.

{^1,..., 2/jt}
,
. , -

28

1.

, ,
- .
(1.2)
D,
. (1.2)
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()
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Z)
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(1.2) g,, / {1:5}.

:
a<Xi <bi\ai,bi eR\

(1.3)

:
ai(Xj)<Xi<bi(Xj);i^j.

(1.4)

(1.3), (1.4) ,

.
,

, .

, <t,]t, Gi?^;iG[l:I].

(1.5)

,
,

.

yi<ti;tieR'^,U{tK\

(1.6)

,

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. , (1.5)

1.3.

29

; . ,
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1.3.1.

1.3.1-1.3.3
( ).
,

.
. -,
,
. -,
.
,

f
HSt) = F[G{t),x\

(1.7)

30

1.

G{t) ; H^(t) ;
H(t) (. 1.9).
HW

6(f)

.
^

'\
(0

>
X

. 1.9.

zT, i G [I'iV], = Tj + ; Ti
; ^2 ~~ . 1.3.1 1.3.2
,
.
, (.
). (
) Xj
( ) ,
:
J(x)=

\\F[G(t),x]-H(t)\\'dt.

(1.8)

(1.8) t z'-ro .
, .
.

1. G(t)
(^) , G(t) =
^ < (. . 1.9).
, .
(^)
G{t),
G(t) .
[52]:
(1.9)
1=1

;=1

1.3.

31

(OJ(TI, ..., ,) f-ro (/ [t*/]),

. ,
(/ = 2).

H(t) = l(o^(T)G(t-'i:)d'z-i-ll(02(T^,X2)G(t--1^)6(1--T2)dx^dT2.
(1.10)

:
v=i

(1.11)
v=l

{9vi}, {} ~ - ; =
= (, ..., ; 21,..., 2 ) .

:
I2

dt,
0

v=l

(1.12)

v=l

^vi(0 = j9vi(^)G(t-T)ufT;

^v2(0 = Jj9v2(^p'^2)<^(^-'^l)^(^~'^2)^'^1^^2
00

.
. 1.9,
, .
^, , ,

:
1. ),.(^1, ..., t,) = Oyt, <0,z[t5];
2. lim(0,(^1, ..., ^.) = 0,Vfe[l:5].
(1.13)

= 1:1:... , [...,,][-,].
1=0 \ =0

/,-

(1.14)

=1

t =

32

1.

{ [\} {G []}, e[bNQ].

*'1

(1.15)
N2

2 ^ ] = Z ^2v 9v2 [^ ^ ] >

v=l

1, 2 ~~ , ,
(1.12):

.
N2

-|2

Z q v l / v l W + Z ^ 2 v ^ v 2 W - ^ N

(1.16)

X ( , . . . , ; 21,..., ^^ />

yv2W=S Sv2K^]C[^-^]G[^-^]
mi=0m2=0

,

(1.12) (1.16).
,
.
/ > 2.

1.3.2.
,
. 1.10.
G(t)

1^^^
. 1.10.

,
G (t) (t) . -

1.3.

33

, Zj, Z2 , G (, H(t)
(,
).
^ ,
) G(t) (^),

\G\(t) = G(t)^Z,(t);
\H\(t) =
H(t)^Z,(tlte[OJ].

[52].
| G\ (t), | \ (t)
.

IcfVf>(^,)-|5|(i,)

min;

(1.17)

;=1
7l2

>>(^,)|(^,)

min,

(1.18)

(). {^*^},
{ } ~" ,
,
.
:
G(0 = lap<pf>(0 = (c^^9<'>(0>;

(1.19)

1=1

( = 1>={'^\(0),

(1.20)

1=1

^^\ ^^^ , (1.17), (1.18).

Zi(t), [30],
{^^^}, {^^^},
t


(1.19), (1.20). ^'^) ~ ,
- .
, (),
[30].
, t. ,
G (t), , :

34

1.

( = ((,(0));
( 0 = arg /,(, , 5);
t-t

(1.21)

F[\Gm-c'Mt-h)],

1=1

{,(0} ~~ ; f ()
; p(U) (, [-|/| ]); 8
,
ty (1.21).
5 () ,
,
, {t^,t2,...,tj^},


.
.


G ( (. 1.11).
z(0

G(f)^

(0.

(').

. 1 . 1 1 .

Z {t) :
\H\{t) = H{t) + Z{t),

(1.22)

. .
[52].
,
, (1.22):
R^^^\\mT-^\G{t-x)U(x>{})G{t-})(M
(1.23)
00

1.3.

35

Z(t) G(t) ^(;() = 0.

:

RcG(j)=limT-^lG(t)G{t-'T)dt,
->00

(1.24)

Rzc('^) = \imT-'lZ(t)G(t-x)dt,
"^*

(1.24)

, G(t) - , Vi^ < 0.

, )(^)
:

(1-25)

^HG=J4^)A7G(^-^)^

. ^^, R^^
,
; 7^ ,
I (^)| < 800 \/t >^, , , = 0,05. (^)
, ^
(1.25) ^.

.

(1.25). (1.25) :
Rnc[^}] = to^iRcG[^U'i)]^<j<N,

(1.26)

q ; N ; ^ --
, , = co[iy, ].
(1.26)
-12

^) = H^i^cMJ-m-R^^iqj]

(1.27)

X = (coj, ,..., ^). (1.27),

, . 1.12, ; ;f
; .

.

36

1.

Z{t)

1
G(t)

J(x)

^HG

>

>

>

^>

W-

'^GG

t
. 1.12.

1.3.3.


,
.
,
.
F a{t)
:

H,{) = F\G{t\ait)l

(1.28)

, -
( 0 = [,(0,2(0."-.(0].

(1.29)

a(t)

a , ( 0 = Zc,>9i,(0. ie[l:m],

(1.30)

,-^(/ [1:,]; [1:^^ ]) .

(1.30) (1.28),

H^{t') = F\G(t\x\
X =(^1,..., ^^ ) . ,
,
.

37

1.3.

1.3.4.

().

(. 1.13).

.
,
, . 1.13 .
/(, t)y
/(, t), , (
) : /^(:)=/(:,,).

x = argmin^(^:J.

(1.31)

V ->

\ rJ(xj)
. 1.13. ( - ,
)

.
.

. 1.14, ^ , ^^ --
/- ,
/- t^
(1.31) : .
, ^^
(. 1.3.3).

. , ^
,
( ^^ ^ ^^)-
/(, t)

.
1( t) . .

38

1.

( , )
/Sty^y dit^,.

.
J

1^1

i ^
^
1^

W ^

^2 1

Afn I
^^

Afn

1 ^
^ ^ ^^

^3

. 1.14.

(. . 1.13)
, , , ,
. ,
At^,
Atji, ,
.

1.3.

39

1.3.5.


.
, /^ ().

, .

, . 1.15.
7^

'

G(0

^\

>

Hit)

Wl

W2

i
X

'^

. 1.15.

IFj. W2
, ,
Wx Z
,
() ( ).
, ,
( ) W^j.
, W^i, W2.
W^

7() = |(0-(:,0|;

mm.

(1.32)

(^) G{t)\
{Xyt) ; || ||

40

1.

H(t).
.

.

(, , ).

,

W2.
,
ai(x)
W =

bi',

/W = ihW-ft,r^min.

(1.33)

D
W^21
. W^(p) = -
, W2(p) = x^p -^XQJ Z gj, go .
g^, go
1
x=(xQyX^) (1.33), W =
> ^^^+gof^i(x)
=

+ a^p-^-UQ

= ^ 4-gi. , ,
^() ~ "~1
' '^^ , p'+ftiP + feo
7 (), :

1.3.6.



. 1.16 [2].
(()

\G\(t) = G(t) + Z(t)
G(t) Z(t)y
. -

1.3.

41

%().
E{t) =
z(tl

H(t)-\H\(t).

QM.

. 1.16.

* () ,

D,=^M{E\t)).

(1.34)

: M{G(^)} = M{Z(t^ = 0; {'^) ^zz('^)y ^z('^) "~
. ,
%

^Raa^2Raz

+ Rzz^ M{E{t)] = 0.

(1.34).
,
(1.34)
(* ()
[R,,{x-X)^,{X)dk

= R,{x), x>Q.

(1.35)

R^^
. ,
% ^() = 1 (
),
(1.35)
1.3.2.
(1.27).
,
.
, ,
, .

42

1.

-

W(p, ) : = ( ^2,..., ^)
. , . 1.17,
- G(t)
Z(t). Wii () .

[2]:
D, = D,(,x) = ^
2

])\'Sg^()-

-2W(jw, x)WA-MS^c('^)

(1.36)

+ ^AJ<^)\ 'Sac(o>)}dw,

5jg (), Sec (<) ~ G, G; S^^

| G|, G.
2(0.

v<3(f),

G(0
WH(P)

. 1.17.

D^,
.
DE
.
,

D^ {).



, .
. ,
[2].

, :

1.3.

G(t) = 2Git'+G'(t),

43

(1.37)

G'(t) M{G'(t)} =0; 0^

.

^j = ^2 = t- ,
T,(t) = M{E(ty},

^(0 = JJZ .^' + G'(T) + Z(T)| (^,) - ( 0

( . 1.16).
. ,
, t <
( ) > , < , .
, G(t) = 0 ^ < 0. G,, i [1: \
G'(t), Z{t).
, ,

=

X'{) = G{t)-\-Z{t)\ ai=MiG^\\Rxx,RxH

~
.
(1.38) tj (1.25)
(^, X), < X < , 7 G [1*^] 1.3.2
.

{tp j [1:]}; t^ [, ],

.

1.3.7.

, .
, ,
, , ,
. . ,
, (

44

1.

) (
). ,
,
.


,(, ^) < ^,, ti R\ [tm],

(1.39)

vi
. . ^
, ,
,
.
^

X argmin/(x),
X

, , /(:)
(1.39).
.
2.8.
1
,

.
.
.

.
. 1.18
d
5

. ..
J(x)

>

^
>

^
3

j i n ^

. 1.18.

1
.

1.4.

45

2
. 3 ,
X. 4
/(), ,
. 5
. , ^
/, , , 2.5.
?

.
.
,
. ,
,

. ,
, [74].
,
[15].
, - . ,
.
. 1.18 (
).

, .

1.4.
1.
,

,
.
2.
. , , :

;
;
;
;
;
.

( ) ,
.

 2.

2 . 1 .


() .
J{x)^min,x&R".

(2.1)

,
.
unconstrained optimization. ,
, [24].
(2.1) . ,
1.3.1,

. ,
,
.
, .

( ) (2.1).

,
. , ,
,
,
, -

2.2.

47

,
. . ,
. , ,
.
,
, .
1 2

.

2.2.
,
.

, , .
,
, .
(^
), , ,
. ,
. ,
(),
, , , , ,
. . ,
.
, ,
.
.

:
/,.(:)->,: i e [ l : ^ ] ;

(2.2)

D^[x

eR"\gi{x)

<, / [l:m]; g,(^) = ^* ^ [+ l:^]; , <, < 6,., ; [1:^]}.

D .
,
, . {
) ,
,
.
, /
. ,
(:) /() = -(:). )^ , {) > -

48

2.

g(x)<0,

g(x) = -'p(x).
(2.2)
, , -
.
,
.
.
,
, [50], [25].
(2.2)
.
( )
, . ,
;
.
,
:*,..., :*,
.
, ,

1^ ,

.

[74].

,
.

,
D.
. ,
,
.

:
k

J(x) = a j . i x ) -^ min, , >, ^ , = 1.

1=1

XD

(2.3)

^
/,.
J(x) :
/
= a,,i [1:]. -

2.3.

49

,, , , ,
.
, /, >

(2.3),
y,/i, ..., , (2.4)

ln/(^) = ia,ln/,(4

z^j, ...,^^^,
:
f,ix)ut,.

(2.5)

J{x) = mina,(ii -fiix))

-^ ^

(2.6)

7(:) = ,(;(:)~^,)->,

(2.7)

xeD

D .

:
ti

^minfiix).
xeD

ti , ,
.
ti
. ^

.

2.3.

fXx)^mmJe[i:klDc:R",
xeD

' " D.

(2.8)

50

2.

/,(')</,('')

(2.9)

/ [1:^], ,
, ' ".
^ D ,
, -
(2.8). , ,
(D)
f:D-->R\f
=(f^,..,,fk). , P(D)czDc:R\
P(D)
i?* P(f). P(f) = f(P(D))
[47].
,

P(D) ( ). ,
,
.
" eD (2.8),
^ ^" ),
fi(x")<fi(x' )yi e[i:k]. , ,
.
S (D). , P(D) S(D).
5 ( / ) = / ( 5 ( D ) ) L
. P(D) S(D).
,
,
, .
,
[47]. ,
, ,
, .
. ,
. .

,
, ( , ) .
. 2.1 ( / ) = [6,]; 5 ( / ) = [a,6]u[6,c]u[c,^],

.
,
.

.
2.1. ^ > , i [1:^],
mina,(t, - / , ) ->

(2.10)

51

2.3.

ti . ,
(2.10)
, > t^ > fi(x), i G [1:^], x eD.
f7 A

. 2 . 1 .
fj -> min, / = 1,2

. (2.10) ' eD ,
fi(x')<fi(x^yje[l:k].
mina,(^,-/,(')) > mina,(^, ~/:^)),
^. , ^ S(D); ,
, t^ -fi(x^) > 0. ^ = 1 / (^,. -fi(x^)) ,
maxmina'(^, -fi(x))
xeD

= mina^(t^ -fi(x^))

= 1.

(2.11)

x^ eS(D) , ' eD fy
(^' ) > (^^),
; ( ^ , - ( : ' ) ) < ; ( ^ , - ( ' ' ) ) = 1.
mma'i(ti - fi(x')) < 1, (2.11), '
D. .
1. 1
:
(2.10) t^ > fi(x)y
(2.12)

, >0>Z^f =1-

, = arg (:), : = arg (), > 0. X

)() = minaUti -fi),

^ =argmaxminaf(^.-/,), = -7

^ = arg min ' ( ^ - / , ) , - >0, ^ = 1 .

, ,

52

2.

2. 1 ,
, > ,
(2.10),
oi,(t,-A(x')) = a,(t,-Ux')) = ... = a,(t,-Mx')).

(2.13)

2.2. , >0, i [l:k]] D' D,

,
ia,/,(x)->min
^

^^

(2.14)

xeD'

.
. j(P (2.14) ' D' ,
fi(x' ) < fi{x^)y i = i^ {' ) < (:^).

ia,/,(:.')<ia,/,(x),
1=1

:,
.
. , (2.14).
2.3. ^ (2.10).
X* , .
. , ^ /j(') < /^(:^),
[1:^], ^ ^. mina,(^, -fii^')) ^
> min,{ti -f.(x^)) = maxmina,(ti - f\(:)), x' e T^ , ,
i

xeD i

r/

^ \ /, (:') <
< /, {^), / [1:^]. .
. ,
.
1 ,
= ( . . . , ^^) (2.12). ,
(2.14) ,
. .
S{D), (2.10) (2.14).
[18].
2.4. , >0, i [1:^],
|/,(x)->min;

^2.15)

= {' eD\x' = argmaxmina,(^, -/,)} ^^ 0

. , ^
(2.15) , > ^, > /^(x), i [1:^].

2.3.

53

. 2, 3.
, 3 ^
, 2 (2.14) D* = ^
, >0, ,. = 1 , .
. ^ .
, , 1, = ' )^
(2.10) ^
(2.13). :' , 2 : / , ( ^ ' ) < 1 / , ( ^ ' ) .
i=i

1=1

= ^ , (^') < (^^).

, (2.13),

- ( ^ ' ) ) > ; ( - A ( ^ ' ' ) ) = m^mina:.(i, - / , ( ) ) ,

^ ^,. , :
(2.15). .
,
, 2.2.
,
. , (2.13),
f(D)
,
.

[74].

. .
2.5. *
/i(^:)->min,

(2.16)

D' = { G D\fi(x) < t,, i [2:

(2.17)

, .
. (2.16) ' eD ,

Mx')<Mx'),ie[i:k].

(2.18)

' ^D'y
fi(x^)<f^(x)
X eD\ , x'^D'y
i = ZQ , (:') > t^, (2.18).
2.6. ^ (2.16).
* ^ .

54

2.

. ' /, (') < /, (^), [1*^],

0^ ^. :')', ,
, /i (' ) < /i ( ) , , /^ (' ) = /^ (: ^ ), : =
=* arg min/i(^:)L , ;' ^, ^
\ /,(:') < f^{x^), [1:]. .
. (2.16) , .
2.7.
(2.16) /^,, [2: ].
. ^ {)\ t^ = /,(x), [2:] ,
/i(x^) = min/i(a:),xeD'.

(2.19)

' ^D'; /, {\ ) < /, (^), [2: ^ ] . ,

/ i ( ^ ' ) </i(-^)' ^,
, /j (') > /i (jc), (2.19).
,
.
(2.16)
ti.
, ,
. ,
, ()
.
,
.

.

,
, .

(
) ,

2.4.

/(:)-> min, :

(2.20)

D (2.2).
.
. 2.1, 2/
. , , , [19],

55

2.4.

. ,

.
2.1

Xi > tti

Xi=ai + exp(Zi)

Xi > ,.

Xi = tti + zf

Xi > Xj, i j

Xj=Zj,Xi=Zj+zf

Gj < Xi < bi

Xi = bi + (ui - bi) sin^ Zi

Xi = 0,5 (fl, + ^,) + 0,5 (bi - ) sin z,

a, < Xi < bi

Xi = bi + (ui - bi) arcctg Zi

n
Xi = bi + (a, - bi) exp ( z , ) / (1 + exp (z,))

a<Xi<b

Xj =b + (a- b) sin^ Zj

a<Xj

<b

Xi = b + (a- b) sin^ Zj sin^ z,-

Xi >Xj, i^ j
a<Xi

<b

1
X: =b + (a-b) arcctg z.
^

a<Xj

<b

1
Xi-b + (a-b) arcctg z, arcctg z,-

Xi > Xj, i j
ai(Xj)<Xi<bi(Xj)

Xi = bi(zj) + (a, (zy) - bi (zj)) sin^ z,ai(Xk)<Xi<bi{Xj)

i jy i 9t k

Xi = ^, (z,.) + (a, (z^) - ^, (z^.)) sin^ Zi

,
,
.
, , ,
[19].
, .
, , ,
.

, .

56

2.

,

[21]. ,
, .
.

J{x) -> D = {: R%{x) = Q, i [1:^]},

(2.21)

; (2.21)

{/^^},
Jk(x) = J(x) + o,J:hf(x).

, ->), k^^.

(2.22)

1=1

(2.22) ,
. .
2.8. (2.21) *; /, hj
"; ^ = 1,2... Xi^ = arg min Jk(x) e Da i?",
D ; c^ -> oo, ^ -> oo. lim x^ -> x*,
A - > 00.

,
, [29].


J(x) -> min, X eD;

(2.23)

D = ^x eR"\gi(x)<0]

ie[l:m\;

g,(x) = 0;

ie[m-hl:s]^

Jkix) = J(x)+o,t[g:(x)r,

(2.24)

1=1

^ J {g i (); 0}, [1: \;

\\giix%

ze[m+l:5].

/ , gf
D, >
/^ (:) [13].

^^.
.

2.5.

5 7

[19]. (2.21)
.

M{xXo)^j{x) + {\h{x))^^\\h{x)\\

(2.25)

> .

^"-' = arg (, ^, ),
'"" =' + ahix'^'l

h(x) = [h,(xl...,

h^(x)l

.


.
, {^}
.
, 6
.

2.5.

1.3
, ,
,
. .

.

.
.

y=F(x.^l

(2.27)

^.
: 1) ^
;
^; 2)
^; 3)
; ^
, -

58

2.

.
.
.

.
,
.
. ,
^
, ,
.

.
(2.27)
y=F{x,l)

(2.28)

^ = ^. (2.28)

.
^.
(2.28)
,.

={,'^={{,.

