.

..
2009,2010,2011 .
22 2013 .

2
2.1 . . . . . . . . . . . . . . . . . .
2.1.1 . . . . . . . . . . . . . . . . .
2.1.2 . . . . . . . . . .
2.2 . . . . . . . . . . . . . . . . . .
2.2.1 . . . . . . . . .
2.2.2
2.2.3 .
2.3 . . . . . . . . . . .

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3
3.1 . . . . . . . . . . . . . . . . . . . . . . . .
3.2 . . . . . . . . . . . .
3.2.1 . . . . . . . . . . . . . . . . . . . . . . .
3.2.2 2/max . . . . . . . . . . . . . . . . . . . . . . .
3.3 . . . . . . . . . . . . . . . . .
3.3.1 . . . . . . . . . . . . . . . . . . . . . .
3.3.2 . . . . . . . . . . . . . . . . . . . . . .
3.4 . . . . . . . . . . . . . . . . . .
3.4.1 . . . . .
3.4.2 . . .
3.4.3 . . . . . . . . . . . . . . . . . .
3.4.4 . . . . . . . . . . . . . .
3.5 . . . . . . . . .
3.5.1 . . . . . . . . . . . . . .
3.5.2 . . . . . . . . . . . . . .
3.5.3
1

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5
5
5
6
8
10
14
15
17

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19
19
20
21
23
23
24
24
25
25
27
28
28
30
30
32
34

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34
35
36
37
38

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40
40
42
42
43
43
44
47
49

5
5.1 . . . . . . . . . . . . . . . . . . . .
5.2 . . . . . . . . . . . . . . . . . . . . . . . . . .
5.3 . . . . . . . .

50
50
50
52

6
6.1 . . . . . . . . . . . . . . . . . . . . . . . . . . .
6.2 . . . . . . . . . . . . . . . . . . . . . . . . .

53
53
54

7
7.1 . . . . . . . . . . . . . . . . . .
7.2 MINOS
7.2.1 . . . . . . . . . . . . . . . . . . .
7.2.2 . . . . . . . . . . . . . . . . . .
7.2.3 . . . . . . . . . . . . . . .
7.3 MINOS . . . . . . . . . . . . . . . .
7.3.1 . . . . . . . . . . . . . . . . . . .
7.3.2 SPECS.DAT . . . . . . . .
7.3.3 MPS.DAT . . . . . . . . . .

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55
55
58
58
59
60
60
62
63
64

8
8.1 . . . . . .
8.2 ,
8.2.1 . . . .
8.2.2 . . . .
8.2.3 . . . . . . . . . . . . . .

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66
66
66
67
70
71

9
9.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

72
72
72

3.6

3.5.4
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3.6.1 . . . . . . . . . . .
3.6.2 . . . . . . . . . . .
3.6.3 . . . . . . . .

4
4.1 . . .
4.2 . . . . . . .
4.2.1 . . . . . . . .
4.2.2 . . . . . .
4.2.3 . . . . . . . .
4.3
4.4 . . . . . . . . . . .
4.5 . . . . . . . . . . . . . . . .

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10
10.1 . . . . . . . .
10.2 .
10.3 . . . . . . . . . .
10.4 . . . . . . .
10.5 MINOS . . . . .

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73
73
73
74
75
76

11

79

12

80

min f (x), x X.

(1)

(1) . f (x)
, X .
, 8.1.
X .
:
X = {x : gi (x) 0, i = 1, 2, . . . M }.

(2)

, f (x) ,
- gi (x), i = 1, 2, . . . , M . 1
50- 20- .

,
. .

(1) , f (x) :
min{f (x), x X} = min{v, v f (x), x X} = min cx , x = (v, v) X = X (x, v) : f (x) v 0,

x = (x, v) , cx c = (0x , 1v ). .. x v.

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

. ( ) ( ).

2.1

, ,
.
2.1.1

, -, ,
.
1 (T. Fermat, 1653) x
f (x):
f (x ) = min f (x),
x

f (x ) = 0.
.
.

.
:
f (x, d) = lim (f (x + hd) f (x))/h,
h+0

(3)

f x d. , f (x)
() f (x)
f (x, d) = f (x)d.
x = x . f (x ) 6= 0,
0 > kf (x )k2 = f (x )f (x ) = f (x , f (x )).
(3)
(f (x hf (x )) f (x ))/h = f (x, f (x )) + O(h) = kf (x )k2 + O(h),
5

(4)

 O(h) 0 h +0. , h > 0

|O(h)| < kf (x )k2 /2 , ,
f (x hf (x )) f (x ) < hkf (x )k2 + hkf (x )k2 /2 = hkf (x )k2 /2 < 0
f (x ) 6= 0. f (x hf (x )) < f (x ) x .
, , ,
, -, , -,
(d = f (x) !), ( x x+hd =
x hf (x) x ( ) ,
f (x) .

, :
, , . , ,
, .
x
.
2 x
f (x):
f (x ) = min f (x),
x

f x :
zf (x )z 0 z.
. x ,
1
f (x ) f (x + y) = f (x ) + yf (x )y + o(kyk2 )
2

(5)

y, o(kyk2 )/kyk2 0 y 0.
(5) kyk2 y 0 , y/kyk z,
zf (x )z 0.
x f (x ), . ,
, f (x) = x4 x = 0.
2.1.2

, 1 : f (x), . 1
x , ,
f (x).
, ,
.
3 x :
1. f (x ) = 0,
2. f (x ) ,
6

f (x)
y = f (x)

f (x ) = 0

. 1: .