(2.29)

(2.27) (2.28) (2.29) ,

.
(2.29)
:
^0V() = Mij(x,
)|/ -> ,min;
\J\ ' V
,^'
^2.30)
D = { R%{x)

= M{g,(x,0} <0, / G [1: /]}.

,
(
).
(2.30) [40].
,
, ^, ,
, .

.
, -

2.5.

59

/ ( , , gi(xy |),
^.
(2.30)

D=

mm;
^^D,

{xeR"\^,(x,^')<OJe[i:l]}

(2.31)

^ = ^*, ^ = 1,2,...

^. (2.31),
4*, ^. {5"*},
(2.30), : ^'*^ = * +
+ct;^(^*^^-X*), ^ >0, ^ =^ -^^(^ -^).

^k -> , X ct* = 00, 5^ ^ < 00.
, , ^ ^^ = ^ ^
, , , ^^
.
.
^, ,
.
,
^ G^, G^
. :

D = lxe RYi(x)

= inaxgi(x,^ <, i [1:/]L

(2.32) , ,
, .
.
, )^

.
,
, ^.

.

60

2.

2.6.
, ,

. , , ,
( )
/().

X* Argmin/(a:);
^^^
Arg mmj{x) ^{ eD\ J(x) =

(2.33)
mmj(x')\

n , , ,

/(), ,
/().
(2.33)
- .

2.6.1.
.
(2.33).

Zi =:1,2 . . . , : ) ,

(2.34)

z = (z^, 22,..., z^)

: . ,, ,
, : 1) /(:)

) = Fi<^{x)) = f(), 2 = ) ;

(2.35)

2) ^*) V z eD^
= ((>~\z) D.
/()
(2.34) ,
/() .

z*Argminf(z)

(2.36)

76 Dj

s,s
z *
x*=(p-'(z*).

(2.37)

2.6.

61

, (2.37) (2.33).

(2.36),
"')
,
<^ [33].
, -
().
- W(p, 2)
z = (^, ^2,..., 2^) .
Z
f(z)->min,

(2.38)

F(z) , Z)^
| W(/?, 2).
z* ,
, (2.34).

,.(;1,2,...,) = 2*, ie[l:5].

(2.39)

(2.39)
.

,
.
.

kn. [54]
k = 50. , 1
. , 2, ,
, , F(z), J(x)=F((p(x))
2 : (,

).
J(x) -> min
kn,
ks.
, Zj (2.34),
- . ,
S

, [40].

62

2.

2.6.2.

D
[40].
() =\^(), U2(x)y ..., ^()].
, /()
: \ :" /, (:') >
>/:"), i G [1: m], J(x' ) > Jix"), , "
, \ (),
/().
(2.33)
:

^)^,

(2.40)

(D) , (-)
D. , ^ (D) D.
D , (2.40)
.
.
, (), OT/(jk:),
.

maxa,tt,.(x)-^ min, =(ai, , ..., ^ ) %
'

xeD

^ ~
a = ^ a = ( a i , . . . , )

,. >0, ,. =ll,

(), :,
J(x(a)).
a^ ,
(
) .
^-
, ,

[55].

2.7.

,
.

2.7.

63

,
. ,
, .
1. ,
,
,
.
2. , ,
,
,
.
3.
.
,


.
4. ,

.

.
5. MHHHMnsfripyeMbix
\][ ,
.
6.
, ,
, .

. ,
7.

.
,
.

,
.

.
,
, . 5 6.
,
.

64

2.

, [41], ,
, ,


( ) ,
, ,
.
,
,

. , ,
(
)
.


.
,
,
.
,
-, .

. , , ,
,
.


[41]. ,
^ ,
.

2.8.

, 1.3,

. ,
, ,
.

2.8.1.

. , , :

2.8.

65

;
,
;

;
,
;
, ,
- ;

.

:
Mx) = Z^nW(^^s,)-W*(s,)f

-^min;

(2.41)

xeD

1=1

(X) = maXj , | W(x,s,) - * (5,) | ^ mm,

(2.42)

D ; ^ ,

s; 5,., i e[i:N]-- 5,
W * (5) W(Xy s)
.
.
/j . ,
W(x, s) ,
yi(^:),
. /i
. ,
5, N
.
(2.42),
W(x, 5), .
,
, ,
/-
, (2.42)
[52]:
( ^ ) = ( ^ ) - > 1 = 2,
_1

:)^,|^(,5,)-^*(5,)|.

^eZ)

3, ...

(2.43)

66

2.

v (2.42), (2.43)
. ,

V ~> 00,

, >0,ie[l:N] . , ,
v- ^ .
/^ ^ Ji-
, Ji,
.
/
v, v = 2.

,
,
v , ,
. v
. ,
v 10-15. eD
, 2.4.
W, ^ (:) ,() = ,||,5,)-^*(5,)||.

2.8.2.

(. 1.3.7).
. ,
W(s) W(Xj s)
5,,/ G [l:iV], 8, >0
, ^(:,5,)
e\W(Si)-8jjW(Si)-\-8i]y
i e[i:N], W(x,5^) = W(5,)
:
^(,5,)>5,)-8,;
,5,)<5,)+5,.

y,(x)<t,Je[i:m],

(2.44)

(2.44)
: , .

2.8.

67

,
, yi (), . ,
, , :
<^^(^)<>
(2.44)

/)=-^) < ^^. =-.

(2.44) z/^(x)->min
.
, (2.44),
{() ( tf)
/ (:) .

J(x) = :^^/ -yi(x))

->

(2.45)

xeR"

J(x) = :/,(^)-^/) -^ min.

xeR"

'

^ t, -^
/. ,
(2.44). (2.45) .
(2.45), (2.42), ,

. ,

.
Zi(x)=ti -i( , ,
minz,(x) = [(-2,(:))].
(2.45)
[("-:))] -> min.

(2.46)

(2.46) (2.43),
(Pi(x)=exp[-Zi(x)], i [l:m].
:
J{x) = I ; exp[-vz,(x)] -> min, v = t 2,....
1=1

(2.47)

68

2.
f^x)

-> m i n , i [1:/]; : D i?";

X

D = { G i2"]g^x) < t^J e [/+ 1:5]},

gi (x) .

/ , ( ) < / , , gj{x)<tj;

iG[l:/];

je[Ui:sl

/,
/-.

2*(^) = a , [ / . - / ; ( ^ ) ] / Y , ; [1:/];

Zj(x) = aj[tj-gj(x)]/yj;

je[l+l:s],

, (2.47):
S

J(x) = X [-vz, ()] -> min.

,, ^ , ^ ( [1:1];
j e[l-\-.i:s]). ( v) Jj(x)
(2.46), , ,

minz, -> max.

i

, ^, j [1-\-1:5]
J(x)
gj(x) < tj ( Zj(x) < 0).
, , ;, :
.
^, j [/+ 1:5]
. ,, i [1:/]

D
.


.
,
(2.45)
,
.
(2.47)

.

2.8.

69

, , , ,
3
.
,
. 4 5

.
(2.43), (2.47)
.

2.8.3.

,
. , ^,

/(,^)<^, /=(/...,/,), t = {t,, ..., ^ , ) ,

(2.48)

. , ,

.
,
, ,
(2.48):
J{x) = [/ (:, ^ ^] -> max.

(2.49)

(2.48).
/(:)
-
^{Xyi^ 4. ,


J'{x) J'\x).
4, 5
.
(2.49) [42].
. , (2.48)
:
/,(:^,4)+8, <^,.,5, >0,

(2.50)

8; i-ro
^ (
, ) ^. (2.50)

70

2.

2^{)=

ikzlil^i

>0,

(2.51)

Zi i-
.

J(x) = 2,(:) ~ max,

(2.52)
i

xeR"

(2.45). (2.52) ,
2.8.2, (2.47), .
(2.52)
,, (2.50)
.
6,
X, 5^ ,
. 6,.
,
,
.

2.8.4.
, , ,
,
:
J(x) = j\s,(x),

(2.53)

1=1

Si(x) = ,.:"'^:"'2... :"^ ; ,-^. R^; Xj >0;JG [i:n].

q > (2.53) ,

[60].
4.5 ,

(2.53). ,
Xi

.

2.9.
1.
, ,
, .

2.9.

2.

3.

4.

5.

71

,
,
.


.


:

(
);
,


;




;




.

. ^ :
,
;
,
- ( , )
;
.
2 . 4
,

.

 3.

. ,
,
(
).


, .

.

3 . 1 .
,
Xj, 2 [49]:
J(x^,X2) = go (^i'^2) + <^gi(^v^2) -^ min,

(3.1)

a .
g,(x,,x,) = 0,

(3.2)

=((^).
/
, g^(x^,X2)^0,
, go(-^i'-^2) ^^ ^^^
X2=9(Xi).
^8/
dj^
J'(x) = ^ 2 ,

73

3.1.

JL=2g,ixx,)^

^
+

2ag,(xx,)^

(:) = const . 3.1.

,
/().
2

. 3 . 1 .

, / ()
=((^) ;/ .
(3.1) , / () g ^ (Xj, )
, / ()
go ( ((^)) ^.
2 =>(^) .
,
, , ,
.
, . 3.1 , , ,
.
, ,
.
.
, (3.2) , , ,
2 =9f(^:j), .

. ,
:
^ ) =^(^)+ cjgf (),

xeR\n>Zm<n

(3.3)

74

3.

g,(x) = 0,fG[l:m],

(3.4)

, , Xi -
. , , (3.4)
:
Xj = 1 {^^^, . . . , ) ,

=9(^^-"^^

,
(3.3)
go(9i> 1''^+1--^) =- ^^!,..., :.
. , , , = 3

, .

/(:),
. (
) Q ", * = arg min J{x).
/'(jtr) GQ, , ,
.
(3.1), (3.3),

:
/(Xi,X2) = 0,250025xf + 0,49995xiX2 + 0250025^^ -^-2.

(3.5)

/() = const (3.5)

(1:1).
1:10^. (3.5) ,
, , ,
( . 3.2), 2 =2-x^.
2 (3.5),
:
/,(1) = 10-^(jt:i-1)2-1-^ min.
Xi

, ,

, ,
.
,
.
,
:

3.2.

75

. 3.2.

[40], . 226:
;
[50], . 353:
, ,
( );
[42], . 272:
, ,
;
[43], . 161:
(
) , ;
[17], . 35:
"" .
,
. ,
,

.
,
.

3.2.
J(x) -> min, / eC^(D), Z) i?".
, /() D.
()() / ()

76

3.

^ = -J'(x),J'ix)^ _

(3.6)

. , (3.5)
{) = ! { : + (-:)(-,)|

(3.7)

x(0) = i a , , x * = ( t l ) = i a : M , ;
1=1

1=1

(3.7) , -

. , ,
~ .

(3.2) , -^ .
dx
^, 2. ,

. [49]
.
1. /() ,
(3.6) .

.
, ,
,
(3.6) [72].
2. J{x) C^(D), D cz R"
QeDy 8 > , 1 Qg
1) Vz Q X, [()] S \ [()\\;
2)V
r g
J(x')<zQi
2)
Vxx e ((ii AArg
min /(-)
c: Q;
x*eXs(x)

3) Vx Q, I [X,(x) n Q] < a-'L [X,(x)l

(3.8)

3.2.

77

^() = |:' i?"|||jt:' ~:|| < 8|; Q^ = [jX^(x), ,, [] xeQ

= J"(x), :
,[]^,[]^...>
L[S]
\\f(x')-'f(x)\\<L[S]\\x^-xl

\fx',xeSc:R\

Q .
2 1,
J"(x)
: ^ [~ ], >0. 2, 3
Q. , ,
eQ^,
<2( 5) Q (2.
,
, ,
,
,
. [72].
D " - ( )
Q = {xeD\g,(x)
=
OJe[tn-r]yg,eC'iD),
3. J(x) C^{D), D : ^
Q, 5 > , 1 Q^ :
1)

eQ,.X,[J\x)\>,..>K^\j\x)\>

>c^K-rAJ\^)]\^'-^^\K[J\x)\\^
2)

(3.9)

VxeQ,Argmin/(x')cQ;

3) \fx

e(lL[X^{x)nQ]<a-'L[X,{x)\

( ) Q.
.
f{x) = - {, ) - {by ) + , = const

(3.10)

,,(), f [1:], (3.9) (

Vjt: /?"). Q, 3
. , det ^^ ,
X* = .
f'(x)

= Ax-b=A(X'-x*)

= Y.^iXiUi,

(3.11)

78

3.

:-:* = 2!!,,.

Q^{xeR%={x-x*,u,)=0,

ie[l:n-r]}.

(3.12)

,
, , Q^ = ", = - j ^ , 1 .
-+11

2.

X,={xeR''\\\x-x\\<5}

= ^^,^ + :* Q. = ^,/^ +* R"

i=n-r+l

1=1

X ^

||lM,+1(,-.||^5
j=l

i=n-r+l

P = (Pi

i. | -
2

) 5 = / " lPf-
i
j=l

1(,-,<5.

i=-r+l

Ci . : Xg, /(),
:
9(P)->min,g(P) = | ; p f + ( , ~,)2 - 6 ^ <0.

1=1

f=n-r+l

^( 2, ) = 1() + 2()

1'=,'() + 2)=0

, {\x(ki + 22) = , [1: - ];

1 + 22(, - ,) = ,/ [2 - + 1:/],
/ > .

3.2.

79

Xf (i [i:n - ])
/ = (f G [l:n - r\).
() = (>
(3.13)
5

=(_,...,); () = 1 Pf;i,+q;
^

S.=\y=iY...,y,)eR'

i=n-r+t

1(7,---..)' ^8^

(3.13) 2.

||/(' )-/(")||=1 (::'-'')||=11 tcp; -;'),|| <

<?1,||(;.-)]| = .||:'-"|.
, Vx', " ^ nQ
\\f(x')-J'(x'')\\<\X_,^\.\\x'-x''\\.
L(X^) = Xi
^

L (^ Q) = \Xn_ +il 3 =

, *
Q (3.12)
, .
, 3.1.
1-3
2 3. , (3.10) 1,
2 Q = J?" 8 > 0.

, 3. 1 3
2 .
Q, ,
1 3, 2
.

.
,
.

80

3.

4. \/ Q, detf\x) 0. ,
2, J{x) Q I
*
|((2). |(:^;) = ' )\ , Q,
It

. J"{x) |(:)
[72].
mdixXi^x)

Ecmif'{x)

> , [{) = []'\)=

.
minA.,.(x)
1 < | < cond [J"{x)].
\i(x)y ,
|(:) cond [J'{x)]. ,
/ {) J"{x)y
. , J"{x)
[-, -] U [, Af], m > , .

|(:) = 1, cond [J"(x)] = - 1.

, , ,
, , .
|(:) cond [/"()] /()
,
cond [ / ' (:)].
,
. , |(:) cond [J"(x)]j

.
\{)
. .

.
,
log2n > t,

(3.14)

t .
|
,
/().
,

, > 1.
,
, .

3.3.

81

3.3.
,
.
|
.

(),
:^^^=:c^-A/(:t*)

(3.15)

h R\
/(;ir)
h
( )
{/ (:*)}, / (J^) .
h ( )
(3.15) ,
.
(3.15) , \

II/(-*)!

\.
:
= 17-^.

(3.16)

(3.16) / ()

.
(3.16) 5.2.

. ,
.
^ |,
.
, ]
.
(3.9)
|.
.
,
. ,
\dXi\ Xi
5

82

3.

|dXi| < 51X^l \^\ = max\^\, 8 = s^^^ = 2 ^ s^^^ , at ,

:
m<neJX,\.
(3.17)
Sj^ .
.
="('^) ,
|,/| > TIEJXII | .

\Xj\ < neJXil
, | : | >
.

, , ,
.

(
). , ,
,
Q,

3.4.



,

.
,
,

, .
,

,
.

3.4.1.

,

83

3.4.

,
(. 1.2.2, 1.2.6)

l(p(T-X)(o(X)dX = R(T),
(3.18)
.
[52],
,
, R,
.
- [61].
(3.18)
, .
1.3.2:

^) = I I I ,[<70-- 0]-/?[;]

-> .

(3.19)

(D, = (^0 i ^ [1:^]; X =(, CD2, ..., ).

/"(:) xajiaKTcpoM
. (3.19) . 3.3.
[52], (^), ,
, , -
.
,
, 2.7,
.
^

. 3.3. 1 (3.19); 2

84

3.

J,{x) = J{x) + [, - ,.! f -> min,

(3.20)

> ,
.
,
(1.34) () [22]:

/ [(0] = {2 ( 0 } + aQ [(0],
4-l2

n[co(0] = J ^(0 rfco(t)

dt

p(t)(o\t)\dt

(3.21)

/ [(^)] = .
^ ,
, (3.19)
. 9^ ,
,
.
, (3.20),
, .
,
, /(:) [52].

,
J"(x). ,
,
- ,
.
,
,

.
, -,

() . ,

,..., ^, 5
/=(222,...,2,),

(3.22)

2,. = ,. (), i [1:5]; s<n.

(3.23)

3.4.

85

, , [72],
/ ()
. , / () ,

,() = 2*,[1:5],

(3.24)

2, ,
I(z) = I [(()] = J(x). (3.24)
.

.
(., , 1.3.5, 1.3.6)
,
( ).
,
( ) .
, :
,
, '
(3.24) [32].
.
, . 3.4 [72].
9

,2

Ci

[ZZ}

9s

-dD-

92

iy

. 3.4.

(3.25)

W(j(0) = '^^ -2 +Z2p+Zt ,P=J(U,

.

^0 =858(1 +4)'
^2 =g2gs(gx+gi)C2/2o,

, =g,g5g6(g2
=glCiC2(g2

+^)/2;
+g3)/Zo-

86

3.

: = (Cj, Cj,..., ge)

,
1
<3(co) = 201gi
-

)|
< < , < ctx cOg
^ iV
[, ^ ] / [, ].

:
() = |(,,)-| - min, z e Z i?^, , [0,], i [l:JV];
'

Z = {zR'\z,

>0;(2,co^.)>tZ3,co^. e K , c o J , ; [1:]}.

z*
- ,
.
Z*
(3.25), (3.24).
:

D=

-> min, X JDC: i?^;

{xeR^\Xi>0,ie[i:8]}.

, Z (1)).
,
,
. /,
X ,
.
,
,


. ,
, . ,

X - Z
.
:
/ ( x ) = /(2i,Z2,...,2,)+8g(x)

/() Zi
X, g (), ,

3.4.

87

, , g(x)y
.
-
,


.


, .
, ,

. ,
-

[49].

,
.
. -
u(t) = [u,(tl u^it)];
u^(t) =

(3.26)

t[x^exp(-At)-\-(x^-\-X2)exp(-at)\]

u^{t) = ^[TJ (-^) + (^1 + X2 )exp(-fe)],

a > , fe > .
Xj, 2
{) - u{t) t ^\1:^,\
, t^ >^^ ^ "~ ,
(-^), (-^), (3.26) ,
u(t) t e\tQ,T^
Z = Xj + - ^ 2
, , :

. t^ = 1; = 1; = 1^!; = 20; JS = 15
exp[-mm(fl,fc)] ^ ^^ ^^g
[-()]
, ,

,
:,
.

88

3.

3.4.2.


.
,
.
.
^:) = , [1:].
, ,

J^x,c5) = J{x)^-oY,g]{x)
7=1

-> min
""

.
Jo , ,
, / {)
.
. Xi, ,
f{x) = xl -xl Xj = 2.
X* =% \ = 0.
:

i =
; (^2 =1; ^ =
; = 0 ; =
.
VI +
+1
+1
JQ(X) = const
( ) , ^ = Vl + . ,
^ = 2, (. 3.5).
, .
| = 1 +
-> 00. ,
.

, , ,
/ ()
. ^
, , ,
.
,
.

3.4.

89

>^2

. 3.5.

, ,
gj (),
,
, .
.
.
, ,
- ,
D .
, -.
,
||g (^)|| ~> niin, /(.)
. , .

[48].
,

, .
,
,
. [19],

. ,
. ,
,
- .
. [19]
J(x) = x^xl -> min, X eD,
D = {xeR''\g(x)

= 2-x^ -xl =0}.

Ha . 3.6.

90

3.

-0,8165

^2

-1.1547

-1,1547

. 3.6.
= 0,075; = 100

M(x%a) =

J(x)+Xg(x)-^^g'(x)

- = X* ^ 0,82; * ^
,
.

,
. 2.3
-
: ().
:
/ ( ^ ) = max{aiJi(x), ^)} ~^ 11'^1 >0, a i + a 2 =1.
X

, .

.
- .
. 3.7, /i,/2
,
. , ,,

.
,
-

3.4.

91

^1 *^1, ^2 *^2

. 3.7. - : 1 - a^Ji; 2 - 2^2

-\2

J(x) = Zo.iMx),

(3.27)

)^ J^Xj(Pj(t,)-y,

J=l

7=1

/, =y(ti)] |^, j G [l:w]} . J(x) -> min

(3.28)
. ,
(3.28)
,

(. 1.3).

-.
J(x)
fi (),

fi(x)->min,ie[l:N].
(3.27) -
,
.

(Pj(t)^t'-\l<j<n.
N
2

dt,

7 W = Sa,/,.(:f) = ja(0
>=1

92

3.

a(t) = t
r(x) = H,H={h,}, h,j=j-^^,

i,je[i:nl

-( . ,
f () = 0.
,
/(:),
:
. cond [ ]

<1[]

1,9310^

5,24102

1,5540^

4,7710^

(1[]

1,5010^

4,7510^

1,5310^^

4,93-10^^

(3.27)
.

3.5.

2.7 ,
.
.


.
,

. ,
.

3.5.1.
(-) {^}

^'' =^ +hy^,hk eR\

(3.29)

^ = -[Gj^ ]~^g*
; hk ; G^ =J"(x'^ )\ g = J'{x^ ) (3.29)
, Gk (Gj^ > 0).
^ ,

3.5.

93

G.p'^^-g".

(3.30)

:^^ \ (3.29), (3.30) Aj^ = 1 ()

:
Fk{x) = J{x^) + {^g^,x-x^)-\-^{Gj,{x-x^),X''X^),

(3.31)

(3.29) [44].
- (3.29)
. ,

.
Gk , (3.31)
, , .
(3.30)
. \^
0^
/(), .
[19],
" " Gj^, ,
F^ .
.
-,
^
G,p*=-g*,
(3.32)
Gf^ ,
Gky .
^
/(:)
:*.
G^
,
Gk.
,


G,=U\W ={g^),g^=f^X^uruJ,

(3.33)

/=1

[/= [w\w^, ...,w"]; A = diag(A,,); {w'",me [l:n]}

G^; {,, me[i\n\) Gk-
, ,

94

3.

G, =f/A[/\A = diag[{|?i,|,5}],

(3.34)

5>0 ,
.
(3.32) (3.34)
(3.33), 4^
. ,

. 5 .
,

B = LDL\D = di2ig(di),

(3.35)

L ; D
. (3.35)
= Gj^. [19]
,
L |;^^ | ^ (i > k r.^^ = l^j^ -yfd^)
d^ > 8 >
D.
Gk =LDU =Gk +C,Gf^ >0,

(3.36)

,
. G^,
G,^ uGkB Gk

^ ; ^
Gk, G^.
(3.36)
(3.34) -^ 6
. .
,

, .
, , ,
, , ,
.

3.5.

95

3.5.2.
()
[19]. , ,

.
( ) .

, ,
. ,
,
,
.
,
^ =* + *, *

D = {peR"\{p.py <
()
.
.
(3.37)

[G,+p]p=-g*,p>0,

(3.38)

.
.
(3.38). [19]
= 0. (3.38) = ,
Gk |||| > , ,

||[G,+p]-'g*|| = A.

(3^9)

(3.38) .


(3.39),
. ,
G^^ + ,
(3.38).
, 3.5.1.

96

3.

,
Gk ,

G^.
,
, .
,
, , ,
G;^, *, ,
,
.

3.5.3.
(-), ,
.
( )

.
, - , -, ,
. , , , . ,
, /().
* -
, .
2^ /(:)
- .
/(), ,
f\x),
-. ,
,
-.
, , - (,
)

,
(). ,
.

. , , , [48], ,

q, : q = 1--^=:, | .
, |:

3.5.

97

' -'
J{x')-Jix*)< '
' . I = const.

(3.40)

(3.40) G{x) > 0. ,

(3.40)
J{x*), X* /(:),
. . 3.8.
[', ;f "] | ,
-, , f{x' ) = f{x") = f(x*).
.
,

. , - -, ,


[19].

X*

"

. 3.8. :
1 [', "] ;
2

,
- -
, -,
, ,
. ,
,
,
- -
.
, ,
.

3.5.4.

,
,
.
, -

98

3.

. ,
- , , , -, , .
-
. -

,
.
-,
, , , [19].
-
.
3.5.2 -
. '
,

G,p'^-g'

(3.41)

G^^. , (3.41)

G^,
, .
L Gj^ = LU 1
G^. [23]


. . ,
, , ,
(. 3.5.1),
[23].
-,
, , , ,
-,
,
.

().

.

3.5.5.
,
(:).
,

3.5.

99

,
.
, / ()
/()
, .

.

,
.
,
| / ( ^ ' ) - y ( ^ " ) | ^ i | | ^ ~ ^ " II = const >0.
[13],
[48].
. L
.
, ,
[57].

.
, ,
.


.
^-,
[55].

,
. ,
.
,
.

.
,
, (

). [48], [66].

3.5.6.
2.7 ,
,

100

3.

. ,

,
.
,
.

,
. ,
f, *
J (:) , (, )
J(x) < 7(:*) + 5/, 5/
() .
.
,
,
. ,

:

;

;

,
,
.
J(x)
.
,
, 3.5.1-3.5.3,

:
,

;
- ,
,
;

;

.

3.6.

101

, ,
, .
,

.
,
.
, ,
f'{x),

,
. , ,
-.

. , f\x)

.


,

.

.

, ,
,
,
.

,
. ,
,
,
.

3.6.
:
1. ()
, , ,

, ,

.

102

3.

2.
:
, ,
,
;

;
,
;
,

;


() .
3. (
2, 3),
1,
. ,


. , ,
, , ,
.
, ,

.
:

,
.
4. ,
. ,

,

. ,

.
,
.
5. (
, ,
),
:

3.6.

103

,

;
- ,
,
;

;


.

 4.

4 . 1 .


{^} /().
^ ^'^^
() : I [1:] Jt/"^^

';^ eArgmmJ(x'^\x'^\

..., '^^^, , 1^,

...,1).

.
, ,
. 4.1.
. ,
,
.
F ,
, 2( - 1)^" - m + 1) + 1

IP

P'

P^J

0 <rf,< p - 1; 4 ; p (
= 2), ^ ;
[, ]. , (xi, XQ)
, , . 4.2.

4.1.

105

. 4 . 1 .

^2

. 4 . 2 .

. 4.3.
, 5, ' ,
. ( jamming)
,
.

, .
, 4.4.

106

4.

. 4 . 3 .

^2

. 4.4.

, ,
, ,
2.8.
, .

,
, ,

.
,
.
,
.

,
.
. ,
,

4.1.

107

.
. , [54].
h = (Aj, ..., /)
\ ^, ..., ". hi
. /( + hie^) <J(x),
X : + hie\ /, : h^ := /,.
i. /( + hjC^) >J(x),
/, -0,5
. ,
.
,
.

GZ1. , -,
.
GZ1 [74].
1. = (xi, ..., ) 5; f '=J(x).
2. hi := s, i [1: ].
3. := i.
4. ^ := ^ + h^] F^ =J ().
5. f i < F, h^ := 3h^, F'=F\ii 7;
6.
6. Xjn := ^^ - h^, h^ := -OyShj^.
7. := + 1. <, 4; 3.
NFM
/. ,

GZ1. -

.
,
GZ1.
, GZ1
, , NFM
/(). NFM,
GZ1
.
- 1960 .
.
[54].

, .

108

4.

.
.
. ^"^ '"
{^}, . :^"^^
.
1. ,
^ - ^~\
( ).
2. ^'^^ GZ1
.
3. 1.
^ , ^ ^ GZ1.

,
^ - ^'^ ( ),
.

,
. ,
, ,
.
,

( ) , .

.

4.2.

/() -^ min, R^J (?{R^)
, 3.2.3, .

() J"{x)
.
,
,
( )

,
. ,
.
.
. ,

4.2.

109

, ,
. ,
,
,
,
. , -,
,
. ,
, -,
,
. , , ,
,
,
.
.

, .
[74].
4.1. ; {^}
; Xi . Xi XJ

(' + du\ ^) = {Xi - Xj)-\(dA)u\ iJ),

(4.1)

dA ; du^ \
. ,
^ = XiU^
(dA)u' + Adu' = Xidu' + dXiU\
, w^,
((dA)u\ ^) + {Adu\ ^) = {Xidu\ li) + {dXiU\ ^).
{\ ^) = , {Adu\ ^) = Xj{du\ ^)
{Xi - Xj){du\ ^) = {{dA)u\ ^\
(4.1). .

-

i=l

j=n-r+l

,
{w^ f G [1: - ]}, {tJjj [ - + 1: ]} .
{Xi, i [1: . - ]}, [

110

4.

j [ - -^ 1*]} { |,;|, (4.1)

. ,. .
\\dAl
{^ + \ /^) = . , dA
,
.
Xf = Xj
, (4),
.
,
, (),
V,
, , [/,
. ,

,
{v^^} V, ,
{^} U.

f(x) = ^(Ax,x)-{b,x) + c

(4.2)

/ () Q. ,
[/,
ITAU = diag Xf. = Uy

fix) = f(Uy) = tMyi)<

(4.3)

fi ().
,
.
/* ,
/^ .
,

, |, .
, + dA,
dA ,
-

4.2.

111

. /
V = (). .
= Vy (4.3).
.
4.2. {,,} {}, i [1:]

\,^, i [tk^ ], t G [t'p], ^k^

=n

, u^^ /^\ f f\ i e [1: k^]Je [1: k^^], Af^, u^^ y-e

t ,
^ k^ {^^}, i [1: k^],
{w^^}, i [1: k^],

m=t

, :
1) W^AW.W = {w^\...,w^^\...yW^^},W
=WP
- ^^ W^ =diag(^p 2, ..., ^,),
W^ =W ~^ (k^ k^) ^ ;
2) ^ ,'^, i e[tk^^,t [tp].
. ,
{^}.
, A,jj
^
(, t . , , ^^ = 1 t ,

. :
W^AW=dieig(X\^b:..A^, ..., ^0, ,
. .
4.3. V= (),
1) x=Vy
) (4.2) -
x) = f{Vy)=f,(y) = ty^),
/= (/1, ...,) = (^

^),'

=(/,'

My')=^{Ay',y')-(b',y')

yij,
+

cc,eR';

(4.4)

112

4.

2) //' ^^(), i e[tkf],t

[tp].

. V = WP,
.
/ ( ^ ) = ^ { ^ ^ ^ ^ ^ , 1/)-{^^, 1/> + = |{'^^'^^/, Z/)-

4.2, W^^^W - ,
.
4.2.
.
^ > ...>A,_^|A,_,+ i|> ... >|>.|,
1) = Vy, V= (), = (;^\ ..., v^"~^, v^^, ..., v^^y ]

m=l

m=\

f{x)
fs {) = )

+ / 2 ( / ) , = {\ ').

(4.5)

^ = {\, ...,- ), /2 = {-^ -- )\

2) 1 2 r\i / -> min, = 1, 2.
,
|/.
(4.5)
(4.3).

, (4.5),
.
(4.5),
/
.

/ ().
(4.5)

,
.


[5].

4.2.

113

() ~> min, G , J{X) C^(R^).

{:*},
^^^ Jt^ /()
d^, ..., d^, ^. ,
D = (?\ ..., J") k, k
. , , ,
. ,
,
.
4.1. J(x) C^(R")
{^ = 1, 2, ...} i?" , :

1)
^kj(^'')<j(^
2) J(:^) ^J, ksK,
.

[28]. ,
{Jk}
{J^y k } /,
{J^} .
4.4.
1) /(X) \",
2) ,
X* = {xeR''\f(x)

= 0)y

;
3) 0 = { G R^\J(X) <J(X^)}, ^ ,
() R";
4) / i?" ;
5) /'(^) = , ^.
{:^}, , X .
. {^} , ,
^ G X .
, {*}.
,
0 , , {^
k G } ^ -> . , G X ,
/ ( ) = 0.
{^^\ k G }. 0,
' : , :^^^ -> " k G ' '

114

4.

0. {^, k } {^^\ k G '}

/ {/(:^), k } {7(^^^)>
k '} , /(), J (:'). 4.1,
{/ (:^)} ,
J(x) = J(x') = J.
, '
^ \ ..., q".
/() -J{xf) = !. ,
/ q\
/'(^) q\i G [\: ] . , /'(-^) = 0.
,
q^, ..., ^", '
.
Dk
k- {rf^^}, i [i:n]; ^'^^ = ^ + D^X^,
^* = O^kh > ^ ~ d^^, ..., d^^
.
^^ = *, ^'^^' * = ^^ + '^kjd^^J [1: ], , *^^ = /"^^'*
'""' ) ^ ''

+ Id^' )

R\ j [tn],

(4.6)

{D^}, k ',
, d^^
q^. ,
, , .
,
^ ^ ^ \ d^^ -> 9^ . . " ', Dk -> Q.
det (2 = 1 9b , k det Dk= 1. , ,
^^-^x.a^^^-^x'.Dk-^Q.keK".

(4.7)

^^^ = jt:* + DkX^

^* -> >- = ' - ).

(4.8)

, ' =+ QX. /i = /^"^ ^ = /-' + XjdK ,

' /
q\i [1: ], ,
'^' ) ^ J (' + 1' )\]

[tn].

(4.9)

(4.7), (4.8) , ^^ -^y^J [1: + 1] k ",

/ (4.9) (4.6). .
.

.
{*}, ,
X , .

4.3.

115

*
: X =
= {* D CZ R^ \J(^*) ^J {) X G Z)}, D i?".
, * , .
,

. X
, : X =
= {* D CZ R^ \J'(^*) = 0}- X ,
^
.
:

X* ={*

GDc:R"\j(x*)<Ji

J .
, X
, .
X
. .
,
, .
, ,
[48],
, .
, ,
,
.
,
.

4.3.


, ,
G(x),
G ().

4 . 3 . 1 .

,
,
.

116

4.

:
,
.
, ;
. , ,
,
.
= (xi, ..., ) = (z/i, ...,^

= Dz/, D = diag (4).

(4.10)

D
, /(:),
,
^,. =min{52, max{|3:,|,8i}}, 5,. >0,

(4.11)

^ - ,
; Sj S 8^ , (1{,
52 = 8^. , ,
,
G{x).
;?.
,
^
D
di = ^ i , y / =

f\ dj

+ e,

+8

(4.12)

, , ^ = 1. ( 8^)
dJ(Dy)_DdJ_.
.
~ ~^^-'^

(4.12)

dj/ .
,
,
.
.
/ ()
.
/ () . , -

4.3.

117

J () () = 1

, .
/(;)
. ,
(4.11), /(:),
(4.12).




. .
t
(. 2.8) , ,
(). , t,
, , ,
[f, t'%
x^tl', t &[ ,t"]y Si . t\'
,
. , Xi
( ,
). ,
, . ,
t ( /) t =
t'
t"
= , \, , [', '% ' = , " = .
/, =*',
^' .

/(:). /(:) = /() + , = const,

/ () / ().

- / ().
AJ = 1=^ 1( + ) - I () . ,
/ (jc), . 2,
.


g(x)<0,g(x)

= (g^(x),

g2(x),..g,(x)).

. , -

118

4. 1$

. aJg () < , ^ >

(/" [1: 5]) (4.12):
. =

1 + 8^

+ 8^.

^.
, ,
[19].

4.3.2.

[63],
, ,
[45]. . -,

, ,
.
, ,
, , [71]. -,

.
,
. -, ,
, ,
. ,

, .

,

QR-
[45].


,,, =UlA,U,,A, = ^ = 1, 2, ...,
(4.13)
.
{t4} lim^j^ = D = U^AU, A -> oo, D = diag (,,)
; U = UQU]U2^.. . (4.13)
, D
; f/
. , 4.2, U
V = (), , , U.
.

4,4.

119

(4.13)
Uk = {Wy},
Upp = Ugg = COS , Upg = -Ugp = .
Upg .
, , [65].
dLfiropmujacobi
[64], .

. ,
ttpq (1, 2), (1, 3), ..., (1, )\
(2, 3), (2, 4), ..., (2, )\ ...; ( - 1, ).
.
()
. , 50-
32 48
6-10 ( (^ -)
^^ ). = kn^,
k
40^, ty
.
, ,


.
(2/?- 1,5-2 ,
.

, 4.3. ,
, ,
, G{x).
.

4.4.

4 . 4 . 1 .
-

,
, ,
.

120

4.

/(:) .
,
, , ,
/. ,
, , - ^^^

, ^ = (,..., 1,..., 0), s R\ -

/,
.


, .

. ,

- ,
. , ,
f () =-{, ) - , ),

/
:

_f(x-^se')-f(x-se')
2s

(4.14)

s^O.
. .

_
dx^dXj

__f(x + se\-\-se^)-f(x-se^
"

se^)-f(x-\-se^
~ i ^

-se^)-\- f{x-se^
'

-se^)

(415)

(4.14), (4.15)
/ (*):
2/2, 2/7^ + 1,
.
/(:) /'(^)
, (4.14), (4.15) ,
, 2s As^ .
, s .
Si
Xi :, ,
.

4.4.

121

s
\\^ - ^ ~ ^\\
: .
S ,
.
(4.15)
5,
/
.
,
, s
.
s. , ,
, .
S
.


, GZ1.
,

.
,
/().
, ,
.
SPAC1.
1. : ., s.
2. = {by}
bij =J(x + se^ + se^) -J(x

- se^ + se^) -J(x + se^ - se^) -^J(x - se^ - se^),

z,;e[l:/z];e^ = (0, ..., 1, ...,0).

(4.16)

3. ^/ [/,
U^BU.
4. {/^}, [/,
( GZ1) : ;
X , s 2.

/ (:). GZ1,
.
SPAC1
,

%1 = 0,1|''"1-|.

122

4.

,
,
.
, SPAC2.
SPAC2
{^} {^}.
,
.
SPAC2 .
SPAC2.
1. : , s.
2. [/ = ", ;
{^} U.
3. = {by}
by =J(x + su^ + su^) -J(x
ij G [1: n].

- syf + su^) -J(x + su^ - su^) + (x - su! - su^),

4. U:= UT, T ,
^ ,
5. {^}
; . s
3.
,
SPAC1.
, U
4.
{^}
, , = Uy.
/^
\
J(JJy) = 1{), ,
I" () = U^J'U. , ,
U^f'Uy
U.
^(U^J"U)T = U^J"U^, , [/j = f/,
Ui = UT.
4 .
SPAC2
SPAC1. -,
,
{^} ,

/" .

4.4.

123

[/, 4, .
SPAC1
; , {^}
:^, .
-, - s
, , , min| 8^Xf|,
. ,
jacobiy , .
SPAC2, 4
.
, ,
. SPAC1
[/= ,
.
SPAC1
, SPAC2.
SPAC2 , ,
SPAC1. , -, ,
SPAC2 , SPAC1,
X \ , ,
^. ,
SPAC2
, (4.15).
SPAC1 .
.

4.4.2.

{^}

{Jk}, ^,
/(:),
. ,

/ ()
/"(^) .
{*}, {Jk}y
. .
, , . ,

.

124

4.

f.(c)^I[/(^')-/(^'.c)]^-^min;

^^^^^

' =(;, x^,...,xi), c = (Ci, ,..., c^),m = + + \,N>m.