. f (x ) , zf (x )z > 0
z 6= 0.
= min zf (x )z.
kzk=1

S = {z : kzk = 1},
zf (x )z z, > 0.
x = x + z, z S
1
f (x) = f (x + z) = f (x ) + 2 zf (x )z + o(2 ),
2
o(2 )/2 0 0. ,
f (x) = f (x ) + 21 2 (zf (x )z + o(2 )/2 ) f (x ) + 2 (/2 + o(2 )/2 )
f (x ) + 2 /4 = f (x ) + 2
> 0 > 0. , > 0 ,
0 < kx x k =
f (x) f (x ) + kx x k2 > f (x )
, , x .
, x
, .
f (x) = x4 : x = 0 ,
3 x : f (x ) = 12(x )2 = 0.
x , x , x 6= x f (x) > f (x ).
2

2.2

1 , . , , , ,
, 1 .
: . 3 .
-
min f (x), X = {x : gi (x) = 0, i = 1, 2, . . . M }
xX

(6)

L(x, u) = f (x) +

M
X

ui gi (x)

i=1

. ui , i = 1, 2, . . . , M , . (6) .
-, (6), .


g (x) g (x) . . . g (x)
12
1n
11

g (x) g (x) . . . g (x)
22
2n
21

Jg (x) =

..
..
..
..


.
.
.
.

gM 1 (x) gM 2 (x) . . . gM n (x)

- g(x) = (g1 (x), g2 (x), . . . , gM (x)).. gij (x) gi (x) xj .

g(x)
g(x + y) = g(x) + Jg (x)y + o(y),
ko(y)k/kyk 0 y 0.

4 x (6) Jg (x ) 4 .
u1 , u2 , . . . , uM ,

f (x ) +

M
X

ui gi (x ) = 0.

(7)

i=1

. - u = (u1 , u2 , . . . , uM )
(7)
f (x ) + uJg (x ) = 0.
, g(x ) = 0 Jg (x )d = 0, kg(x + d)k < ko()k,
o()/ 0 0, .
kg(x +d)k < ko()k o()/ 0 0, Jg (x )d = 0.
3

http://www-groups.dcs.st-and.ac.uk/~history/Biographies/Lagrange.html
M n, , Jg (x ) , gi (x ), i = 1, 2, . . . , M.
4

 x , g(x) = 0. x x = x + d = kx xk d =
(x x )/kx xk , , ,
g(x + d ) = 0
0, d d
Jg (x )d = 0.

(8)

x , f (x ) f (x) x x ,
g(x) = 0. f (x )d 0 d , (8),
d d (8),
f (x )d = 0.

(9)

(8) (9)


 Jg (x ) 
  d = Jg (x )d = 0,
 f (x ) 

Jg (x ), .. u = (u0 , u), ,
uJg (x ) = u0 f (x ) + uJg (x ) = 0.

(10)

, u0 6= 0 Jg (x ). (10) u0 ,
, (7).
-, ,
. 2. x = (x1 , x2 , x3 ) - g1 (x) = 0, g2 (x) = 0,
. x f (x) f (x ), , , x . , x , g1 (x ) g2 (x ) , ,
f (x ) lin{g1 (x ), g2 (x )}, ,
f (x ) = u1 g1 (x ) + u2 g2 (x )
u1 , u2 .
-,
- ,
.
min f (x), X = {x : gi (x) 0, i = 1, 2, . . . , m}
xX

(11)

..
X = {x : gi (x) 0, i = 1, 2, . . . , m} = {x : g(x) 0},
.
9

(12)

x3
g1 (x )

f (x )

x2
x

g
(x
g1

)=

(x
2

)=

0
g2 (x )

0,

x1

. 2: -
2.2.1

-
, , . , .
5 (x , u ) L(x, u), u 0, x
L(x, u ) L(x , u ) L(x , u).
, (13)
min max L(x, u) = max min L(x, u) = L(x , u ).
x

u0

u0

, (13)
min L(x, u ) L(x , u ) max L(x , u).
x

u0

min L(x, u ) max min L(x, u)

x

u0

max L(x , u) min max L(xu)

x

u0

u0

max min L(x, u) L(x , u ) min max L(xu).

u0

10

u0

(13)

 x u 0
min L(x, u) L(x, u) max L(x, u)
x

u0

max min L(x, u) min max L(x, u)
x

u0

u0

min max L(x, u) = max min L(x, u) = L(x , u ).

x

u0

u0

, L(x, u) , minx maxu0

, , .
. , x-:
6 (x , u ) , x X
f (x ) = min f (x) =
xX

min

gi (x)0,i=1,2,...,m

f (x).

. (13) ,
m
X
i=1

ui gi (x )

m
X

ui gi (x )

(14)

i=1

ui 0. . gi (x ) 0, .. x
(11-12).
, (14) ui 0
0

m
X
i=1

ui gi (x ) 0

, ,
ui gi (x ) = 0, i = 1, 2, . . . m.

(15)

.
(15) , , , , .
:
ui gi (x ) = 0, i = 1, 2, . . . m, ui gi (x ) > 0,
.
, (13) ,

f (x ) = L(x , u ) L(x, u ) = f (x) +

11

m
X
i=1

ui gi (x).

 x X,

Pm

i=1

ui gi (x) 0 , ,
f (x ) f (x),

x .
- f gi , i = 1, 2, . . . , m. ,
.


.
.
7
gi (x) 0, i = 1, 2, . . . , m
gi () , x ,
gi (
x) < 0, i = 1, 2, . . . , m
,
8
gi (x) 0, i = 1, 2, . . . , m
gi () , i xi ,
gi (
xi ) < 0, gj (
xi ) 0, i, j = 1, 2, . . . , m, j 6= i
7 8 , 8,

m
1 X i
x =
x
m i=1

1 X j
1 X
1
gi (
x) = g i (
x )
gi (xj ) gi (xi ) < 0
m j=1
m j=1
m
i 7 .
, f gi , i = 1, 2, . . . , m
, , X .
5

, f
f(

m
X
i=1

i x i )

m
X

i f (xi )

i=1

Pm x , x , . . . , x i ,
i=1 i = 1.