/(:, )
{,
\Xf ) \*

242

' ^^^ " . . . _4^

2
+ ^+1^2 + ^+2-^2^3 + + ^2-1^2^ +

(4.18)

.2
2

()= (^ jri^s,..., ^i^r, ,..., ^^,^i,..., :^,1), (4.18)

f (, ) = {, ) = '^,

Cj, ..., ^. , -
(4.17),

Y^Y;^c^J:y'(y'y<: = YsJ''=i:^y''
= (^\ /^, ..., ^) ,

N]

(4-19)
^ =(^);

J^ =

= (/1'---'/) , F(c) >

F''(c) = ^, YY^ .

(4.19).
,
.
[1], (
( F Y = lim (5 + V l ^ , S- , 5 > 0.
,
Yj;'c = Y,r

(4.20)

(6E + YJ,^)c = YJ\

(4.21)

5 - ^ 0 (4.20)
,

4.4.

7^~1

125

-> niin,

= iV (4.17).
, 8 = ,
(4.21)
8. 8 ,
.
8 = 0 (4.20) ;
, N < Y^^Y^ ,
N>m .

Pr''^JLy'iy'y +5 = ;.\ ^\'.

(4.22)

(
[26])
[-' +B''R-^BY' =-''[''

+R]-'BK,

[3], [20]

-[;-\ +'(' -Pr^i -.[('.^-\'.,.

, , ^~^ =\^
PQ^ = 8 PQ = 8~^.

(4.23)

+8, (4.22) ,

PQ^ . , ~^^
, , ~^
. , [63],
(9), ^(^^
. , , ^\
.
, (4.23) .
[.
(4.21)

^'=1/*.

(4.24)

Pr-'c'=tjky''+y'Jr=Pr'y-'+y'Jr-

(4.25)

Jfe=l

'' /(;i;).
y\y^^d" ^ (4.25),
\ ^-1 1

;'' = ;-^ + / -(''-'I

(4.26)

126

4.

(4.26)
' =c-'+PyUr-iy'fc"'l

(4.27)

(4.27) , d
, '^" ^ ^
/^ ^ ^ (^^)
/
(4.21) ,
(^- \^ -^ 1, (4.23).
, = N,
(4.23), (4.27), ,
(4.21). ^ = 0.
(4.24), (4.27), = 1.
, (4.24) ^ = PrJty^,
(4.21). (4.27) ^ = ^ + [Ji -(^^]-
\ ,
^ = 0.
cf, i e[i:n^/2-^n],
/"(^)> .
,
y\Jr,
, ^.
.
/,
.

,
. ,
,
.
,
,
.

. ,
, S, , ,
.
5 ,

(4.23). , ,

.

4.4.

127

[].
(4.18),
f^y'c,

(4.28)

,
/ *:

<^'-d'^^'^fl?y''^
Ik =

[ )

(4.29)

d (4.30),
*~\ ;

{ \

{\)

(4.29) d^
' (4.28), ( )
.
d^ = ^~\ , ,
.
(4.29)
(4.29), (4.30),

. , (4.29)

*, .

.
KACZM.
(

1. : ", 7?^/^ = + + 1 ,s }\

2
2
F:=J{x\d:=c;y':=^y{x)yF,:=F.
2. hi := 5, f [1: w].
3. J7= , ;
{^} U.
4. m := 1.
5. := : + hmU^; ^ := {)\ F^ -J(x).

128

4.

d = .
6.

a=d^ \ } ''y\F,:=F,;y'>:= '.

{,)
7. f i < f, hj^ := ;;^, f := f i 9,
8.
8. := - h^u^y h^^ := -O^Shj^.
9. := + 1. m < , 5, 10.
10. . ,
11; 4.
. q, [1: (w^ + w)/2],
G /'(^) 12. ^( f/= {w*},
G IFGU\ 4.
/(:).
GZ1, SPAC1, SPAC2.
5, 6
. , F^
.

4.5.



.

4.5.1.
,
,

/(:^) = v-^S9l(^>v=2,3,...,

(4.31)

^ (i?" -> )
. 2.8.1, (4.31)

4.5.

129

-,
.
(4.31) -:
^

= t<?r4x)^^,ie[tn].

(4.32)

, ,
, [44],
,
(pk ':

^(x)^<f>,(af) + (^^^^,x-x'\.

(4.33)

(4.33),
- ^ . ( v - l ) | : r ( x ) ^ % ^ ; v = 2,3....;;.i;.[l:4
oXiOXj

k=i

OXi

(4.34)

oxJ

- (4.34)

G(x) = (V - i)F' (x)diag [>' (x)]F(x) + Q(x),

(4.35)

F(x) mx/- - (() = [1 (), ..., (:)];

Gi () ^ (); Q(x) = ^ ^^ (^)1=1

/, ,
* (4.31) [19].
()
(4.34) .
SPAC5.
1. : , 5, v.
2. F = {/)}, fy = (pi(x + se^) - (pi(x - s^)\ f e [1: ];
; e [1: n].
3. = F^iag [' ]F.
4. ^ [/,
U^BU.
5. {^}, /,
( GZ1) (
SPAC1);
, s 2.

130

4.

s ,
SPAC1. , ,
() = [1 (), ..., (^)]'
SPAC1, SPAC5
.

4.5.2.


(1.16),
, :
'N,

N2

(4.36)

yvi[k], 2[] k; H[k]

. 0,5
. ,
, .
(4.36) (4.31) v = 2,
(Pk(x) = (x.y[k])-H[k];

(4.37)

x=(Xi,X2, ...,:);2 = ^1+N2; ^] = (/[^], ...,^Ar,i[^]'^i2[^]---^!^]) (4.37) , (4.33), (4.34)

.
{gy}
gij-i:yi[k]yj[k];ije[tn],

(4.38)

^ (4.36) ,
*
/() = G = {gy}, (4.38).
,
(4.36).
.
, (4.36)
.

Gx=b,

(4.39)

4.5.

131

. G=Y^Yy Y (NQ )
(4.40)

^]

... [^]

(4.39) [61],

, ,
.
(4.39)

:*

=[\\...,"]

(4.41)

1
/() = - {Gxj ) - Jtr) + , , \ Xi ,
() .

X*

=G''b=Udiag(X:')U''b,

(4.41) , :*
,
*.
:* (4.39), G,
, - gij
Sij = Z " N y ^ *

(4.42)

*=1

X_^i, ...,
A^i, ..., _^.
(4.39). .
[74]. | = 10^^:

J = 0^j;^X,{x,u'y-{b,x);b = (i;%i;i).
/ " : ^ =10^,.2 =^ =10"^,. =10^.
/*

132

4.

' =4-(1;-1;1;0); ' =-^(1;2;1;0);

V3
/
^=-^(1;0;-1;1);
^ =-i.(l;0;-l;-2); :' =(,0;,0);
/6
* = (33333; 13333; 10000; 6666,7); J(,x*) ^ -16667.
(4.41):
X* ^(';^;^;')(-,'[,')]
^(';^;^;')(0;

X-^^ku'');

^(,/');

,'{,'))^

10'{.^); 0 ; 1 0 ' ( 6 , w ' ) \

, *
^2
. , , ,
, ; /,
.

/ = -(,:)~(6,), =/", ,
- ^
X,2,X,4
^.
, ;

. , ,
(4.39).
(4.39)
,
** IGX* -bl
1* -:* ,
J(x*)- J{x*). ,
{) - - ?.
( ) *{) = .
. = 2 10"^, 5* = '*,
Z/' ( *) = 2 10"^, Z/ (5" *) = 10^ (:*) = 0.
. ,

X*. -

4.5.

133

(4.39).
^ [31]
(4.40)
/^'; V -; Z
-,, = i ^ j =, >0. *,
(4.36),
X* = Vz*, 2* = ^, GJ > 5; f* . Gj < 5 f * = , ? *
. d=U^h,h^
= ([1], ..., []. 5,
, ^^
^ = maxJA.,. |. 5, ,
.
, 8 z*
Gi < 5 ( , ) .

(4.31) .
, *
/ (:), G
.
/(;)
*.
. ,
(4.31) .

4.5.3.

, 1.3.2,

.
(3.20)
+ 03[^. ~^._,]^,

(4.43)

;=1

X = ( ,..., ) -R^; RGG^ ~

(. . 1.11); .
= ,
(4.43), , 4.5.2,
SPAC5.

134

4.

95:
2 . g(x) G ()
:
RGC bU - 0] + a v / [t N],

, J.I

(4.44)

(, - (,_^) -((0,^1 - ,), 1 < / < iV;

% = -(coj -coj), / = 1;
(-.,), / = ^.

^ = 1:-"')]-1)
Oi<f>bJ,rne [tN],
, y=i
= {(/^)
1 -1

1-1 2 - 1

- 1 2 ...

(4.45

... 2 - 1
0 ... 1 1

4.5.4.

,
,
.

.

, 4.5.3, .

4.5.5.

z(t, )
z(t,x)=f{t,z,x),z(to,x)=z\to<t<T,
(4.46)
Z - ; 2** ;
X - ; /
,
: X
. -

4.5.

/ ( = ( Z (t, \ t [to. ]

135

(4.47)

) = 05111 H(tj )zitj,x)-yitj )f,

(4.48)

(t) / ,
(/ < ); tj (j [1: |, N>n)
.
(4.48) , , (4.31)

J(x)=O^J:J:<pl(x),

(4.49)

^^ () = (h, (4), Z (tky )) - ys (tk); - ^- .

(4.49) , (4.34):
Cidx^

k^is^idXi

dXj

;fe=i5=i\

dXi

/ \

dXj

ij e[\:n\.
,
G () F(ty ) =
' -
Z { ) 4, [1: |.
F(tj )
(4.46), =

f (^Q,x) =0, ^ [^,]. z(t, )

(4.46). (4.51)
.
,
(4.48)
, (4.48).
.

Z (t, ) = (0[ (-XiO + [-^]], t^ = , = 2 (0),

{t) , (1) = (0,1), (2) =
= 0,5 (0,1). = (xi, 2)

136

4.

j(^)=T[^(tpX)-Zj]

;=1

2^. =z(tj,x*); ^^ = 1, ^2 =2;:^* = 1,2 =13 : = (0,1; 0,1),/(^) = 2,6006 (4.50) (

gi2 , )
dz(t^,x)

G(x) =

^
dz(t^yx) dz(t^yx)
^

dz(t2,x)
^
dz(t2,x)
^

dz(t2,x) dz(t^,x)
2

0X2

dz(t2jx)

'2 2
2 2

0X2

1
- G {)
: = :^ :).
SPAC5 .
,
, J (:),
X = (1,0001; 13000) J(x) = t5164 10-^^
s 0,01.

4.5.6.
:
,
.

= (^i, 2<, ..., //),
2 = (zj, 22,..., Zr) . z (to)
t = to (t) (
(t)) tQ<t<T,T>tQ.
1.2 ,
.

z{t)^f{U\z{to)

= x,t^<t<T,

(4.52)

f{t, 2)
,
. ,
zvLy
y{t) = H{t)zit),

(4.53)

H{t) /-,
. z{t) (4.52)

4.5.

1 3 7

^ (xi,..., ). ,, [1: ]

J{x) = Q5J:\Hit^)z{t^)-yit,)\\

(4.54)

<^idXj

k^xs^\\

dXi l \

8xj j

ij e\tn\.

F(Ux)^ =

F{t,~x) = ^^F{trx),F{tx)
at
oz

= E,

, 2 = 2(^,)
(4.52).

4.5.7.

.

i ( 0 = /(^,2,t;),2(/^o) = ^o.

(4.56)

V . ,
v = v (t, ) X = (jTi, 2, ..., x), t [to, 7],

(4.57)

.
/, v, ,

, 4.5.5. ,
.
(4.53)

J(x)^O^H(tj)z(tj,x)-y(tj)f,
>=1

(4.58)

138

4.

2 (tj, ) (4.56) .
G ()
(4.55), F(tyX)^)LJ-J. =

|f(a)=^^f(a)*^LJ_i_J.

(4.59)

4 . 5 . 8 .
.
^
yj<tjje[i:m]

(4.60)

2.8.2 .

/W=v"'Zexp[-vz,(x)]v = 1,2,3,...,

(4.61)

Zk () - (4.60).
(4.61) :

|^=-1[-,(;.)]%;
:
rsl

ife=l

dXidXj

^^

^^k ^ 2 * _ _ 5 z^

k=i

dXj dXj

(4.62)

(4.63)

. dXjdXj

Zk '

z,ix)^z,(,x')

(^^^,x-x'\

(4.63)
-^-LdXjdXj

^ v S e x p H 2 , ( x ) ] p - p - , V = 1,2,3,...;; ^ i, i e [i:n].
k=i

dXi

(4.64)

oXj

(4.63) , v (4.64),
, .


.

139

4.5.

4.5.9.

(,
)
(. (2.49)):

j(x)^P{y(x,^

<t} -^ max.

(4.65)

=
= (Xj, 2 ..., )
. , ^,
,
^ (, , ,
*. ^^,
(^
( )
J () , (t),

(4.65)
*. ,

.
-
^ (:, ^) ^.
, ^
, ,
. Xi ^,
.
(4.65) [8]
(:) = /.../('(;.,^^,

(4.66)

(^) , 1, ^
{, ^) < ty , ;
(^) 0. ,
(^) .
X (4.66)

(4.65). ,
{, ^)
'(,^) =

(2nyf{a^4R
1=1

ij^j^j^^^i-^i^-^j)
2R%

,
SI

S;

(4.67)

140

4.

(4.68)
,

1
^^ NRa^G^

'

I,

(4.69)

N -; i?, Ry
, ,
; , = ^.
^/; k ,
.
(4.68), (4.69) ,
(4.65)

(:).


.

4.5.10.

2.8, -
(4.60).
:
,
(4.60) .
-
Zj.
(2.51):
^;(^) =

itj

-yj(x))

(4.70)

-1

(4.70), 5,, ,
, (4.62), (4.63),
,
:
^

5V
dXidXj

= 2exp[~vz,(x)]5,

- ^ ;

.2 ^k(x)^k(x)

exp[-vZi(x)] v8

(4.71)

k=i

dX;

dX:

5-., 5V*(x)
dxidx:

+ 5:

(4.72)

4.5.

141

- yk
"
,{X) -y.ixf) + / ^ ^ .

X-^,

(4.73)

, (4.64):
^ = vY, ex^[-^z^{x)\
dXjdXj

dyt(x)dy,,(x)
dXj

k=i

v = 1,2,3

g-2

dxj

(4.74)

j>i,ie[tn]

v (4.74) .
(4.73), (4.74) .
yk(x)

^^-^, ^ dXj

(4.72).

4.5.11.



( )
. , [62],
:

) = -^),

(4.75)

ti{x) =

CiY{x";\Ci>Qr,a,^eE}]G,=\:,Xj>QJe[]:n\

, (
)
.
. (4.75)

.
(4.75),

/ = 1, f [1: ^ [60]. > ,
= ^- (w + 1), /(:)
[62].
^,

142

4.

.
[62], -
(4.75) -

. , ,
. ( -)
-
(4.75). , , ,
Xj = (/), :

h(.) = ; [(/^ )]"*'=: ,,

E'^ijyj

= <^'

= ~ti(y)\
(4.76)

= (/).
5^1

(4.76)
(4.77)
7=1
Q2

(4.78)
^^

(4.75),

, . ,
(4.75)
,. ,
(4.75)
.

.

4.5.12.

.

,
.
, . . , -

4.6.

143

. .
,
.
,
.

,

/(,) = 6(,)+,(2,),

(4.79)

1=1

( = [\ ^ jy R^^ ; : = .() =
= [:^ ^ ..., ? ,= [:,, w,, ^,]; i [1:^-1].
,

dx
^^^f[x{t\u(t\
tl t e [0, 71,^(0) = xi;
at
X(0 e i?", (t) e R'; Xf = x(ti), = it,)\ 0 = tt <t2< ... <tg= T, (4.80)
(4.79), , ,
.

(4.79) [26].


.
.
1.
.
2. R'^

, 5.
3.
, ,
.
, .

4.6.
1.
() ,

144

2.

3.

4.

5.

6.

7.

4.

( ),
.
( GZ1)
. GZ1
( , )
,
().


,
.
,
, ,
.
,
.


.


. 1,52
.
( SPAC1, SPAC2)

.

.

.
,

.
SPAC1-2
0,8 ,
.
SPAC1-2 .

:

;

;
;

4.6.

145

;
( );
;

;

;
.

,
, ( )
.
,


. ( ,
),

.

 5.

(. 2.7,
3.5.6). ,
,

.
,
. ,

, 3.5.6.
3
^
.

5.1. .


J{x)^min,xeR\JeC\R'').

(5.1)

j^''=j(^-Hk(Gk, h)g( hk R\

(5.2)

G^ =/''(ji^*);g(Jt*)=/4-^*)> ^ Gk.
, ^j^- { R"\ \\^\\<,^} ^
/()

5.1. .

f{x) = ^{G,x,x)-{bx)

+ c

147

(5.3)

Gk , .
, bk = , Cj^ = 0.
, detGj^ ^ , = * +2, * = G^^fc^,
/,(z) = / ( x * + 2 ) = l(G,2,z) + c,.

(5.4)

Cj^ = ^ -0,5/G^X*,JC*\
.
(5.2)
: /(),
/1(2). , /(:)
od'^^^j^-Hk(G,^

- bk).

(5.5)

2* = ^ - *, (5.5): 2^^^ = 2* - H^G^z^.

(5.2) /i.
^,
/(:*^^) </(:^)
\^^^ - ^\ ^^,
(5.3).
\{^)
II:*^^ - x^\C,k^ .
5.1. R^ (X) = 1 - (, h) X]X,h R^
(5.2), R^ (ki)
Gk ^ [72].
/
.
(X,, h) ,
H(Gy ) (5.2).
G
G=rdiag(?ii,X2, ...)?^'',
,
G, f(G)
() = rdiag (f (?ii). ^ ( ^ 2 ) . - , f ?^))?-^.
{G) , FQC)
^1, ^2, ..., -.
5.1.
/(;^*^')</(:*)

(5.6)

148

5.

Vx* " ,
\R(Xi)\>l,Xi<0;\R(Xi)\<UXi>0

(5.7)

.^, f [1: ], Gk. {^} ,

G^. , * ,
' = t ^ , * " ' , : ^ " =' -H,(Gh,)f'(x')

1=1

= (E-H,G,)x'

1=1

, *^* =^

^IMI^*-

^+i = ^,j^i? (X/).

1=1

fix')

= 0^^lXr,f(x''^)
1=1

= 0J5^l^X,=05t^lX,R4X,)
i=l

(5.8)

i=l

, (5.7) /(:*)
. . .
(5.7). i = /Q \R(\ ) | < 1, <^ < 0.
^ =w^. /(:*) = 0,5,^ </(*^*) = 0,5,^^,
(5.6).
(5.7). .
1. (5.6)
(5.7) , i = t'o,
^^ jt 9^ (5.7) .
2. (5.8)
/ , (5.7).
, ^, XI
Gk.
. i 1^, I".
2 | / ( * ) - / ( * ^ ) | = +^^^ Xp-R4X))]

+ '-^l\X-,\

[R\X-,)-l].

,
,
( (5.7)).
^ (,),

Rh(X)^Uh-^0,

(5.9)

^
||*^'-;*|| = 1^?,,)-1]'

(5.10)

5.1. .

149

, V^j^ G R^ hk^ \\^'^^ - ^\\<: C,k.

, hk

(5.3).
(5.10) h
(5.2):
^^^ (h) = * - hHkg(x^l h G [, 1].

(5.11)

II x^^^(h) -x^\\ = h\\ ^'^^ - *||, (5.8)

R (Xj) = (1 - ) + hR(Xiy , R (,)

1 7? (X/),
, (5.9).

.

.
,
(, ) , (5.2)
,
.
(5.3).
. 5.1;
, (5.7) .

. 5 . 1 .

150

5.

(5.2),

.

5.2.
(5.2)
.

5.2.1. ()

x^^^=x^-hg(x^lheR\

(5.12)

(. 5.2):
R(X)=1 -Xh.

(5.13)

Gk
[, ], m > , | = 1 ^ (5.9),

, , (5.7) |i?(X,)| < 1,

i [1: /],
\i^hXi\<iJe[i:n].
(5.14)
. 5.2. R (X)
X = , X [ 7? (X)

, > h<.
2

, =
, . ,

Gk
A,i>...>X_^>aK_,+i|>...>aK|, 1 ,
. :* Q, Q ,
, (5.10),

i^n-

\^1 J

C,k.

i-n-r+i

151

5.2.

. 5.2.

^ = (5.8) ,
. (5.12).
, < (5.13)
h. h

. h . /z,
| ,
^^^ Arg m\nj[x^ -hg {^)],

. , ,
, . 5.3.
?

/
/

/L

Aw /

/
/

'

. 5.3.

152

5.

3.3,

. .
/(JC)
:^. ,
{:*}, af^,
|| - :^|| < ^ , J (:)

f(x) = 0,5 {Gx, ) - (6, xl X (G) [-m, ].

(5.15)

Meiojx (5.12) (5.15)

x/'^^=j(/'-'h(Gx/'-b)

= Bx/'-^d,

(5.16)

meB = E-had=hb.
(5.16) k
,
*= '''' -^ =(^ -*-^) = ^' ~ x ' ) = B*/^

(5.17)

,
(5.17)
5:
"Jf-^max|X((B)|,)fe->oo.

1^1

(5.18)

, h (5.16) 2
(5.7), , h< .

i-hX X , ,
h<
\l-hM\<l]i-mh>i
,
max \Xi () I = max 11 - hX^ (G) | = 1 + mk
, k

ly"! ||<")||

1*11 '

= ^ s l + mA>l

(5.19)

5.2.

153

/(:) ^:

(^ -1)

(5.16) , \-

1 II

\^.
.
, , G [w, ] 2
(5.19) ^ = 1 - mh < 1 |(^) =
.
,

i - mh (5.16) h.
,
.

(")

|1-*

, \ik , / ()
Jt^, .

5.2.2.
- (3.29):

'''='-,[\

(5.20)

< ;^ < 1
(5.20)
R (X) = i-H(X,

hk)X= 1 - ^, X ^ 0.

(5.21)

hk= 1
, R(X) ^ VX ^ 0. ,
hk 1 - h^
X, < 0. hk =
. hk
. , -
.

154

5.

-,
, , 4.4, 4.5,
.

5.2.3.
, G^
[-, ], , ,
(. 5.4)
( + X)

(5.22)

(5.7) VA. [- ], h>m.

. 5.4.

(,/) = ^ ^ ~ ^ = ( / + )-\

(5.23)

.
(5.2) (5.23)
(5.24)
(. 2.5.3).

5.2.

155

. h
, hE + G (*)
II : *^^ + :* II < , .
(5.23) k

[A + GjAr* =-g*,A:r*=x*^'-A:^

(5.25)

^ ,
. /, ,
. , ,
h > max|s^n|| G^||, | m.inA,,.(G;t)||,

(5.26)

8 .
. (5.26)
,
Gk [72]
\dXi\<nk^z^^n\\Gk\\z^,
h>m (5.25) .
= -
, .
h
(5.25)
.
, hE + G^
cond(G;^). , , , R(-m) = 10
J ().
h. R =
=
= 10 h = .
^
^
( + ) (A-w)
0,9
^
X^^(hE + G J = -/72+ ^ = ~ >0. ^^^ (hE + Gk) = ^^ (Gk), ,
cond(hE-^Gk)=^'''^^^'\

\Ku.(G,)\
, , ,
(5.26) , / ,
\R (-m)| = 1, .

X, > 0.

, g* ^,
,

156

5.

/(*).
* r\(x'')\sJ(x')\

j^jj
-. |

II

.
.
g*
/(:).
, ,
, ,
. ,

. ,
/(;) (5.25)
, ,

,
.
, (5.25)
,
.


, 3.5.4.

5.3.

[49].
, .
,
(. 5.5)
R(X) = exp(-Xh),h>0,

(5.27)

(5.7) h.
(5.9),

Gk X.
(5.27)
. ,
(5.27) ,

157

5.3.

(-.) =
=
-7 =-7":
'^ =
^
^ ^) i + Xh {h' + X)
h
(5.22) /z =* '. , {-) = 1 -Xh,
(5.13). h
(-Xh) = . > > ,
.
-

//
//////////////

\'/1/,
. 5.5.

(5.2)
(,, ).
(X, ) = 1 - (X) = 1 - (-Xh).
^,
h

H(X,h) ^ X-^[l-exp(-Xh)] = jexp(-Xx)dx.

(5.28)

(, h) , (, h) = h.B
(-)
x'''=x'-H(Gk.hk)g(x');

(5.29)

(,)=|(-)^.

(5.30)

hk
(5.31)
hk.
-
.

158

5.

,
/().
, (5.29), (5.30)
,
[29],
.
-

( 2) ( 3) [49].
5.2.

1)

J(x)eC\R");

2) ^ = {*\ J(x*) = min/(ji:)} ;

3) 8 > Q 8 > , \\g(x) \\ > 5, ^ ^(*),
5(^) = <\1(, < | , 1( = min -;* ;
4)

x.y^R^

\\g{x +
y)-g{x)\\<l\\yll>0;
5) G {) [-, ], >

{*},
(5.29), (5.30),
limrf(;^X) = 0;
(5.32)
\imj{x^) =J(x*), k-^o:>.
(5.33)
.

\]{x(Q),y(Q))dQ < }|)||.|0)||^0

/^ =J{x% gk ^f{x^),

Gk =/'(-^*)

= (((;%*,^*)-|(*-/[*-(%*],(,.%*>

(5.34)

5.3.

159

p\\yf^(H(Gh)y,y)<R\\yf,

(5.35)

, i? ,
H{Gk, ).
(5.35)
.
1,)
X X = min-^^ ^,
^"0 {,)
|| || ^ || 51| || || || : | = J{x,x)
|||| = | ,^()|, ,,(),
i G [1: ] . /? :
h

= [()] = minf [-;()]t/, = [-,)]<^.

*
*
,
h

J (--) dx<\ exp [-X, (G)T] dx<\ () dx,

p > J (-) dx = M"^ [l - exp(-MA)];

0

R<\ () dx = M-* [exp(MA) - 1 ] ;

0

a=p^i?2 >M-'[l-exp(-MA)]

^[exp(MA)~l]'.

A = , > ^

^,

,
^^---^^
2^

(5.36)

(5.31), (5.34), (5.36)

-Jk.i^Jk

-'

- H{Gt,M-')g']

S a||g*|p.

(5.37)

, {J^
/(*), /^ + i -Jk->
^ -> 00. (5.37) ||g* f ^ a~^(Jk -Jt +1). ||g* || -^ 0 k-^oa.

160

5.

||g*|| > 5 Jt* 5(*), ,

^ S(X^) k>NjHy , (5.32).
^ ^ X*.
-7(-^^) = (g(-^*')^* -^*) ^' =^ +^ife(^:* -x'^XXk ^[] ,
g (*) = ,

^\\six'')-g(x')\\-\\x'

-'

\\<ld\x',X.y

(5.32) (5.33). .
1. , , , hk
(5.31), J[x^ -H(Gf^yh,^)g'']= min J[x^ -H(Gi^,h)g^]j
_

'

he[0,h]

A > 0 . , , (5.37)
, h^ ( ,
,
, h = ,
le(e-i)
^'
"^

,
1
, = ,

.
2. (5.32), (5.33)
(5.31) :

., =J[x' -H(Gh,)g'']^(l-y,)g'

+, " -H{Gh)g''l

^538)

0<<^<1
, (5.38)

- / ^IkUk - / [ ^ ' -H{G,^)g'])>y,Uk

-J[x'

'H{G,^)g'])

, (5.34), " / ^*||* f =^1* ' ^ ^^

, (5.37),
.
/(:)
.
5.3. :
1) ) G 2(");
2) X, G i?" ||/| < {G{x)y, ) < ||/|,
\\G{x +
y)^G{y)\\<L\\xlX>Q.L>Q,
(5.29)
(5.32), (5.33),

5.3.

^1,1,

161

^ - 1 L\\x' --*
^k+\

--*11 ^ V ^

'''-<'

[49].
, ,
-.

5 . 3 . 1 .

(5.30)

(G, 2/) = (G,h)[2E - GH (G, h)].

(5.39)

,
, , (5.39)
, .
(5.39) G~^
:
limH(G,h):=G-\h^oo.
; - ,

G. h
G
. (5.31).
,
, .
ho, , H(Gk, HQ)
:
H(GhJ = h,i:t^yl,
1=1
il

(5.40)

h (5-.39),
/[:* -H(Gi^, 2*^/^0)/^], ^ = 0,t....
, .
/ ^'^
(5.31)
hg = 2'^, ^ = , 1, .... , q
30-40. , /() G(x) > ,
h = +00, q = +00, (^^, h) = G^\
.
(5.39) H{Gk, h)

162

5.

q ,
,
.
(5.39)
,
(5.39) .
G > 0.
(5.39)
- GH(G, 2/?o) = [- GH(G, ho)]\
01
^" - GH(G, Ao)|| = || exp (-AQG) || = exp(-wAo), HQ =-^,

= min Xi (G), = max ,- (G), , \\ - GH (G, AQ ) || = ' ;

.
- GH(G, 2%) = ( - GH(G, ho)f

||-(,2^/)||<||-(,/)||''=-0,1.2^^|
q
|| - GH(G, 2^ho) \\ = 2"^ t
, ,
, -0,1-2'' =2"^ , , t = 28,
V
MJ

InflO^]
| = = 10^, , q = ^^
^- = 34. , ,

12
(5.39)
| .

!, /
q. q: q* - i, q*,
q* + i c . q*
^, k.
q* /.
k
/, ,
.
[^, h^^^,
(5.31) . (/) = / [ x * -H{Gf^yh)g^].
Amin = 2^'Ao, h^^ = 2^''^^hQ, = 2^'^^^, ,
(^min) > (^*) (^) > ^*)- q\ ,

5.3.

163

HQ HQ [HQ, Ah^], AQ
, h = 2^'hQ [Amin, ^max]-
(/) = (2^ AQ ) = 4'(Ao),
4^(Ao) .
Gk
,
4.4, 4.5. , . (4.14),
^
(4.15) G^ =
^g ==
, ^k = 25^> ~
*'

. , D^ ^
d^ ^ Gk g*
. -
, DkH d^ Gk
lAgK

p2/r

(,) =/(-)^ =p^2jexp(-G,p2T)%4 =p,-2 Jexp(-G,0^^

^lH{^lGh)

= H{Gh,),K

=fkh.

(5.41)

(5.41) (5.29)
^ ^^k _H(G^^h,)g'' =* -^ D . d^
(5.42)

k J

^' -2s.H(D^,h)d'',h

H(Dk,2h) =

H(Dk,h)[2E-DkH(Dk.h)l

h
J(x^'') = mmJ[x''^' -2SkH(Dk,h)d^].
(5.42)

.
RELEX.
1. ^ s.
2. := J(P;J :=J(X); xf := r.Ji \-J.
3. D = {} d = {d^^
> = (^ + 5^/ "^ ^^i) -J{x-

s^i + s^j) - J ( ^ *" - sCj) +J(x-

sCi - sej), (5.43)

164

5.

ij [1:];
di =J(x + sed -J(x - sci), i e [1: n], e, = (0, ..., 1, ..., 0);

(5.44)

= O'
l
:
--.

\\
4. ^ = 0. = ( ho)
H = Z^-jr^'
5. ^:=-

(5.45)

2sHd'Jt :=J{od)\ k:=k-\- 1.

6. Jt <Jh x^ := x\Ji :=/^.

7. ^>20, 8;
:= (2 - DH) 5;
8. ;
, ; := /,
/ :=// 3.
, 3 ^-= ^ G =J"{x) 1^\ = -|- , ,

11^11

, 5.2,
:
/[:*-(/)^*]<(^*).

(5.46)

, , (5.46) 1
le(e-V)
h^ < , > ^^
= 2,3/. ,
2
/ () , / = || G ||, =J"(x).
h^ < , = -:- 0,4 0,1 ' 2,3||G|| ||G||
4 ,
(5.46).
Sk , , * -- * " ^ ||
, 4.4. .

5.3.2.

-.

5.3.

165

;^"^=:^^-^^,*)^ = ^(^,

(5.47)

q (G) = - (Gy h) G, -, . ,

f(x) = ^{G,x,x).
Gk
{f(:x^)}.
/ () ^,
. , (5.47) Gk
G -^ dG ( k ),
, Gug
. dG ,
G:^ G,
g G .
.
, G
,>...>.

\-^ il ^... ^ W.

(5.48)

dG G dX i
du^ .
, 4.2, ,

-

1=1

j=n-r-\

{\ i [\:- ]}, {u\j [ - + 1, \)

G. G G + dG
,
.

f/'^Gf/= diag (Xi), U= (u\ u^ ..., u");

W^^iG + dG)W= diag(X-, + dXi), W= (w\ w\ ..., ^").

q(G) = - \^\^\02\^^ = - WD^W^^,

(5.49)

166

5.

= diag J exp((-Xj ~ dk^) ) dx

D2 = diag (Xi +dXi); D3 = D^D2.

, q(G) w^
Xi (q) = 1 - Xj (D^).

rn

f{x')=Q^lGx\x')^Q5l:^ji

J=l

KM

1=1

VM

hk

>^/(^) = l - ( ^ + A)Jexp((-?i, -^,.))/=((-^,. -/.,)/^).

(5.50)

/(:^ "^ ^) <f(:x^), 5.1,

\Xi(q)\<UXi>0;\Xi(q)\>UXi<0,

(5.51)

, dXi ,
:
sign (Xi) ^ sign (Xi + dXi)y

(5.52)

(5.51), , .
.
dG G .
(5.52) ,
^^. , sign (^) =
= sign (Xi + dXi)y \dXi\ < ^^ <, \1
, -:

5.4.

167

{^) < .

(5.53)

,
|
,
. (5.53) ,

.
|(*)<--
.
,
RELEX
. , ,
. , ,

. ,
,
- .

5.4.

,
.
,
3.5.4
. , - ,
,
( 1000)
.

().
, (5.2) ;
, .

,

:
yj (^, ^) < tjj e[\;q-

1]; ^ (^) < ^,,

(5.54)

^ ^^- ; ^ ^-
, q

168

5.

.
= [:\ ^, ..., ^]
(5.55)

w = Z^f
/=1

, 2.8.2,
(5.54)

J(x) = ^^. (\' ) -> min,

XER\

(5.56)

(5.56)
.
(5.56)
,
. (5.56)
.
(5.56)
.
1. (5.56) ,
.
2. (5.55) , ,
,
- ,
.
3.
.
/ ().
4. G(x) =J"(x) .
-' 1/q.
G(x) :
\Gn

,
^2q

^22

(^gi

^3^

^q2

G^3

Gy rii

, ^ G (),

169

5.4.

1=1

.
, , [12], [23].

5.4.1.

.
Xi (Gk) [-m, \, > 0.
5.1 ,
,
i? = 1 , = , [, ].
, X, < R () . ,
R (X)
Gk =f'(x^).
, R (X)
^ (X),
[65]:
, (X) = 1, 2 W = 2 (1 - 2); ,,,() = 2(1 - 2)) - ,_ i (X). (5.57)

Ps

.<; = .

|>s.3
1

-1

-0.2

\
^

:^ >
0,2

0,4

0,6

>
^ /

Su

0.8

. 5.6.

(^
5 = 3, 4, 5 5.6. (X)
, () = - 1,

(5.58)
^ 1=1

^*=1^"''.

170

5.

()\
- > 5 ^ 00 (, 1).
, G^
(, 1). G
G
g
--, g - - ^ .
\\G\\
"jGW
R (,) (X)
():=[1-()]/ = [1-^()//,
(5.59)
(5.2) (5.59) ,
k
. , ;
.

(5.59) , (X) i - 2,
R (X) 1 - 1 .
(X), ,
. :
'^' =' -(a,E + a,G, +...+ a,.,G,^-2)g^ =' -H{G,)g\

(5.60)

(5.60)
L. L
/().
, .

^ = , + ^-,..+ ,_{'-\ S ^, ...
(5.57)
(S + 1),,, = 25(1 -2), -{S- 1),., + 45;
, =0, =2, 5[2:1-1].

(5.61)

(5.61)
5+1

S+1

S+1

5 G [2:1-1]

,.,^x*^'[5 + l ] - x * = ^ ( - 2 G , ) e , - ^ 0 , . , - ^ g ^
5+1

5+ 1

5+1

Gj =0, 62 = - 2 g * , 5 e [ 2 : i - l ] .
* ^ '[5] 5- * * ' = * "^ '[I].

(5.62)

5.4.

171

, f{x)
/ (:) = ^ ^ ^ + \
- 2Gk 9^,
^
. (5.62)
|
Gk. {X > 0),
, G () .
/) = ^ , 5 S

(5.58) X.
7?^. R^ (X)
^ < - < (3^, |/^5(^)| < Ry
3
0,333
0,147
0,853
5,30

.
.

-)

...

4
0,272
0,092
0,908
10,0

5
0,250
0,061
0,939
16,0

6
0,239
0,044
0,956
23,3

7
0,233
0,033
0,967
32,0

8
0,230
0,025
0,975
42,0

(X < 0)
RXX)>I^R:(O)X.
{0)
(5.58).
/?^.(0) ,
:
; = , ; = -4; PU = 2; - 4s -PU; R[(0) = ^ .
^, ^ s> 8 ( X > 0)

, = i ^ , , = 1 - ; ;

(5.63)

RS < 0,22.

(5.63) :
LsmC,

, ^ [34]
,() = ( 0 = - ^ ,

^^414.

172

5.

(^) . 5.7. = /^,

sinx

( ^ ) = () = :

^
. 5.7. (5) = sin

Vf

. 5.8.

. 5.8. () = sin X X, = 4,4934, ^ = 2,5536,

(X;) ^ -0.2172 S -0,22. (,) = | (;)|

5.7 5.8

5.4.

173

(^) (4) ^ > ^,,

%^=1,= 6^23; (^^ ) = (^_ ) = 022.
,
: ()

^.i = 4l2ms^,p = 6,523,

. 6 3 2 3 1,63
- ^ ^ = - ^ ,

//\
(5.64)

>
|i?,(;i)| < 0,22.

(5.64) (5.63).
, (5.62),
.
,
(. 4.3.1). ,
,
- GkB .
RELCH.
1. ; / =J(x); i ,
(5.62) ( L . ).
2. g :=/(x), G \=J"{x)\ g := g/ ||G||, G := G/ ||G||; a : = 1.
3. (5.62) 9^^; ^\ = + Q^,
4. /^ -^Jipc^)- EcnnJ^ >/, 5, 6.
5. := , x^: = + 9^^ 4.
6. X := x^,J :=Jt 2.
. ,

. L (5.62)
, . (5.63)
L = 1
= 1,3 /, . L
0,23.
L ,
{Js}, Js^J{x^ + 0S) 5 -> . 5

174

5.

5.4.2.

(5.62)
(-). (
) -
[48].
,

f(x) = ^{Gx,x\G>0
= 0.
^ , [65]
/' = ( + ^ + 02^2 + ... + CkG^)x^ = Pk {G)x\
Pk(G) k- .
, Cj, ..., ^ ^ (G)
, /(^),
. , k-e
f(x^) ^ + F, V
, ", G V , ..., G V .

{^} G,
1=1

1=1

f(x') = UGx',x')=^ti,lP,\X,)K
2tt

(5.65)

1=1

1 =I^?,oP/(^,)^maxP/(X,)||xf.

(5.66)

Pk (X) ,
[, ],

175

5.4.

G ,

. _ +
2

-
2

^ [-1, 1J t^ =
, (
-
, = 0) 1. [7]
COS (^ arccos ^0)

^ (^^)'

Tk (t) - cos (k arccos t) .

max 71(^) =^

:max|r.(0|.