Johan
Ludwig
William
Valdemar
Jensen

http://www-history.mcs.st-andrews.ac.uk/Biographies/Jensen.html
1

12

 9 f gi , i = 1, 2, . . . , m , (11)
,
u = (0 ui , i = 1, 2, . . . , m), , (x , u )
.
. . , x (11)
Z Em+1
Z = {z0 f (x) f (x ), zi gi (x), i = 1, 2, . . . , m, x X}
, Z .
TODO: !
m+1
z
}|
{
0 = (0, 0, . . . , 0) Z. , 0 int Z,
> 0 x X ,
zi = 0 gi (x ), z0 = f (x ) f (x ) < 0
minxX f (x) f (x ) < f (x ), , x (11).
0
/ int Z, 43 (. 70) u0 , ui , i =
1, 2, . . . , m, ,
u0

0+

m
X

ui

i=1

0=0

u0 z0

m
X

ui zi

(16)

i=1

z0 f (x) f (x ), zi gi (x) - x X. ,
u0 0, ui 0, i = 1, 2, . . . , m. (16) z0 = 0 = f (x ) f (x ), zi = gi (x ) 0
,
m
X
ui gi (x ) = 0
i=1

= 0, i = 1, 2, . . . , m.
(16) inf z0 f (x) f (x ), zi gi (x), i = 1, 2, . . . , m
ui gi (x )

u0 f (x )

u0 f (x)

m
X

ui gi (x),

i=1

ui .
x , gi (
x) < 0, i = 1, 2, . . . , m ( ), u0 > 0.
ui , i = 1, 2, . . . , m

f (x ) +

m
X

ui gi (x )

i=1

= f (x ) f (x) +

m
X

ui gi (x)

i=1

L(x , u ) L(x, u ),

.. (13).
(13) , ui 0
L(x , u) = f (x ) +

m
X
i=1

ui gi (x ) f (x ) +

.
13

m
X
i=1

ui gi (x ) = L(x , u ).

2.2.2

, .
,
. , -.
(11) .
10 I(x) , gi (x) = 0 i
I(x) .
x ( ) .
11 d ( x ), > 0 , 0 <
gi (x + d) 0, i = 1, 2, . . . , m.

(17)

( ) K(x )
.
12 d , > 0
dgi (x ) + 0, i I(x ),
, d .
. I(x ),
. d (17)
> 0.
gi (x + d) = gi (x ) + dgi (x ) + o()
+ o() ( o()/) /2 < 0,
> 0, .. x + d .
.
13 x gi (x ), i I(x )
, ui 0, i = 1, 2, . . . , m , ,

f (x ) +

m
X

ui gi (x ) = 0.

i=1

. , x ,

dgi (x ) + 0, i I(x ),
:
df (x ) + 0

(18)
(19)

0. d ( 12),
f (x , d) = df (x ) < 0,
14

, , f (x + d) < f (x ), , x .
d = (d, ), (18)-(19) 0,

p 0
0d + 1 = d
(20)
p = (0, 1). (. 8.2.3) ,
0 u0 , ui , i I(x ) ,
X
0 = u0 f (x ) +
ui gi (x )
(21)
iI(x )

1 = u0 +

ui .

iI(x )

gi (x ), i I(x ) , ui
, u0 > 0. (21)
u0 .
2.2.3

min f (x)
h(x) = 0

(22)

- h : En Em .
f h.
(22)
x , U , f (x + u) > f (x )
u U, u 6= 0 , h(x + u) = 0.
.
14 P Q
xP x > 0 x , xQx = 0. c,
P + cQ c c .

. , . k = 1, 2, . . .
z k , k = 1, 2, . . . , z k 6= 0, ,
z k Rz k + kz k Qz k 0.

(23)

, kz k k = 1 , ,
z k z k z. (23) k
k , zQ
z 0, , zQz 0 zQ
z = 0.
, zR
z > 0 z k Rz k > 0 k,
. z k Rz k + kz k Qz k > 0 (23) , , .
, (22) L(x, u) u = (u1 , u2 , . . . , um ):
L(x, u) = f (x) + uh(x) = f (x) +

m
X
i=1

:
15

ui hi (x).

 15 x h(x ) = 0 u ,
Lx (x , u ) = f (x ) + u h (x ) = 0

(24)

zLxx (x , u )z > 0
z 6= 0 , h (x )z = 0, x
(22).
.
m
X
Lc (x, u) = L(x, u) + ckh(x)k = f (x) +
(ui + chi (x))hi (x).
2

i=1

x = x , u = u
Lc (x , u ) = L (x , u ) = 0, Lc (x , u ) = L (x , u ) + c

m
X
i=1

hi (x ) hi (x ) = L (x , u ) + cQ(x )),

Pm

Q(x ) = i=1 hi (x ) hi (x ) .
x ,
14 c Lc (x , u ) c > c.
x
x Lc (x, u ). ,
,
h(x) = 0,
f (x ) = L(x , u ) = Lc (x , u ) < Lc (x, u ) = f (x)
x 6= x , .
, zf (x )z > 0
z 6= 0, h (x )z = 0 x .
. :
min{x21 + (x2 1)2 }
4x21 + (x2 1)2 = 1

(25)

(0, 0)
u = 1:


  

2x1
8x1
0

.
=
+u
0
2(x2 1)
2(x2 1)

(0, 0) K = {z = (, 0),
R} zf (x )z :
 


2 0

= 2 2 > 0
zf (x )z = (, 0)
0
0 2

6= 0.

x21 + (x2 1)2 = x21 + 1 4x21 = 1 3x21 < 1 = 02 + (0 1)2

16

 x1 6= 0 , , (0, 0) .
!
,


 
 

6 0
8 0
2 0

<0
=

f (0) + u h (0) =
0 2
0 2
0 2
.