,
| , ( 0 | = 1,
-iut<i

I~

1^ = max | ^ (X) | = max ^ (t) =

[ ], ^ [-1,1].

i*= +

/ + I

\
/ + Vw I

\^JM - sm)

( VM - Vw

\ + 4m)

(^ > ^)
N*

i^. =

/ + 1.
VM - 4rn

= .

= 2 1/.

(5.67)

176

5.

(5.66) (5.67)

||*||<1,11

\\x'\\<2q'\\x'lk>koy

(5.68)

2
q = 1-=. ), . L^y ,

L

1.4

_
^

. *

> -^0

1-

(5.68) , | 1 .
,
, ,
.
Pk (,) (5.65) ,
^ <2, ..., ,
(f(x^) = 0).
, (5.68)
1
f(x) = - (GxyX) - {Gy ) +

x^-x'\\<2q^\\x^-x*\\y
X* ,
.
RELCH ,
L
| .

; , ,
. ,
,

.
, RELCH L = 1,3/,
, > , 0,23.

5.4.

17

1
/() = ~(:, )
G. /(:),
^ \\xf\\ < 0,23
CY RELCH :^ || ;^ || = 1.
xf ,
.
,
,
.
xf RELCH
/' ().
2^ /.
L = 1,3/[ (5.62),
/.
' , iV
:
1 = 2(7^=0,23,

-2,2
JV^ -. Inq
, 2 /(^). /
-^. /
Inq
RELCH ^ (|) = -2,2/ ( In q).
, | -> q () -> i * () -^ . ^
= 0,01 = 1000 :

100

1000

1500

10^

10^

"

1,0

3,4

4,0

11,0

35,0

, | =0^
RELCH 11 /
. , , , |
L (5.62).
9^ s.
.
/(:) = 200, ] = 1500, = 0,025. ,
/() 10'^
.
ty = 3-10"^ .
/() ty = 0,6 .
/ ' / " , -

178

5.

, t = 2ntf=A , if' = 2 = 20 . (5.62)

i = 1,3^ = 50.
- 2Gk 0^, = 3-10"^
. ^ /', / "
50-3-10"^ = 1,5 .
, '
II of II < 0,23 RELCH f = 20 .
, , ^ (1500) 20 = 1,3 .
RELCH . '
" \\ " \\ < 0,231| '\\, . . ,
{'"},
|| "^ \\ < d^ || ^ ||, d < 0,23
| .
RELCH

,
, <
0^ 0^^^.
.

/77777777777777777777777777777777'
. 5.9. : ^ z^ = ^,2 ^^ ^>?!^

-, ,
,
| <
. RELEX, RELCH
(, |) . 5.9. , ,
, ,

5.5. RELEX RELCH

179

RELEX. Ny
.
|
.

(5.39) (5.62).
( Xi<Q) . 5.10.

. 5.10. : 1 RELCH; 2 RELEX

, /(:)
{C^k ), |/| = 1
RELCH.

5.5. RELEX
RELCH
RELEX RELCH
, 4.3.1, 5.3.
,

(. 4.5). -
.
:
L
RELEX ,
. , , (. 1.3):


;

;

180

5.

;



.
,
RELEX,
.
2.
RELCH,
.
1.3

. ,
,
,
.

1 "^

/^{ \^

')

''-

1Y

q-^

^^^.'')

(^

-1

-1^^

<')

,(^0

. 5 . 1 1 .

,
RELCH, (
)
, .
. 5.11.

(. (5.54), (5.56)).

(),
. 1, ..., ^ - 1
, ^ q
, , ,
.

5.6.

181

5.6.


.

, , ,
. ,
, ^,
, | (. 5.12).

.
^

^^^''^^ ^ \ ^
""^^.^^ ^ ^
)

RELCH

^ ^ ^ " ^ > \
< s ^ ^

^^^^

'W

RELEX

. 5 . 1 2 ,

.

. ,

182

5,

.
,

. , ,

.
.
^,
,
RELCH.
,
. ,
,
.

.

5.7.
.
1.
,
, ,

. ,

.
2.
.

, ,
.
3. :
, , . ,

.
4. ,

, -, .
, - ,
,
napaiAerpa ,
.
, -
-

5.7.

183

.
5. - ( RELEX).
-,

: ( ), \ (
), 8^, ( ). RELEX
4

.
6.

.

.
,

.
. RELCH.
RELCH
().
,
RELCH
,
. ,
( 10 )
( 10^) , RELCH,
.
RELCH.
7. RELEX, RELCH
.

.

 6.

,

. (. 6.1)

() .
(. 6.2)
,
.
. -,
,

. -,
,
, ,
Boteppa (
1).

6 . 1 .
,
,
, .
,

. 43 (),

6.1.

185

f.-W,sW = / W = |

(..)

. . . [49]. ,

.

6.1.1.



^^-Dx
at

+b

(6.2)

f(x) = 0,5(Dx, :> - (6, :) + , : ", G R\

(6.3)

/(),

40 = 1 ,

^
exp(-X,(D)t) + ^tjexp(-X,(D)x)dx

1u\

(6.4)

^^, ^k

{^} k [1: ] ,
D,
D
,) > ... > X.XD) > \.. i(D)\ > ... > a\X(D)\, 1,

(6.5)

(6.3) ,
3.2.
(6.4) w', [1: - ],
{^}:

186

6.

{,/'> = ,

Pi .../ w m . 4
exp[--X,(D)ty-^[exp(^^^^
^(
'

-'^>tn.c ,/))

, ~ 1/<^-

.
, , / = (, w'),
:,(0
(,')=^]'(0)(^,'), 1[1:-].

(6.6)

, 3.2 ,
.
(6.6) (6.2)
.
6.1 ( ).
:
1) x(t) (6.2) );
2) D (6.5).
[1: ],
d'X:
^=0
df

(6.7)

(^ -> , 5 -> )

{x/u') = Xl\D){ku'),
D,
;ii(D).
. (6.2) 5 - 1
- - \ = - Cj,

; ='^,^ ^ (,..., 1,...,0) = (^/*)/*

(6.8)

j- . ^
. ^ {w*}:

4=1

6.1.

187

^^,
/"*.

/w*,i/'"\ = 1 = //*,/'"\=0 .
(6.8).

at

KiAY'-'[X,(A){'<x)

+ {u',b)].

^ = / + 1,..., , /
X,i(D),
^

= X](A)[{v\x} + X-XA){v\b)l

(6.9)

^-' = ^UjU^ D, Xi(D). ,

/

Dv' ="*
="**
=>^iZ";*"*
=VkM
*=1
k=i
(6.9) , (6.7) (s - 1)-
7- (, v^y
(6.6) z = 1.
/ /j", = 1,...,/, ,
, v^ ( ),
/. , , v^ ,
.
, ^ -^ Vy' G [1: w].

vyG[l:n],Vf e[l:/]:w;

^l^\u')--%

TO u^ = 0,1 [1: /], a , ^

. .
j
(6,7) .
,
/= 1.

188

6.

*=1

(6.9)
d'x

^ =
dV

X\(A)u][{u\x)^Xl'{u\b)].

, ^' wj ^ , (6.7)
. D -

0]

D= ,

(6.10)

[ N\
(6.7).
, , ,
df

=0

\ = 0. - - s

(6.8).
lis ^.

;=2

= {^^) + (-\) = ^^{'^]-'\{)[^

>2

+^^1^(^)[^(^)("^^>+("^*>].

^\,ri{A)[{u\x)

+ Xt{A){u\b)]

,) + (/ 6)] +

6.1.

189

, .
D (6.10),

.
(6.7)

.
S ; s = 2,3 (
5=1). ,
, v^ (6.9), ,
,
Xi, Z [1:72 ~ ]. 5,
,
_;.> a|A,_^i|, 1.
1. (6.6)
. ,
, ,1 ^2>
(6.8) . X-j = ,2
, s ^
<2. (6.5)
w\
2. }
D ,
D X i
}.
, ,
4.2, ^
, ^
, }
(6.6).
, ,
P^JiJiy yjn-r ^ [1* ^]>
(6.6) (6.7). ,
,
.

6.1.2. :


f{x) = 0,5 {Dx, X) - (6, ) +

(6.11)

190

6.

Xi(D) > GXi(D) > , 1, i [2: ].

(6.12)

,
,
.
(6.6) i = 1 ^
ul
^:
^*=i(2) =

Y,u]xj-X-\D){b,u')

2 \^,

2 > ) Xf^_^, Xj(,^j) Xjj ) .

(6.13)

/1(2):
= 03(/;^,z)-(J,z) + q.
6.2. (6.11), (6.14)
(6.12).
1) //' (//' > 0) * z
/, / i
X* =(2*, ..., z\_^yL{z*\ 4 ' ' d ) = [ i ^ ^ * X 2*],
z* = (*,..., x^.i, \^^,..., \);

(6.15)

2) D, //'

^ ( / / ' ) < ( n - l ) ( w + l)a-'^(D).

(6.16)

. / ' , //! , ,
(6.11) 6 = , = 0. 2 ?t /1(2)

0,5 (/"2, 2) = 0,5 (JDX, \

(6.17)

X = [ i ^ (2), 2].

(6.17) -
D > 0. //' > 0.
* / ( ) , , \ =
= I(2*),
1\*\^{

D-^b)={p-^u\ b) =

X-\D)[ku^).

191

6.1.

:* =[Lk(z), 2], 5= (:*,..., x^^.i, x^^i, ...,*).

(6.15) . , , 1 =z*.
Vx Gi?":/i(z) = / ( x * ) < / ( x ^ ) .
z': /^ (z') < /^ (5 ).

f([L, if ) , f ]) = /, (/ ) < / , ( ! ) = fix*),

*. , 2 =2*,
.
, , | > | , ie[2:w].
gij //'
4> D:
1

^1

^1^1

eij =^ = 4 ^ 1 ; ^ -7177^11^

(6.18)

ije[2:n].

4=.*^*(^>
*=1
//!

= wf \
X,(D) ==2
Xk-n-"*
]
=1

^*<^> '^[2:4

, Sp /,'!
f..k\
j=2

i=l

1+
2

^Z/f ^'

<n.

\^J

,
X, (/,") < 5p (/,") <(n+ l ) i X, (D) < (n + 1)( -1) a-'X,(D).
i=2

^,(/;')^ Via,") 2

;')=-(-.-)
= [(1(2), 2)] , (6.17)

(6.19)

192

6.

{Dx,x)_ {/,%) ^{1 = .

{,)

{z,z)-\-L^(z)

{z,z)

(Dx )
X(D) = min;i,(Z)) = m i n l - ^ ,

, ,
()<-

(6.20)

(6.19), (6.20)

(6.16).
,
/
/j .
(6.13). 6.1, .

6.1.3. :

- ( 1 < < - 1 )
.
()- D

X, (D) > ... >X.,(D) > I V , . ,(Z))| > ... ^ I X(Z))|,

fix) = 0,5 {Dx,x) - , ) + const

(6.22)

- ( )
3.
i [1: - ]
{,') = -^{,').

(6.23)

i = 1.
^ = argmax|i/] .

(6.24)

6.1.

193

, (6.23) -
(6.14)
/i(2) = 0,5{GkZa)-{d,z) + const, Gf = //'(), = (Xj,..., ^. ^^ ..., ^).

(6.25)

, ( k) -^ G^,
D k [i: ]
Gf ( - 1) ( - 1).
6.1. X R^:
k

^+ta,bf(b,

-X)-' =Za,b a, >0, b, ^ 0, bj > bj^, j e [ t ^ - 1 ] .

1=1

(6.26)

i=l

:
1. Xj (26) , + 1,
bji
b, < X,;bi < Xi < Vi; e [2: k]; X^^, < b^,

(6.27)

Xj=OJ [i: k -^ 1].

2. bi > , bk< ,
1 + 5)<>1, <b,(i-^s)Je[tk

+ l];

(6.28)

bi > , Z?y^ > ,

bk < X, <b,(l-^ 5), i [t kl Xk^, = 0;

(6.29)

bx <0j bk< 0, TO
bk(i-bs)<Xi <b^jG[2:k + ilX^ =0,

(6.30)

A k

f=i

3. bi > \bl i e [2: k], ,

H+s.-6f(6,-n)"'=i,z,
1=2

(6.31)

1=2

\lij\>\Xj^\,je[]:k].

(6.32)

. 1. 6,
ip(X) =

X+j;^a,bf(b,-Xr\
1=1

( X)
. (X) (6^, 6,- + i), f [1: ^ - 1],
(6i, +), (-00, bk) (6.27).

194

6.

2. (6.28)-(6.30) , X., ^

\b,,b,<0,
" , ( 1 + 5),, >0;

(6.33)
(6.34)

| 6 , , 6 , >0,
|&,(1 + 5),, <0.

(6.35)
(6.36)

,() = 2,^', -X-Y,ci,bf(b,

1=1

-X)'';

(6.37)

1=1
k

>2^ = ,a,- -^-bf Z ^ - ^ ) " ' ;

1=1
k

(6.38)

1=1
k

^(}-) = KY^a,-X-blY^a,{b,-'kr;
/=1

(6.39)

1=1

) = 2:,6, -X-Y,a,bf(b,

-Xy\

(6.40)

/^

2 -1 = Z / ( ^ - ^ ) + Z ^ f

r,2

^1^
X-b^

6f
X-bi

X> bi> 0 < , ^ < 0. 1, 2

(^1, + ) , (6.37), (6.38), - +.
, ^^, ^^ 1, 2,
2 - 9i >

(6.34) . (6.33) (6.27),

bk<0

VIA

bf

^1 1 ^ ^^^. b,-b,
,=1 ,^ - X bi - X

,(-,^) ^.^ =bf^(l + s)<X^^ =^^^<

< ^ i [tk]. (6.36). (6.35)
(6.27), ;^ + i = 0.

6.1.

195

3. . (6.37) (6.40),
4 --1 =a,b,+-f^=-^.

(6.41)

(^, ^ +1) i . [\:k- 1], (-, 6^), (ftj, +) ^ < , 4 < ,

, , 1, 4 -.
X G (, ) 4 - 1> , Xi >

, < (6.41)

(6.32) .
6.3. (6.22), (6.25). :
1. Gf
X,(Gf ) > ...> V.-,(Gf ) > n - ' a | x _ ( G f ) | > ... > n-'a|x.,(Gf )|;

(6.42)

^{^)<,,

(6.43)

Vr-i(Gf)>V.(^);

(6.44)

2. D vi Gf

\X^{D)\<\x,_,{G^)\<n\K,,^{D)\,ie[n-r

+ tn\,

(6.45)

3. Z) > , Gf > *, z /,/i

(6.15).
. k-n,
gy Gf dij D\
gii = dy -dj ^ -f, ^- + d^ - i ^ , i, j e [tn-i].

(6.46)

, , Vf: g, = 0, V/: g^ = 0.
G^ ( x )- G = {gj,}:

fGf Ol

G=

(6.47)

196

6.

f = T^GT, =
= [w\ ^ ..., /"] ,
D.
, F

f =

-
0

(^2

,)

(2

0
0

; , ^ R\ i [2: ].

, (6.46),
F:
=1

'^ \0,i4t jJJ

e[i:n].

: fy = > 1, > 1 i ]\ fij - Xi(D) / =j > 1.

i [2: ] :
1 "

(6.48)

(6.47) , G, , f
, Gf , , . ,
G^
F.
5 = (2, ..., <) . ,

[16], - 1 F,

a h '

h
diag(pi)

=
0
0
diag(y,)
h = (h^, ..., h^)
(6.48); cliag(pj) s; diag(yf) - s - i;
diag(Pj, ,)
Xi{D), i G [2: ].

6.1.

197

, k = - s - 1 Xf (F)
diag (^) Xj (D), i [2:]: ^^ (D), ..., ^^();
i^ G [2: ], 772 [1: ^], Xi (F)

Z =

h'
,/e[l:5].
h diag(p,)J

(6.49)

Z [63]
() = ( - / ) ( , -l)-thJYl^i
1=1

7=1

-^)-

(6-50)

i^j

t / (t < s). ^^ (D), ..., ^^ (D),

q^, ..,, q{.

(>.) = 0

(6.51)

[,(0)-]''-'.

(6.52)

1=1

, ^. (D) Z, ,
F qi- 1. (6.51)

1{[,{)-"^

(6.53)

1=1

Z
-^--[.)-^=0,

(6.54)

1=1

|? qi Aj, /.
(6.48)
()

;=2

, j ,
Xi (D), ^. (D), 772j.
, , - t - 1 = (/2 - 1 - 5) + (5 -
Xi(F)

198

6.

.--- ^% (D) - ^]"' = ,

(6.55)

cl = 4(<'

(6.56)

, F ,
{YJ} Z ( (6.53)
,
). , = (6.55),
1=1

(6.55)

^ + 1^(0)-]-'
/=1

=<),

(6.57)

^ Vi [1: ^], V^ [1: / - ^ -1]. , \^. (D) ^. {D) / j .

1, 2 ,
(6.57)
{^. (D)}, i G [i:t]y
, (6.45).
^. (Z)), / [1:^], /? Xi(D), i [i:n - ];
< < - + 1. Xi (6.57), (6.27),
, ,
, ,
;^ (D).
/[1:^]

'

, .
(6.57) ()
^- ^ ^ (D)

^-

I^. (D) I < I X_j.^^(D) |. t - (6.58),

, , , ,
t - {) (6.57). ,
(6.45) . t -
.

6.1.

199

, (6.28)-(6.30),
(6.58)
I ,. I < max I^. (D) 1 1 + cl

< max 1^. (D) 1,

(6.59)

(6.45).
(6.59). (6.56)
1

^rt(<f'

(6-60)

mi ^. ^. .
,
1 + < . 4u\rti<f
/=1

= ( i r ' ^.

(6-61)

1=1

}, ,
Wn \>-'
(6.61) (6.59).
(6.57) , ,^
, (6.44):

(6.42) . (6.43)
, (6.59), (6.57).
, *

(, ^) = Xi(Dy\b, %
X*

x' = [h(y'),y'l
* * ^- .
* = z* (6.15)
6.2. .

200

6.

6.1.4.
() ,
,

[49]. . . .
.
,
(, ), ,
/ (^) {od},
. , ,
( ) / (:) ^
, = /(X' ) + 5^ / ( ' ) = (1 + 8^ ) (:" ),
5j (),
, .

,

f{x) = 0,5 (Dx, ) - , ) + const,

(6.62)

D { )-, b - .
, ,
D b *

Dx = b,

(6.63)

.
(6.62) ,
k (D) 1 (6.63)
*. k{D)>-,
8
8
(8 = 8), (6.62)
- D
.

. *, b {/'}
D:

X* =,./^ = ,"'-

6.1.

201

(6.63)
1=1

i=l

X, (D) D.

. = - E i _ ; x ' = y - A _ ' ; _^1_=_X:2(D)PM';

{dx*yu'\

/*,/

= A,.

A/ = \dXi/Xi\ -
D.
, (6.63)

,
\
, k (D) ,

Ad. .

||D||^=maxt|^,|.

\\D\\ = max\XXD)\ = A^
i

[65]:

|z)|,<V;^||z?| = v;^A^.
, , Ap<\\D ||i,
IIDII = ^ < f \d,j I < /^^.

(6.64)

:
1.
.
2. 6

= D - D D,
3.
( ,

202

6.

,
).
; [63],
D, D
,
.
, D
.
L
I-e!
, I 8 I i, I >
\.L-z
L

:

h
h

D :
X,(JD) = 2 i - e ^ 2 i ;
2() = 8.

/z, Z) +

X,(D + n) = X,(D)-hh^2L-hh;
X2(D-{-n) = X2(D) + h^e-\-k
h ,
X-i ( + ) = X^i (D), L, >w2 (D + )
,2 (D), , h = -,
, ,
.
.

la^yl <|?^ 1.
, (6.64), (. 3.5.1 [39])
~^ < I d. I < )

(6.65)

I d:: I < , < | ?,, [

(6.66)

, D
5,
= (). (6.65) 5,

6.1.

203

^- < max I .. I < .