2.3

:
min f (x)
xX

f (x) f (x), X
n- E.
, X
. .
16 X x , f (x ) f (x)
x X,
f (x )(x x ) 0
(26)
x X.
f , .
. f (x )(
x x ) < 0 x X.
f (x + (
x x ) = f (x ) + f (x + (
x x )(
x x )
[0, 1] ( ). f (x )(
x x ) < 0, f (x + (
x

x ))(
x x ) < 0 [0, ), > 0.
( x +(
x x ) X f (x +(
x x ) < f (x ),
x .
f 0 f (x )(x x), f (x) f (x ) f (x )(x x ) f
f (x) f (x ) 0 x X, x -
.
n1 = {x :

min f (x)
x n1 .

Pn

i=1

xi = 1, xi 0, i = 1, 2, . . . , n.}

c x .
, ,

f (x ) = x i > 0
x i = 0.
xi
f (x) - , (28) .

17

(27)

(28)

, x (27)
= min
i

f (x )
,
xi

(x )
(xi x i x n1 . i ,
(26) 0 fx
i
xj

k=1
0
j

x j +x i k =j
xk =

xk
k 6= i, k 6= j.

P
P
, nk=1 xjk = nk=1 x k = 1, xjk 0, xj n1 .

f (x ) j
f (x ) f (x )
f (x ) j
(
xj x j ) +
(
xi x i ) = (

)x i
xj
xi
xj
xi

f (x )
f (x )

xj
xi

j 6= i. x j > 0,
f (x )
f (x )

xi
xj
, i , x i > 0
f (x )
f (x )
= const
xi
xj
j , x j = 0. const (28).
P
(28) , x n1 0 = ni=1 (xi
x i ) ,
P
P
P
0 = ni=1 (xi x i ) i:xi >x i (xi x i ) + i:xi x i (xi x i )
P
P
f

(x

x
)
+

i
i
i:xi <x i (xi x i )
i:xi >x i xi

= min
i

0 xi < x i ,

f (x )
.
xi

f (x )
.
xi

i , xi < x i , ,
P
P
f

i:xi <x i (xi x i ) =

i:xi >x i xi (xi x i ) +
P
P
f (x )
f

i:xi >x i xi (xi x i ) +

i:xi <x i xi (xi x i ) = f (x )(x x ) 0.
16 x .

18

, .

3.1

,
1. {xk }
:
xk+1 = xk k f (xk ), k = 0, 1, . . . ,
(29)
k > 0 , x0 ,
.
k = = constant.

17 f (x) L:
kf (y) f (x)k Lky xk,

M (C) = {x : f (x) C}

f (x) : < 1/L. {xk } x , f (xk ) 0 f (x ) = 0.

. {f (xk )}.
[0, 1]
f (xk+1 ) f (xk ) = f (xk + (xk+1 xk ))(xk+1 xk ) =
(f (xk ) f (xk ) + f (xk + (xk+1 xk ))f (xk ) =
kf (xk )k2 f (xk )(f (xk + (xk+1 xk )) f (xk ))
kf (xk )k2 + kf (xk )kkf (xk + (xk+1 xk )) f (xk )k
kf (xk )k2 + Lkf (xk )kkxk + (xk+1 xk ) xk k
kf (xk )k2 + Lkf (xk )kk(xk+1 xk )k
kf (xk )k2 + Lkf (xk )kkf (xk )k = kf (xk )k2 + 2 Lkf (xk )k2 =
kf (xk )k2 (1 L) = kf (xk )k2 0,
= 1 L > 0.
, {f (xk )}
k
f (x ) = 0, . xk
M (f (x0 )), , , {xk }
x .
{f (xk )} , f (xk ) f (x ),
f (xk+1 ) f (xk ) kf (xk )k2 0
k f (x ) = 0.
f (xk ), k
f (xk k f (xk )) = min f (xk f (xk )),
>0

19

(30)

 .


, .
(30) . , .
, .

, ,
.
:
kf = f (xk ) f (x )

:
kx = kxk x k

kf 0 k , ,
kx 0, , .
kf , kx :
kf Cqfk ,

kx Cqxk , k = 1, 2, . . .

C, qf , qx .
qf , qx . qf qx2 = q 2 ,
f .
q 0, , q 1 (
), .
,
k
f
kf Cq 2 k+1
(kf )2

. ,
.
, ,
.

3.2

18 f (x) f (x), mE
f (x) M E. 6
xk+1 = xk f (xk ), k = 0, 1, . . .
:
kx = kxk x k Cq k ,
q max{|1 m|, |1 M |}.
6

A B , BA , E .

20

 . f (x)
Z 1
k
f (x ) =
f (x + (xk x ))(xk x )d = Ak (xk x ),
0

mE Ak M E.

x
k+1
= kxk+1 x k = kxk x f (xk )k =
k(E Ak )(xk x )k k(E Ak kkxk x k.

(31)

E Ak

kE Ak k2 = max
kz Ak zk2
2
|z| =1

Ak , , , . z
n
n
X
X
i
z=
i x , Ak z =
i i xi ,
i=1

i=1

x , i Ak . xi

i

kE Ak k2 = Pnmax2
i=1 i

=1

n
X
(1 i )2 i2 = Pn max
i=1

i=1

vi =1,vi 0

n
X
(1 i )2 vi ,
i=1

kE Ak k2 = max (1 i )2 = (max{|1 m|, |1 M |})2

i=1,2,...,n

M = maxi=1,2,...,n i , m = mini=1,2,...,n i ,. (31), .

18 ,
q
19 18 = 2/(m + M ) q (M m)/(M + m).
, (30) . , .
, (30) [2, . 65].
3.2.1

min f (xk f (xk )). ,
f (xk 0 mk f (xk )) f (xk ) 0 mk kf (xk )k2 ,

(32)

(0, 12 ), (0, 1) , mk , , (32)

.
21

f (xk dk ) f (xk )

m k 0
0

2 0
B

|f

(x

)||

||f (x u
)|| 2

. 3: .

( . [9], [5]).
, (32) , 1 0 mk L, L
, .., (32) mk =
0, 1, . . . ,
. 3.
,
xk+1 = xk k f (xk ), k = 0, 1, . . .
k = 0 mk , mk (32).
mk k m.
(32) 0 m kf (xk )k2
0 kf (xk )k2 0 m kf (xk )(1 0 m L) 0 kf (xk )k2 + 0 m kf (xk )kL0 kf (xk )k =
f (xk )(xk+1 xk ) + kxk+1 xk kLkxk+1 xk k f (xk )(xk+1 xk ) + kxk+1 xk kLkz xk k
z [xk , xk+1 ].

0 m kf (xk )k2 f (xk )(xk+1 xk ) + (f (z) f (xk ))(xk+1 xk ) =

f (z)(xk+1 xk ).
z [xk , xk+1 ] ,
f (xk+1 ) f (xk ) = f (z)(xk+1 xk ),

f (xk+1 ) f (xk ) 0 m kf (xk )k2

f (xk+1 ) f (xk )

(1 )
kf (xk )k2
L

.
22

Gradient method with constant stepsizes

1e+10

100000

Objective value attained

1e-05

3
2

1e-10
1
4

1e-15

1e-20

1e-25
0

0.01

0.02

0.03

0.04
0.05
Constant stepsize

0.06

0.07

0.08

. 4: , . (1) 50 ,
(2) 100 , (3) 200 . (4)
2/max , max H.

3.2.2

2/max

,
.
, , (29) k =
> 0
1
min xHx
2
H. : N f (xN ) ? . 4.
, ,
? ,
-
= 2/max , - .

3.3

() : R R, : l u
l .
23

 20 () , ,
< 1 < 2
( ) < (1 ) < (2 )
> 2 > 1
( ) < (2 ) < (1 )
, () , .
() , ,
min ()

(33)

. , .
(33) [l , r ],
, [l , r ]. = r l
(33).
, .
3.3.1

, (33)
() = 0
[0l , 0r ] (0l ) < 0, (0r ) > 0
:
1. k = (kl + kr )/2,
2. k = (k )
3. k < 0, k+1
= k , k+1
= kr k+1
= kl , k+1
= k .
r
r
l
l
4. k k + 1.
, ,
, , ,
.
: , .
3.3.2

() ,
(33), .

, , XIII
.

24

 {Fk }, :
F0 = F1 = 1, Fk+2 = Fk+1 + Fk , k = 0, 1, . . . .
N (), . , ,
, , ,
, FN . , N + 4
1 = F0 .
0, FN 2 , FN 1 , FN . [0, FN 1 ] ( . . 1)
[FN 2 , FN ] ( . . 2). FN 2 FN = FN 1 ,
. , FN 1 .
, FN 2 (
) FN 1 FN 2 = FN 3 ( ). FN 3 FN 2 ,
, N N 1.
N 2 , , F2 = 2
F1 = 1. F0 = 1, 1
1.
4 + N 2 + 2 = N + 4.
( N )
, . FN CN
2 1 = 0

1 = (1 +

2 = (1

5)/2,

5)/2.

1 = 1.61803398874989484820 > 1 |2 | = 0.61803398874989484820 < 1,

N
1 , 1/FN 0.61803398874989484820 . . .N .

3.4
3.4.1

F (x) = 0, F : En En
(34)

(34). x,
(34),

F (x) = F (
x + x x) F (
x) + JF (
x)(x x) = 0,
JF (
x) F () x. (35)
x = x JF1 (
x)F (
x),
25

(35)

 (34). (34).
.
21 x (34), F () x JF ()
x . x0
x c
xk+1 = xk JF1 (xk )F (xk ), k = 0, 1, . . .

(36)

xk x ,
kxk+1 x k qk kxk x k, k = 0, 1, . . .

(37)

qk 0 k .
JF () x ,
:
kxk+1 x k Ckxk x k2 , k = 0, 1, . . . .
. . U
M ,
det(JF (x)) 6= 0, kJF1 (x)k M

x x + U . xk x + U ,

kxk+1 x k = kxk JF1 (xk )F (xk ) x k = JF1 (xk )JF (xk )(xk x ) JF1 (xk )F (xk )k
M kJF (xk )(xk x ) F (xk )k = M kJF (xk )(xk x ) F (xk ) + F (x )k.
k [0, 1] ,
F (xk ) F (x ) = JF (xk + k (x xk ))(xk x )
,
kxk+1 x k M kJF (xk + k (x xk )) JF (xk )kkxk x k
supk [0,1] M kJF (xk + k (x xk )) JF (xk )kkxk x k = qk kxk x k,
qk 0 xk x .
U , xk x + U xk+1 x + U .
x0 x + U xk x + U kxk+1 x k qk kxk x k, k =
0, 1, . . . ; qk 0, .
JF L
qk M sup kJF (xk + k (x xk )) JF (xk )k M Lkxk x k
k [0,1]

, ,
kxk+1 x k M Lkxk x k2 , k = 0, 1, . . .

26

3.4.2

.