(6.66) :
max \pi: I < < max I

5

^ < <w5A^j.

,
D,
- - ^ ^ , < ^^.
n\X,(D)\
\X,(D)\
(6.67),

(6.67)
,

, 'ki(D)
Adij. ,

A^|:^,(D)|,
.
, D
,
, , ,
*.

.
[49] ,
; 8
/ () ,
. .

{} (6.63).
, (6.63) k (D) ,
* ,
D .
, b
*
*, .
- ,
.
*,

204

6.

Dub.
,

, i?".
(6.63)
^ = ?

(6.68)

^ . (6.68)

.
, -, ,

^* . -,
d D
J{od)y ()
, , ^.
D b Bud.
d D 6 (
X ^ ), , D b
* ,
()
{:'}.
.
.
/(,)= +^ + 2 ^ +^2 -4^1 -5^2

(6.69)

= (, Pi, ..., ) .
, /
*
y(M*) = min/(p,x).

(6.70)

, /

7(x') = (U8^)/(x'),
5 .
, ,
,
,
.
, /()

.

6.1.

205

, , :
= 11U Pi = 989, 2 = 984, =251, 4 = 1978, = 984.

(6.71)

,
jt* =(1,0), , ^ * ) = 122,0.

(6.72)

,
(6.71).

().
. 6.1 1)-
^ ; , ,
Ji , .
6.1

//

-1

-1

6300

6297

-1

+1

2400

2361

+1

-1

370

373

+1

+1

370

373

-1

2300

2346

1100

1111

^() = [.')-7,] ,
,

=1100, Pi = 1035, 2 = 975, =225, 4 = 1990, = 975.
(6.73)
(6.71), , ^ 2-3- ,
.
, , ,
. *
(6.73)
dXi

206

6.

: * = (2,9; ~4,0), 7(,*) = 231,0

(6,72). /().
(6.69) (6.71)
=0,5(/),:)-<6,) + ,

(6.74)

D=

1978 984
,6 =(1978, 984), = 1111.
984 502

D
,, =2470, ,2 =10.

=-|(1;03),^=-|(0;-1).
(6.74) . 6.1.
^. ,
(6.73).

. 6 . 1 .

*
*.
.
(6.73)
X*,

6.1.

207

^ = 0,968 - 0,469x2 ^ 1 - 0,5^2

(6.75)

. (6.75)
(6.7).
, ^

Ji(C,X2 ) = CQ + ^2 + ^2^2.

(6.76)

2 (6.75).
,
Cj.

1 =0,1 :=%1 =-i

(6.77)

(6.76) (6.77)
xj (6.75).
, . 6.2,
( . 6.1).
6.2

Ji

Ji

1
2
3

0,968

120

123

0,499

1
-1

130
130

128,25

1,437

131,51

/ . 6.2
.
,
.

=120, q =0, 2 =10
^ =0 J(c,X2 ).
(6.75)
Xi* =0,968-0,469^2 =0,968.
,
f * = (0,968; 0), P,f *) = 12564,
.
*,
, . .

208

6.

6.1.5.
J () ^ (/?") .
,
/(:) / (/),

1()=^).

(6.78)

/(z/) , 1()
= 0:
f(y) = 0.5{Ay,y)-{d,y)-^c,

(6.79)

=() = ^) = );
(6.2) (6.79)

{) = ['(){1).

(6.80)

(6.80) d
,
.
:
dt'

^^^-.

(6.81)

k.

.
.
0. :

1. -
^~^ :

6.1.

209

g'-'=/',.,(0).G^., =/;.,(0).
2. ^ G/_ i
^' ^;
^/:=argmax|M^'M.
3. (6.80) ^

'-'=([-'

'-,1-

';:

=L'(y')^-(u'^r

J^ki,

(6.82)

^^(<['\ ..., y[~'-v [% - ) = (^i / )' ^/=^^ - I 4.

//(t/')=//-,([4(t/'),y']),
TAe[L,,iy'),y']^(,y\

y[,.v L\y'),

[,,..., 1,).

5. I:- 1-^ 1. 1<- , 1, 6.

6.

K-riy"-' ),"-' = (1/

vZr)'"-

= '-

1.'-')

= 1{) = <

=['),'\,
'=[{'),'1

""^=[.'"')'""1
( 6.3, / _ ^
1 ,
/).
7. z/''"'^
\ : = + ^ 0.
,
.
.

210

6.

1. ,

.
,


.
2.
( )

.
3.
, ,
, . ,
/_;. {^~^)
(,
RELEX),
.
, ,
,
(
) .
,
-
, (, RELEX, SPAC1,
SPAC5, ),

.

. ^


.

6.2.


6 . 2 . 1 .

/(:)- min, Z) 7?" ={:|; =(^i, Xj,..., :)},/:" -> / C^(/?"). (6.83)

6.2.

211

,
, D = /?". ,

Ui < Xj <bi

Xi>Q

/^
^ = bi + (,. - hi) sin^ ^ ,- =yf.
J(x).
. 2, ' = + 2
, d
( , d = 0),
/=/(')-7()<8/,

(6.84)

8/
J ().
(
d = 0) .
/()
, .

; , , ,
, .
,
, ,
^ .
. 6.2, .
1 ,
2, Xi,
, , 2,
Xi. 2
5/ !.
. 6.2, , ^ = |Li2
, .
,

(6.83). . 6.2
[, d], , -

212

6.

, Xi, ^2 .
5/ , , .
^2 ^

. 6.2. :

^, 2

,
(6.83) {^ .., ^^}
. ,
.
.
,
(6.83)
/().
, , ,

.
/() ,


J(x) ^ 0,5(, ) - (bj ) + const.

(6.85)

=/) ~ (^)-
, b R",
:)
,
Xi ^ 2 ^ ... > X _;. , _^1 > ... > - .

. , X_H-I, ..., ,

. [63], -

6.2.

213

Mj, 2, , ,
{/\ ..., "~^} {^'^^ ..., ") .

.
.
z ^'^^..., w",
2, || f(x) ||
X._^i, ...,
^, . , z = vc,
V = [^'^^..., w"] >\ = (ci,..., ;.)
, || ^ || < 5.
5 (6.84).
, .
. , ,
. ,
, .
. ,

. , ,
, ,


.
(6.85)
/ = (/(),;) + 0,5(;,1;)=03(;,;)=03

cl^X,J'{\x)

= Q,{&M)

i=n-r+l

| X. J < , i [ - -^- 1: w], ) J < 0,5 || ^ || < 5/,

| | c f = t c f <8^5 = ^ .
j=l

(6.87)

,
.
(6.67)

\dXi\< ^^ ^
; dki f-ro
. > ^^^


\\<,^

(6.88)

214

6.

,
,
. ,
,
5 = 25//,
||||,
' - . ,
8/ (
, d),
,
, .
.
>.i/2
^^ .
,
.

,
,
yc=fj^d-\i

(6.89)

|| ||.
- . , , = 50, = 25
10^"^ , 25
.

, .
, ,
, -
.

6.2.2. 1
||||
(6.89)
/ G /?"
\\, ...-.

.
V = {Vy}, / = {/},
.
(6.89)

6.2.

<, ) = t,

215

(6.90)

W , = (ci, ..., Cj).

, ,
(6.90) q = tWi/\\w\\^,
[1: ], .
q , ,
, ^.
^ ,
^2l/l +^22^2 + + ^2^ ^ '
< l / l + ^ n 2 C 2 +_"--^<rCr

(6.91)

=fn^

rji^v[,=^,v\f=v^-'^^Je\2:n\Je\2:r].
(6.91), , (6.90)
(Wyc) = i, =(2,..., ^). , Cj =^(02,..., ^), Cj =

. 2 =
= 1,2 (^> > 0> 2 .
^.
,
, .

.
,
Cj, ..., Cj^, ^ < ,
1^+1 + + ^ = 4> ^ = , , ,
. [56]. ,
v
,
v .
, , , ( v) <k <,.
.
,
Cj , .
/(:)
,
-

216

6.

(6.83)
.
, .

.
.
1. / (:)
D = R^y = -(10, 10, 10, 10),J() = 1,621-10"^
5/ = 10"^
. (6.83)
8^ =

. /"(^)
: ^ = 143,12; ^2 = 87,633; = 4,141-10-^; ^ = -3,713.10-^
(6.88), = 10"^, -, ^
(>.4 ). ^ ^^
v^y v^ :
v^ = 10-41,400280; 5,601120; 7,001400; 4,200840)"^;
v^ = 1-4- 8,980265; 1,796053; -1,796053; 3,592106)'^.
= 2,
. (6.89) Cj,
2 di =
c{o^^C2V^=iQ{\-y 1; 1; 1)^.

(6.92)

, ,
II ^/11 ^ I I = U1/11^ II -^ (6.92).
II. Ill = 1,100257; II II2 = 1,700091; || || = 1,383489; || II4 = 1,809224,

1,400280 .10-^1 - 8,980265'10-^2 = 10.
L{.
2 = 1,559285 lO-^Cj - 11,13552.

(6.93)

(6.93) 2-4 (6.92),

5,881175ci = 120,0;
6,721344ci = 80,0;
4,76095 Ici = 140,0.
(6.93) ^ (6.94)
ci = 20,40408, 2 = -7,953943;

(6.94)

6.2.

Ci = 11,90238, 2 = -9,279600;

217
(6.95)

ci = 29,40588, ^ = -6,550306.
|[ || (6.95),
(6.92).
, |ii, .
jn'
' =|1 + c^v" + C2V^ = -10(1; 1; 1; 1)'^ + 11,90238-10-41,400280; 5.601120;
7,001400; 4,200840)'^ - 9,27960010-4-8,980265; 1,796053; -1,79053; 3,592106)'^ =
^ (0,0; -5,00; 0,0; -8,33)^.
, (6.87),
A/ = /(^l')-/()<|||cfa<2.10-^
(6.84) . .
,
5/.

-
G7

4 14

-
G4

. 6.3.

2. . 6.3 ARC- RC-,

[33].
() =

l + O.Olp + p"'
.

) = ' + / / + ( -1)' + ( -1)' + ( -1)^ + ( -1)',

(6.96)

:=(:1, ...,^15);^ = (^1 ? ^ ..., , ); /,. =:^f, [1:15];/(:) -

,

218

6.

()

fx+fiP+fzP^

(6.96) :
VH = 0,7240029-10"^; = 0,2704296-'^; = 0,2324280-10;
4 = 0,2430573-10"^; = 0,7020994-10"^; ^ = 0,4297312;
= 0,1366784-10-^; 8 = 0,8707104; = 0,4076001;
= 0,4429756-10-''; ,, = 0,7618611; ,2 = 0,1217431-10-";
13 = 0,1281024-10-'; ,4 = 0,3692824-10-^; 15 = 0,1507476-10

{)

0,4754518 10-" -f 03167886- IQ-" +1,000001^^

1,000004 + 0,01000007 + 1,000002^

"()
.1 = 0,4238-10^; >.2 = 0,5342-10^; = 0,230-10^;
^4 = 0,570-10; ^5 = 0,167; ^ = -0,795-10-";
,7 = 0,192-10-^; Xs = 0,238-10"^; = 0,220-10"^;
= 0,45210-^; = -0,189-10-"; ^ = 0,585-10-'^
.1 = 0,616-10-'3;.14 = .,5 = 0.
XQ - 15 ,
10 .
> . - . His-
(6.96) 5-
(. 6.4): G^ = 25,301;
Ge = 0,039525; Cj = 0,63571; 4 = 1,5715; k = 1,0019;

. 6.4. ,

6.2.

{) =

219

. .^-2

1,000003 + 0,9999997 10"' + 0,9990286'

^
-
().

6.2.3.

()
[35].
( /)- k < min (, )
- . /z- *,
.
=.

. , , ,
= = 6, ( 1)-,
W - 1 , ( - 1)- .

Xi || - b ||.
1.

. k ^ [\: ]
4 k , ^^ ,
k /, i 4,
, k
. ,
6.2.2,
)^-\\

(6.97)

, (6.89),
k V^ G [1: w]
.
.
. ^ k= i
. 7 . ,
, /^. T^^+i
/^ ^{j} ^Ik, j ^ [^])>
p^^i
6.2.2 .

220

6.

. [35] = 6, (15 5)- b

. 6.3. ,
0,5-10"^ 0,5 10""^ ,
( )- k
A = USV'^,
( )-; V ( )-;
^ =te>}~ ( ^)-, Sy = j \
[1: ] 5^ > , [1: ^] 8 > 0. 5
.
6.3. [:]

-0,13405547
-0,10379475
-0,08779597
0,02058554
-0,03248093
0,05967662
0,06712457
0,08687186
0,02149662
0,06687407
0,15879069
0,17642887
0,11414080
0,07846038
0,10803175

-0,20162827
-0,15766336
-0,12883867
0,00335331
-0,01876799
0,06667714
0,07352437
0,09368296
0,06222662
0,10344506
0,18088339
0,20361830
0,17259611
0,14669563
0,16994623

-0,16930778
-0,13346256
-0,10683007
-0,01641270
0,00410639
0,04352153
0,04489770
0,05672327
0,07213486
0,09153849
0,11540692
0,13057860
0,14816471
0,14365800
0,14971519

-0,18971990
-0,14848550
-0,12011796
0,00078606
-0,01405894
0,05740438
0,06471862
0,08141043
0,06200069
0,09508223
0,16160727
0,18385729
0,16007466
0,14003842
0,15885312

-0,17387234
-0,13597690
-0,10932972
0,00271659
-0,01384391
0,05024962
0,05876455
0,07302320
0,05570931
0,08393667
0,14796479
0,17005549
0,14374096
0,12571177
0,14301547

-0,4361
-0,3437
-0,2657
-0,0392
0,0193
0,0747
0,0935
0,1079
0,1930
0,2058
0,2606
0,3142
0,3529
0,3615
0,3647

, ( )- ^

A''A=VDV^,

(6.98)

D = {djj} ( )-,
^ d^ =5,^, i [1:]; V ^.
. 6.3:
[3742 -7526 3382 -1981 -3741]
5196 -636 2301 6349 5195
1 0 ' F = 4123 6510 4741 -1067 -4123,
4796 689 -2493 -6877 4797
4359 302 -7388 2707 -4359
5ii = 1,00000; 522 = 0,1000; 533 = 0,0100; 544 = 0,9997 - 05; 555 = 0,9904 - 07.

6.2.

221

/'(^) = ^^^^ /() (6.97),

,(^) = 5,^/6 [1:5]

, , cond (^) = 10^^.
.
,
, . 6.4, ,
, 0,001.
, ,
6.2.2 .
6.4

1
2

2,46
1,92

3
4
5

2,42
2,09
2,30
5,09
2,72
4,53

1,2
1,3
1,4

0,40
0,22
0,07
0,19
0,19
0,039
0,052
0,023

1,5
2,3
2,4
2,5
3,4
3,5
4,5

5,07
3,03
20,27
17,06
3,07
2,97
17,05

0,001
0,053
0,030
0,128
0,056
0,058
0,175

. . 6.4 ,
^^'-' '^ , /,/ ...,
(^^\
, 0,07.
)('3>.)(2.)_^(,4) ,^(3,5)
(g99)
^^' ^^ (6.99)
II - \\. ^^'^^
0,052, 52 , 0,001,
^^' ^\
, , 6.2.2,

(6.98), , , .
,
Xi (^), i = 3, 4, 5. V,
\ ^, V^,
V^ = 10-^-(3382; 2301; 4741; -2493; -7388);

222

6.

2 = 10-4.(-1981; 6349; -1067; -6877; 2707);

V^ = 10-^(-3741; 5195; -4123; 4797; -4359),
(6.89)
CiV^^C2F^ + C3V^=/,

(6.100)

/ = (2,4857328; 0,52913252; 0,18414114; -1,6156794; -3,4547871),/= -, \

[35] ( 5
).
, 6.2.2, || ||i =
= 4,587709; || = 0,6210388; || || = 0,2889410; || II4 = 1,847010; || = 3,840756.
,
0,4741ci - 0,10672 - 0,4123 = 0,18414114,

, =0,2250582 +0,8696477 +0,18414114 = ii(c2,C3).

Ci (6.100),
:
(1) -0,12198532 - 7,998515 iQ-% = 2,423456
(2) 0,6868582 + 0,7196059 = 0,4867616;

.g ^^^

(4) -0,74380692 + 0,2628968 = -1,569773;

(5) 0,10442712 - 1,078395 = -3,318743.

(1): 2 = -13,89348; = -9,109885; ^ = ^^, ^) = -10,86508; || , = 19,85116

( 2, ^ (6.83)
(6.101));
(2): 2 = 0,3378435; ^ = 0,3540399; , = 0,5680655; || = 0,7497872;
(4): 2 = 1,876087; = -0,6630985; Ci = 2,970736 '^; ||. |^ = 1,990046;
(5): 2 = -0,2952416; = 3,048893; ^ = 2,769158; || = 4,129304.
, (2) (6.101):
0,68668582 + 0,7196059 = 0,4867616.
:
=-0,9542525 + 0,676428=12 (Cj).
(1), (4), (5) (6.101),

6.3.

223

(1): 2 = -54,26191; = izfe) = 52,45599; q = Ii(c2, ) = 33,59029; || || = 82,60927;

(4): 2 = 1,756956; ^ = -1,000151; q = -0,2902209; || || = 2,042406;
(5): 2 = -2,284352; = 2,856276; Cj = 2,153983; || || = 4,244551.
|| || (4); ,
1- 5- (6.100),
|LII, \. ,
, jij, \^ ,
. .

6.3.
()
,
^

.


.
, ( - 1)- .

.

.

,
,
.
,
.
.
.

. ,
,
,
() .
,
, ,
, .
, .

224

6.

, ( )
.

.

. , ,
.

.

,
.

,
,
,
,
, 1- (
), .

 7.

. ,
,
,
.
- ,
. , 7.4.2

,
.
,
:
;
;
;

;

;
Q ^
;

. .
,
- , -

226

7.

.

, .
,


.

7 . 1 .


(. 1.3.6)
(*(^) * (^)
,
. ,
)#(^) (o(x,t),
,
.
= ( ^2,..., :)
* ( (:,^) t [0, ].

(o(t) = , ^ - 00,
[52].
,
t <
\/t>T:\ (^)I < | (^)|, G (0,05; 0,1).
co(x,^),
, [32]

(, = 2 ^^ (^1 ^) (Ai ^^^ ^ "^ sin ,^),

X = (,..., ,1, 2,..., ,2, aj ,..., ,, ,..., ,); ,- <0, i [IT].
#() (o(Xyt)
, ,

(. 2.8.1).
[72].
(, t) = 1
*(*

227

7.1.

ti
(tt

*
ti

0,5

-0,998134

-0,747134

0,357866

-0,406134

2,5

0,197866

0,355866

0,247866

4,5
0,115866

5,5

-0,006134

-0,0691941

3,5

0,403866

1,5

-0,096134

-0,144134

(*(^) . 7.1.
:' = ( ' ^v ) = (-t005; 0,06105; -0296; 0,9355).
. 7.2
Ao(0=co*(0-co(:^0;max|Ao(0|=0,686610"^

f,

. 7 . 1 .
0.011

. 7.2. * (t) - (^^, t)

7W = Z ^,)-(,^,)]',

(7.1)

(t) = {^t){^ cos x^t + 2 sin4^).

^ <Q ^ =/,,
f = 12, 4; 3 = -/3. /
/,, .
^ .
SPAC1 ^
* = (-0,99819; 0,061221; 0,53821; 0,93544),

228

7.

* =(-0,99819; 0,061221;-0,28967; 0,93544).

. 7.3 *(^) = a)*(t)-(*,^).
maxI A^(t) I = 0,5 10"^ 14 .
90 / ().
0.01]
0.0
-0,01

1 2

t,c

. 7.3. * (f) - (*, t)

, GZ1.
- (7.1)

/ i ( ^ ) = i{[.(i,)-(Ar,f,)]lO^}'.