1
f (x + y) = f (x) + f (x)y + yf (x)y + R(x, y)
2
R(x, y) o(kyk2 ), ..
R(x, y)/kyk2 0 y 0.
f (x+y) y x

1
min f (x)y + yf (c)y
y
2
,
y = (f (x))1 f (x).
x + y ,
xk+1 = xk (f (xk ))1 f (xk ),

(38)

.
.. [6]. ,
, .
.
22 f l x y
f (y) f (x) f (x)(y x) + lkx yk2 .

(39)

,
. , (39)
, f (x ) = 0
kf (x)kkx x k f (x)(x x ) f (x) f (x ) lkx x k2 ,
kf (x )k lkx x k.
, .
23 f f ( ) L. , f
l x0
Ll2 kf (x0 )k < 1,

(38) x ,
, C q < 1
k

kxk x k < Cq 2 .
27

 .
z [x, y]
kf (x + y) f (x) f (x)yk = kf (z)y f (x)yk kf (z) (x)kkyk Lkz xkkyk Lkyk2 .
(40)
k
k+1
k
x = x , y = x
x (40)
kf (xk+1 k Lk(f (x))1 kkf (xk k2
, f (xk ) lI, , zf (xk )z lkzk2
z. z = (f (xk )1/2 x kxk2 lx(f (xk )1 )x lkf (xk )1 kkxk2 .
kf (x))1 k l1 , ..
kf (xk+1 k Ll2 kf (xk )k2 .
,

kf (xk+1 k (Ll2 kf (x0 )k)2 q 2

q = Ll2 kf (x0 )k < 1.

kf (xk+1 k lkxk+1 x k,
.
.
. , ,

min x
x0

min{x r ln x}
x

r > 0 x r = r 0 r 0.
L.l L 2/r2 l 1/r (
).

2/r2 r2 k1 r/x0 k 1,
.. 2r/3 x0 2r. ,
!
3.4.3

3.4.4

, , , trust
region methods. k- , xk ,

1
fk (d) = f (xk ) + f (xk )d + df (xk )d,
2
28

 , xk .
min fk (d) = fk (dk )

kdkk

, xk+1 = xk + dk . ,
f (x).
. , kdk k
kdk2 k2 minkdk2 k2 fk (d) = fk (dk )

L(u, d) = fk (d) + u(kdk2 k2 )
d, , -,
min L(u, d) = L(u, du )
d

, -, u.
d u (u , dk )

1
min{fk (d) + u (kdk2 k2 )} = min{f (xk ) + f (xk )d + d(f (xk ) + 2u I)d}
d
d
2
f (xk ) + 2u I,
u . , c
f (xk ) + (f (xk ) + 2u )dk = 0
kdk k k u k +0
, k .
, ,
xk
, k
.
24 f (xk ) 6= 0 f (xk ) ,
k , 0 < k k
1
1
min {f (xk ) + f (xk )d + df (xk )d} = f (xk ) + f (xk )dk + dk f (xk )dk
kdkk
2
2

(41)

f (xk + dk ) < f (xk ).

. . kdk k ,
1
f (xk + dk ) = f (xk ) + f (xk )dk + dk f (xk )dk + o(k2 ) = fk (dk ) + o(k2 ).
2
f (xk ) 6= 0.
fk (dk ) = f (xk ) + minkdkk {f (xk )d + 12 df (xk )d} f (xk ) + minkdkk f (xk )d + maxkdkk 21 df (xk )d =
2
f (xk ) kf (xk )kk + 2k max (f (xk )) f (xk ) kf (xk )kk /2
29

 k , ,
f (xk + dk ) f (xk ) kf (xk )kk /2 + o(k2 ) f (xk ) kf (xk )kk /4 < f (xk ),
.
f (xk ) = 0, f (xk ) ,
z k c kz k k = 1, , 21 z k f (xk )z k = k < 0.

fk (dk ) fk (k z k ) = f (xk ) k k2

, ,

f (xk + dk ) = fk (dk ) + o(k2 ) < f (xk ) k k2 + o(k2 ) f (xk ) k k2 /2 < f (xk ),

.

3.5

,
,
. 1952 Hesten Stiefel
[12]
Ax = b

(42)

A. , , . A,
-
. , -
, ,
, .
,
.
: A > 0
Ax = b Q(x) = 21 xAx
bx:
1
(43)
min { xAx bx} = min Q(x),
x
2
, . (42) ,
A A Ax = A b,
, A
A .
3.5.1

.
25 p1 , p2 , . . . , pk ( A, )
pi Api > 0, i = 1, 2, . . . , k; pi Apj = 0, i, j = 1, 2, . . . , k, i 6= j.
30

 :
k
X

i pi = 0,

(44)

i=1

(44) Apj , j = 1, 2, . . . , k j pj Apj = 0, j = 1, 2, . . . , k , pj Apj > 0, j = 0.

P , n
1 2
p , p , . . . , pn . , , P z = x
x z. (43)

1
1
min{ zP AP z bP z} = min{ zDz qz}.
(45)
x
z
2
2
p1 , p2 , . . . , pn D


d1 0 . . .
0


0 d2 0 . . . 0


D=

0 0 ... . . . 0


0 0 ...
dn
di = pi Api > 0 (45) :
n

X 1
1
{ di zi2 qi zi } =
min{ zDz qz} = min
z
2
2
i=1
n
n
X
X 1
1
min{ di zi2 qi zi } =
{ di zi 2 qi zi }
zi
2
2
i=1
i=1

(46)

z = (z1 , z2 , . . . , zn ); zi = qi /di , i = 1, 2, . . . , n x = P z
(43). , ,
.
, a1 , a2 , . . . , an :
1. k = 1 p1 = a1 .
2. k p1 , p2 , . . . , pk , k + 1-

k
X
pk+1 = ak+1 +
i p i
i=1

i ,
pk+1 Apj = 0, j = 1, 2, . . . , k.

,
i = ak+1 Api /pi Api

31

 , k a1 , a2 , . . . , ak
p1 , p2 , . . . , pk :
lin{a1 , a2 , . . . , ak } = lin{p1 , p2 , . . . , pk },

lin{p1 , p2 , . . . , pk } = {x =
.
3.5.2

k
X
i=1

zi pi },

p1 , p2 , . . .
a1 , a2 , . . .
.
x0
(43) :
a1 = Q (x0 ) = Ax0 b.

a1 = 0, x0 (43)
. a1 6= 0, a1
, p1 = a1 .

min Q(x0 + p1 ) = Q(x0 + 1 p1 ) = Q(x1 )

(47)

a2 = Q (x1 ). , Q(x)
x0 + lin{a1 } = x0 + lin{p1 }. a2 = 0, x1
(43) .
a2 6= 0, p1 a2 = a1 a2 = 0 a1 a2
. p2 , p1 :
p 2 = a2 + 1 p 1 .
1 = a2 Ap1 /p1 Ap1 ,
Ap1 !
, :
a2 a1 = Q (x1 ) Q (x0 ) = A(x1 x0 ) = 1 Ap1
, ,
1 = a2 (a2 a1 )/p1 (a2 a1 ) = a2 (a2 a1 )/a1 (a2 a1 ).
, a2 a1 = 0
1 :
1 = ka2 k2 /ka1 k2 .

, p2 (a2 a1 ) = 0, .
a3 , a1
a2 .
min Q(x1 + p2 ) = Q(x1 + 2 p2 ) = Q(x2 ),

32

 a3 = Q (x2 ). a3 a2 a1 !
, x1
(47),
min Q(x1 + p2 ) = min min Q(x0 + 2 p2 + 1 p1 ) =

min1

zlin{p ,p2 }

Q(x0 + z) =

min

zlin{a1 ,a2 }

Q(x0 + z) = Q(x2 ).

a3 ai = Q (x2 )ai = a3 pi = 0, i = 1, 2, .
a3 6= 0 , , p3 :
2
X
3
3
p =a +
i p i
i=1

1 2
P
p3 Ap1 = a3 Ap1 + 2i=1 i pi Ap1 = a3 Ap1 + 1 p1 Ap1 = 0
P
p3 Ap2 = a3 Ap2 + 2i=1 i pi Ap2 = a3 Ap2 + 2 p2 Ap2 = 0,

1 Ap1 = Q (x1 ) Q (x0 ) = a2 a1 , , a3 Ap1 = a3 (a2 a1 )/1 = 0,

1 = 0.

2 = a3 Ap2 /p2 Ap2 = a3 (a3 a2 )/p2 (a3 a2 ) = ka3 k2 /p2 a2 = ka3 k2 /ka2 k2 ,
p2 a2 = (a2 + a1 )a2 = ka2 k2 . ,
p3 = a3 + ka3 k2 /ka2 k2 p2 .

, k
pk+1 = ak+1 + (kak+1 k2 /kak k2 )pk .

(48)

, k
Q (xk+1 ) = ak+1 lin {p1 , p2 , . . . , pk = lin {a1 , a2 , . . . , ak },

(49)

lin {. . . } .

k
X
k+1
k+1
p
=a
+
i p i
i=1

k+1

Ap = 0, j = 1, 2, . . . , k
j

0 = ak+1 Apj + j pj Apj .

j > 0 , j Apj = Q (xj ) Q (xj1 ) =
aj aj1
0 = ak+1 (aj+1 aj ) + j pj (aj+1 aj ).

(49) , ak+1 (aj+1 aj ) = 0 j = 1, 2, . . . , k 1 , , j = 0

j = 1, 2, . . . , k 1.

k = kak+1 k2 /pk (ak+1 ak ) = kak+1 k2 /pk ak .
pk = ak + k1 pk1 pk1 ak = 0, pk ak = kak k2
pk+1 = ak+1 + (kak+1 k2 /kak k2 )pk

.
33

3.5.3

sin(t)
P
i1
P (x, t) = m
x
t
[0, ].
i=1 i
xi .i = 1, 2, . . . , m:
Q(x) =

N
X
k=1

(sin(tk ) P (x, tk ))2 ,

N , tk = Nk1
. P (x, t)
1
x, Q(x)
Q (x).
m = 4, N =
100, :
.
1
2
3
4
5
6

2.10238365e+01
2.91778684e+00
7.38476165e-01
6.42588803e-03
6.42570225e-03
7.58891855e-06

1.6157e+04
1.4635e+02
4.2995e+00
9.6896e-04
4.5545e-02
2.1184e-13

1.0186e-10
-3.6522e-12
-3.2752e-15
3.2006e-16
-4.0625e-15
4.3534e-17

, .
:
x = 0.0011256 0.9834432 0.0533952 -0.2332797 0.0371276.
3.5.4

,
. , , , p , p2 , . . .,
.

. (43), x = By,
1

(50)
= min{ yBABy bBy}.
min Q(y)
y
y
2
y,
y k+1 = y k + k pk , k = 1, 2, . . .
(48)
(xk+1 ) + k pk .
pk+1 = Q

(y k+1 k2 /kQ
(y k )k2 .
k = kQ
34

(51)

 (y) = BQ (x), , pk = B pk , Q
x:
xk+1 = xk + k pk
pk
pk = HQ (xk ) + k pk1
c H = B2
k = Q (y k )HQ (y k )/Q (y k1 )HQ (y k1 ),
k . H
, .
, p1 , p2 . . . . A. ,
pk BAB, .
0 = pi BAB pj = pi Apj i 6= j,
.