(7.2)

1=1

10^
; ,
.
(7.2) SPAC1 *=
= (-0,99796; 0,061193;-028950; 0,93546)
0,38-10"^, [32],

. (7.1) (7.2)
18
.
300 (300
).
,
,
( ,
),
.

SPAC5
.
.

7.2. -

229

7.2.
-
()

.
, (. 2.6.1).

,
: , . .

- ,
.

-
, , ,
, , . .
,
- ,
, ,
. , ,
,
- -
.
[37]

- .
-
[36]
1

W{pJ) =

(/l ^flP+hP^

-^/^)(/5^/-^/7'

+1)

.
IW (, / ) | [,..., 600]
0,7<|W^(ico,/)|<l.
=600 , |W| =0,707 0,007, = 1200 | W | < 0,005.
- ( ),
. 7.4.
/,
^ = / -*
- /1/4 > 0; = / - > , :

230

7.

<10;Q2

Tbfl^fJ. <10.

(7.3)

0,005
600

1200

)/2,

. 7.4. -

(7.3) ,
, ,
. ,
/, >0, ^ <0 ^0 (7.3)
. (7.3)
.
f (/,(0)^1 > , / ) | = - ^

1=(/1-/0^)^+^(-)^)^;
=(/5 -^)^ +0)2 ( -/80^)^;/=(,...,/8).

(7.4)

,
^. ,
f
, . ,
COQ =10^. Q =.

= COQQ (7.4),

2 =(/5 -'<4)'

+("/

-^'(4fsf-

/ /, = /?,
:

7.2. -

C2 ={xl -Q^x^)^

-\-(1

231

-n^xl)^;

jkT = (Xj, X2,..., ^fg)

3

-
.
(.,)=
, Cj, 2 (7.5) Q G [Qi,Q2] ^1 =0, Q2 =~~~ ^ =0,377,
(, Q) = 035 0,15. , (:, Q) = 0,707 0,007
Q = 0,377; (, ) < 0,005 Q = 0,754
/
(7.3).

. ,

35

) = 2][(, 10-'-0,85]2 +500[(, 0,377)-0,707]2 +

.j - .

+10'[(,0,754)]2
.

0,15 ^ = 0,007 ^ = 0,005 ^. = t
^

0,007'

0,005'

J () GZ1
S = 0,1 ,
(7.3): /, ^ 1; " = 10"'; " = 10"^; / / = "; = 1; " = "'; " =
= 10"^; fg = 10"^, , :,:
Xi

- X2

~"

-- X

- XQ ~"

- If X

-" X

- \JyLm

\^ I .

X, (7.3),
: = 10^ > / ( x ^ ) = 2-10^,
.
A4Xi (7.8)
. 7.5.

232

7.

0,7536
. 7.5.

1350 J{x)
Xi = 0,84394; 2 =2,2411; ^ = 4,0624; ^ =-1,5526;
= 1,2995; = 1,2618; ^7 =55938; ^ =-0,73217,

(7.9)

/ = 0,3855; Q^ = 0,72; Q2 =3084

/i =0,71223;/2 =0,50227-10"';/ =0,16503-10-^/4 =0,24105-10"'^
/ =1,6887; =0,15921-10-^/7 =0,12915-10"'; =0,53607-10-^^.
Q = 0,754, = 0,02, (
< 0,005), GZ1 .
( ) . 7.6.

0,019

0.3768

0,7536

. 7.6. , GZ1

7.2. -

233

, J ()
D = 0,754
. -
2.8.1.
(7.7)
. ,

/ ( ) = [(; 10-^0-0,85]' +{20[(;0,377)-0,707]}' +

(7.10)

+ [30O(x;0,754)f.
(7.9). ,
GZ1 (7.10), . 7.7.
, g = 2269
Q = 0,754 = 0,009i ,
0,005.
(X. )

0,009
0.005
0,3768

0,7536

. 7.7. , GZ1

.

- Q = 0,754.
(7.9) (7.10)
SPAC5 5 = 0,1
(:, Q) . 7.8. -
;
(:, 0,754)^ 0,004 < 0,005.

234

7.

0,005

1
0.3768

0,7536

. 7.8. , SPAC5

: Q^ = 1^49; Q2 = 6,155;
/1 =0,65346;/2 = 0,81629--^/ =0,29287-10-^/4 = 0,10853-10"^;
/ =1,6996; / =0,16451-10-^/7 =0,13085-10-';/ =0,64040-10-^^
600 .
(7.10)
,
.
, GZ1.
2000 J(x).

.

7.3.


- ()
(. 7.9) [6], [43].
.
-
N>20; >0 <20; t^ < 15; 5 > 13,

(7.11)

N ;
; ; t^
; s 2.

7.3.

235

( : ,
, , .)
+

R1

R2

'

Dli

R3

'

1-

4
/?4

I
. 7.9. - - / -

N = 2,1 2,45 + Ri

395
l,i?2+0,011

1
RJ

AM =0,9-0,03 in i?^;

P = i9 +
iJ,

^, = 05 +

0,087 j?2

R.

X (5,7+0,15)/,2
0,026 i?2

s =

10,8
i?2 +0,017

R^(6 + 0,079N)^ + 0,69-

0,0024 i?.
Ri

-0^j/?2(3+0,079iV)-8 1-0,1342?, - 0,136J?2

^4

l~0,134i?2 +

6,9
8 + 3/,

(7.12)

-i?2(4,9 + 0,055Ar);

8,55/?2

(7.12)
,
. ^
.

236

7.

R^y...yR^,
R .
(7.11) :
y,<t,Je[i:5l

(7.13)

= - ^ 2 =-^,^

=^.

=h,ys^-s\

t^ = -20; t2 = -0,8; t^ = 20; t^ = 15; t^ = - 1 ^ .

(7.13)
2, = , | . ^ L I ^ - 1 | ,

(7.14)

5j //.
5^
(
tj),
.
di = 0,2 I ti I /2 = -/,
, 0,05 | ^21 [43].
, 5i = 4; 82 = 0,04; 83 = 4; 84 = 3; 85 = 0,3.
ai^ 1, 5 = -
z^
,
^.
, ai
2/, , ,
^.
, , >
,
. , ,
,
,
. s
72,
, s
; ^ = 10 ,
, .

(. 2.8) .

0,5 < i?i < 10; 0,5 <R2< 10; 0,05 << 0,1 < 4 < 2,

7.3.

237

R\ < - < R"j

X,

, = ;(;-i?;')sin2 X,., Z [1:4].

:
5

J{x) = exp[-vz,(;i;)] -> eR^.

(75)

(7.15) v = 1
? = 0; i G [1:4]. 7() = 3,046 10^. 40
/ GZ1
^ = 4,234; 2 = 1,30; = 1,51; = 0,794;
i?i = 5,56; i?2 = 1,18; R^ = 0,054; R^ = 1,034;

(7.16)

= 32,57; ^u = 0,899; P = 12,44; t^ = 14,72; 5 = 1,815,

/ = 4,234.
v = 15
GZ1 .
160 , : ^ = -0,88; 2 = 1,35; ^ = 1,57; = 1,075,
:
i?i = 4,33; i?2 = 0,956; R^ = 0,05; R^ = 0,05;
= 25,1; Aw = 0,92; P = 15,5; ^3 = 11,7; 5= 1,9.
[43],

. ^
.
(7.16),

.
, GZ1

minz -> max,
Zj (7.14), -
. 4.4 .
,

.

238

7.

7.4. -


,
-
,
.

. ,
, , ,

.
,
.
,
, , ,
.

. 7 . 1 0 .
( )

. 7.10
. 1 5
2,
10-22 ^. 2
^ = 110-130''

7.4.

239

30-40%. (xi)
5 . 3090 /.
4.
(
) 7, ( ).
2 3.
3
, 2-8 /,
.
3 85-95%
140-170 . 2
5 .
5
- 6 10 ^ ^ = 180-200 .
,
0,1%.
1 .
- ,
, .

= (^, ^, 2, 2, ...),
-, ,
.
- ,

.

(. 7.11) (),
, 2, ^^ ,
[9].

() 9- ( ),
8- , (
)
():

^^f{t,x.y.r\te[Qrtly^D^
dt

^R\xBR\reD,^R\

7) [, ^],
i G [1: 5] : / ^*= arg min/, (z/),

240

7.

My) = ^^3(Ti,tj)-^(y,T,,tj)ll,tj

e[0,i],je[tN];

X ] ^
.
^, bi yi{T)
:
-
1{) = >
,16 [1:8],
{RT
R = 1,986 /..

yi -.

^-."^

mm

^

In (2/, bi.
1().

. 7 . 1 1 .

, , -,
.

* Arg min Q[x(q\ )], D,,

7.4.

241

q = (1, fcj, ^2,..., ); Q ~" ,

.
.
, ( , ,
), ( ),
. .

,
.

,
.
, ,
, ,

.
,

(
)
. ,
-
,
. , ,

.

7.4.1.


.

(. 7.12).
1.
2

^^

yk.

2.
/V2

3.

242

7.

1 1

(0
X
S

2
.

Si

(0

(Q (1)

S.

Q.
(D

(Q
CL

11^

-1

(^ /lf)

. 7.12.

4.
Pj+M

"^^ )/>,

5.
nmks ^
--2,"

6.

P.j^M-

nk.

->_,,+

7.
+

'^

>R1.2-

8.
PfiJ + Pm,l'

tnk

"^Pfi-U

'^^m+U"

7.4.

243

: ;
; R^ ; ^ /
I ; Q ,
; kf .
,
,

at

at

= knMR;

Mi^kX+K^M)-Q^,R^;

^ =vl(k,pR + k2M)-v\i2k3R + k,i^M + k,pP

dt

-ky^y,

dt
(7.17)
/ (t)
:
00

00

R(t) = X^S^n./ "" ;

/=1

/1=0
00

00

^(^) = S 2 ^^,1 ~ ;
=0 /=1
00

>

v^ = ^* \P^(lyt)dl .
=0

ki

(7.17):

244

7.

/, = = i? = P = iV=v| =vl =vl =0; = 8.

[70].

7.4.2.

,
(7.17), ,
,
, , ,
. .
( 10^^)
( 413 )
(7.17),

[49].
,

, (7.17)
10-15 .
(7.17),
-
.


.

(7.17) ,
() ()
.
(7.17),
^=/(:),
at

tk

, no
x'^' =x' ^hf'^'J'"-' ^f{x''')

(7.18)

7.4.

245

-X

12,

{f ^

(7.19)

(7.18) ^ "^ ^
. f-e (7.18)
_

tL^^Jh.

= /.*-^ = /.(;^*-1).

(7.20)

,
(7.20)

/ / " = - b i ^ T ^ C ^ r -x)\i^\tn\
=1

(7.21)

^ -]
^^^ -> ^.

, (7.19)

^ ^ - ^ = / / + 0 1 ^ ^ ( ^ -^*).ie[l:4

(7.23)

(7.22), (7.23)
(7.18), (7.19), \^^ (7.22), (7.23)

:f^^ i G [l*n]. (7.22), (7.23), ,
(7.18), (7.19)
*"^^ .
,
, (7.22), (7.23) X
x^^^ = G{x^\

(7.24)

- G -/(:)
(7.22) (7.23).

(7.17)
(7.22)
h.
,
. ,

246

7.

, (7.23),
h
(
(7.23) (^), (7.22)
(?)).
, ,
h
^ > ''^. [49]. , ,
. , (
) ,
-
. , , ,
,
.

(7.17),

*2- = *2[2(-)];

^-=^[(-)],
Mj^ . (
=MQ =8.) ,
:
Q '^. "~ ;

;
;
UN , ^ > . ;
, t [, 7].
t < h.
^ = .
N (h:= h- ).
, (7.17)
. = 0,5;/ = 0,01;=2;=4;
( ).
(7.22), (7.23).

,
( )
.

7.4.

247

,

.
1 ' 10 .

.

.

7.4.3.

( )

(7.17)
2, ^
, .
4 (7.17) [9]:
, . (0)-( j ^
7
v'
z{t)=^-^
^-^]^= .\^--^.,
^^
(0)
" N ^ ^

^__-^
(7.25)
'

= 106 ; N=vl .
, My^^ ,
- . ,


.
. 7.13. 1
^ (7.17),
t^j [1: | .
(7.17) 7.4.2
. 2
(7.25). ^
.
3 /(/),
/^,
4.

,
J(!/) = ^h<^j(M^

-Mjf+^j(M^j

-?

+Y;(^,- -Zjfl

(7.26)

248

7.

= (k^, ^', ^1, ^2' ^3' ^4 ^4) "~ 8-

; Mj = M(tj), =M^(tj)rZj =z(tj) ;
M^j, , Zj tpj G [1: ^
; , jj ,
.

2' ^.
Z, , My,

J{y)

. 7.13.

(7.26) RELEX
, 6.1.5.

J"{y) ( 10^^)
.
, 4.5.1,
.
(7.17) .
,
120 .
, (100-170 ) .
. 7.1 ,

.
7.1

,
2,5
5,0
9,0

20,0

0,24
0,45
0,75
0,90

10^
0,16
0,15
0,14
0,14

10^
0,37
0,37
0,42
0,42

,

: , [71], , .

7.4.

249

,
, :
y,=k^

= 0,736586 10"';

y,=h=

0,693696 10';

^2 =^3 =0^87481. lO'V

^6 =^ =0,246245-10"^

^3 =^1 = 0220636-10^

^ =k^^ =0,495080-10';

^4 = = 0,534836-10^

^8 =k^p =0,189181;

/ ( ^ ) = 029437.

(7.27)

. 7.2 2, ^ . 7.1
.
7.2

.
10*

2,5
5,0
9,0
20,0

0,28
0,44
0,58
0,76

(0,24)
(0,45)
(0,75)
(0,90)

0,16(0,16)
0,16 (0,15)
0,16 (0,14)
0,16 (0,14)

^
"

0,27
0,30
0,35
0,47

(0,37)
(0,37)
(0,42)
(0,42)

/"(?/) :
?ii = 0,13710 -10^; ?i4 = 0,24827 -lO"^;
\2 = 0,27146 -lO^; Xs = 0,30857 -lO'^;
Xs = 0,34817 -10^; ^ = = 8 = 0,0.
RELEX
. . 7.3.
7.3

2,5
5,0
9,0
20,0

0,24
0,48
0,70
0,87

(0,24)
(0,45)
(0,75)
(0,90)

0,15
0,15
0,15
0,15

(0,16)
(0,15)
(0,14)
(0,14)

-^

0,32
0,36
0,40
0,45

(0,37)
(0,37)
(0,42)
(0,42)

(7.27) :
/1 = 0,123051 10-'^ /5 = 0,206709 -10^;
/2 = 0,287480 -10*'; / = 0,773434 -'';

250

7.

/ = 0,296799 -'"; y^ = 0,44929 -10";

(7.28)

^4 = 0,109727-10^ /8 = 0,410339 10-';

0/) = 0,57178-10-'.
(7.28)
. 7.1.
(5-10%). , . 7.2
( 30%).

. ,
,

.
.


,
( 10-30 ) ,
.

7.5.


,
.

^ + ) , ( ^ + ,((,-) = 0;
dt
dl
^-(O2(t)^
+ ^2(tXT,-T,)
= 0;
ot
dl
5 ^ + (0( -.) + ,(0( -,) = 0.
dt

(7.29)

Ti, 2, 3 ,
; (Oi(t)y {) ,
Gi(0> Gii^) ; K J ( 0 ,
.
(7.29) :

7.5.

251

(7.29) (7.30).
,
.
[58], [59]
(7.29)
.
.

W,(P)=

' ) ' = ,)

W,(p)u ^^()_
W,(p)^

'^^, (-^);
h

^2^()

(1 + 21)(1 + 22)

AG,(p)

(1 + 2)(1 + )(1 + 4)'

AG^ip)

(l + 42P)(l + 4P)(l + 44P)^

(7.31)

13 () = W, () 13 () + W2 () 23, () +

+ Ws(p) AG,(p) + Wu(p) AG2 ().

^^'^^^

.

Wi... Ws .
,
; ()

(7.29).
Wj ()
,
:
,(,) = 1{[(),)-.((,)f + W^w,)-%((o,)],

i [1:8],

(7.33)

[0,62832 -10"^; 0,62832]; /, ^ ,

W^-
/ = (|1 ) ^ Oj ^ "~ ,

252

7.

W^. (7.33)
0,1, 0,5 ,
.
t/ik'Tiik =^,^-
RELEX (. 5.3).
. 7.4.
7.4

0,5

0,1

V^l

Ws

0,10

0,29

0,24

0,218

0,20

0,32

0,08

,> /

0,13

0,371

0,37

0,272

0,79

0,16

0,10

0,12

0,53

0,25

0,43

0,78

0,20

0,18

,, %

0,27

0,11

0,92

0,31

0,40

0,50

W,

W,

W,
0,07

0,75

0,30

0,87

0,91

0,14

0,26

,' %

0,41

0,98

0,71

0,42

0,58

0,67

]1^
(7.31) < 3, < 2%.
, ,
r\ik :
,
.

(
) ,
-1/|^;^. ,
, ,
[59].


1. . , . .: , 1977.
2. . . . .:
, 1966.
3. . . .: , 1977.
4. . ., . ., . . . .: -
. . . , 2001.
5. ., . . .: , 1982.
6. . . . .: . ,
1975.
7. . . . .: , 1973.
8. . ., . ., , .
. .: , 1985.
9. . ., . . . .: ,
1973.
10. . ., . . . .: ,
1972.
. . ., . .
. . .: , 1986.
12. ., ., . . .: , 1979.
13. . . . .: , 1980.
14. . . . .: . , 1972.
15. . ., . .
. .: . ., 1989.
16. . . . .: , 1966.
17. . //., . . . .: ,
1980.
18. . . . .: , 1976.
19. ., ., . . .: , 1985.
20. . . .: , 1979.
21. ., , .
. : , 1981.
22. . . . .: , 1979.

254

23. ., . .
.: , 1984.
24. ., .
. .: , 1988.
25. . . . ., . .
. .: , 1986.
26. . .
. .: , 1982.
27. . . . .: , 1976.
28. . . . .: . , 1973.
29. . . . .: , 1975.
30. , . . .:
, 1985.
31. , ., . . .:
, 1998.
32. . . . .: , 1978.
33. RLC- / . . , . .
, . . , . . . : . , 1982.
34. . . .: , 1961.
35. ., . . .:
, 1986.
36. . .
. .: - . -, 1983.
37. . . .: , 1982.
38. . ., . . . .: , 1965.
39. ., X. . .: ,
1972.
40. . . . .: , 1981.
41. . , . .
. .: , 1979.
42. . .
. .: . ., 1986.
43. . ., . ., . .
. : - , 1976.
44. ., .
. .: , 1975.
45. . . .: , 1983.
46. . ., . . ,
. .: , 1979.
47. . ., . . -
. .: , 1982.
48. . . . .: , 1983.
49. . ., . ., . .
. .: , 1979.
50. . . . .: , 1974.

255

51. . . . .: .
, 1980.
52. . ., . . .
.: , 1977.
53. . . .: , 1983.
54. X, , -. .: ,
1968.
55. . . , . .: , 1985.
56. . . .: , 1980.
57. . . . .: , 1978.
58. . , . ., . .
. .: - , 1982.
59. , , . .

/ / 381. .: - , 1982.
60. X . . 1, 2. .: , 1985.
61. . ., . . . .: , 1979.
62. . . .: , 1981.
63. . X . .: , 1970.
64. . , . . .:
, 1976.
65. . ., . . . .: , 1963.
66. . . . .: ,
1978.
67. . . . .:
, 1959.
68. ., .
. .: , 1969.
69. . , .
. .: , 1980.
70. . ., . .
/ / . /
. ., 1976.
71. . . .: , 1975.
72. . . :
. .: , 1987.
73. . . . .: - , 1998.
74. . . . .: , 2001.
75. . . .: , 1975.

.
.
.
.
.
.
. , .
.

05784 07.09.01.
20.09.03. 70 100 '/|. . . . 20,64.
4000. 418
, 196105, -, . , . 67.
005-93, 2; 95 3005 .


,
198005. -, .. 29