3.6

, , f (xk ) , .
, ,
. (-), , :
xk+1 = xk + k dk , dk = Dk f (xk ),

(52)

Dk (f (xk ))1 , k
dk :
f (xk+1 ) min f (xk + dk ).

. f (x) = 12 xAx + bx , , A
f (x) = Ax + b, f (x) = A.
x, y

f (x) f (y) = f (x)(x y),

(f (x))1 (f (x) f (y)) = x y.

pi = xi+1 xi , q i = f (xi+1 ) f (xi ), i = 0, 1, . . . , k 1

(f (xk ))1 q i = pi , i = 0, 1, . . . , k 1,
(53)
35

 A = f (xk ). (53) Dk

Dk q i = pi , i = 0, 1, . . . , k 1
(54)

, (52).
k = n
Dn ,
Dn Q = P

(55)

Q , q 0 , q 1 , . . . , q n1 , P -
p0 , p1 , . . . , pn1 , Q = AP p0 , p1 . . . , pn1 ,
, P (55) Dn = A1 .
xn+1 = xn Dn f (xn ) = xn A1 (Axn + b) = A1 b

1
min xAx + bx
x 2
.
(55) -
p0 , p1 , . . . , pn1 q 0 , q 1 , . . . , q n1 , Dn , P, Q.
q 0 , q 1 , . . . , q n1 , .
(55) pk , q k , k = 0, 1, . . . ,
, (53).
Dk , (54) ,
Dk+1 = Dk + k ,
k .
3.6.1

k 1,
:
k = v k v k ,

- a, b a b = ab dim(E)
dim(E).
Dk+1 = Dk + v k v k k-
(Dk + v k v k )q k = pk

k v k = p k Dk q k = r k ,

36

(56)

 k = v k q k . (56) q k k2 = rk q k , ,
Dk+1 = Dk +

rk rk
.
rk q k

(54) k = uk v k . (54) , ,
uk rk , ,
k = k r k v

(57)

c k = 1/v k q k , v k q k 6= 0, .
3.6.2

2 ,
1, ..
(1)
(2)
Dk = Dk1 + k + k + . . .
(s)

k = z s wk , s > 1, wk q i = 0,
(1)

Dk q k = (Dk1 + k )q k = Dk1 q k
(1)

.. k ,
.
(57) ( )
v k , v k q k 6= 0.
.
(1)

Uk =
(1)

1
(rk v k + v k rk )
k
k
2v q

(1)

Dk = Dk1 + k (54).
(1)
y k Dk q k = rk :
(2)

(1)

(2)

Dk = Dk + k ,

(2)

k =

1
r k pk

rk v

, .. ,
Dk = Dk1 +

r k pk k
1
k
k
k
k
(r

v
+
v

r
)

v vk ,
vk qk
(v k pk )2

v k = rk , :
Dk = Dk1 +

1
r k pk k
r k pk k
k
k
k
k
k
(r

r
+
r

r
)

r
=
D
+
r rk .
k1
rk q k
(rk pk )2
(rk pk )2

v = pk - (PSD),

 k k
(rk pk )(pk q k )
pk q k k
r p
k
k
= Dk1 q k + rk = pk .
Dk q = Dk1 q + k k r +

k
k
k
k
2
p q
p q
(p q )
v = q k , -- (DFP).
37

3.6.3

-
Dk = Dk1 +

pk pk z k z k
k k + k k v k v k ,
pk q k
q z

(58)

pk = xk+1 xk , q k = f (xk+1 ) f (xk ),

z k = Dk1 q k v k = pk zk /k .

k [0, 1],
qk zk
k = k k .
p q
,
v k q k = q k pk q k z k /k = q k pk q k z k

q k pk
= q k pk q k pk = 0,
qk zk

, (v k v k )q k = 0
, x(v k v k )x = (xv k )2 0
Dk .
26 f (x) = 12 xAx + bx k
min f (xk +dk ), dk = Dk f (xk ). ,
x0 , x1 , . . . , xk , d0 , d1 , . . . , dk (
A) .
. Dk+1 q k = pk . Dk+1

q k Dk q k
pk q k
+ k k v k (v k q k ) = pk ,
Dk+1 q k = Dk q k + pk k k Dk q k k
p q
q Dk q k
v k q k = 0.
k,
di Adj = 0, 0 i < j k

(59)

Dk+1 q i = pi .

(60)

k = 0 D1 q 0 = p0 , .
(59), (60) k m ,
f (xm+1 ) f (xi+1 ) = A(xm+1 xi+1 ) = A

m
X

(xj+1 xj ) = A

j=i+1

m
X

pj = A

j=i+1

m
X

j d j .

j=i+1

pi , i < m
pi f (xm+1 ) pi f (xi+1 ) = pi f (xm+1 ) = A

m
X

p i j d j =

j=i+1

m
X

j=i+1

di j Adj )i =

m
X

j i di Adj = 0,

j=i+1

, pi = i di , , , pi f (xi+1 ) =
0 i = 0, 1, . . . , m 1 . pm f (xm+1 ) = 0.
38

 pi f (xm+1 ) = 0 i = 0, 1, . . . , m. ,
0 = pi f (xm+1 ) = f (xm+1 )Dm+1 q i
. , q i = Api = Adi i
f (xm+1 )Dm+1 Adi i = 0,
Dm+1 f (xm+1 ) = dm+1 /m+1 ,
dm+1 Adi = 0 i = 1, 2, . . . , m.
.
, , , Dn = A1 ,
, xn f (x) = 12 aAx + bx.

39

min f (x) =
xX

min f (x)
gi (x) 0
i = 1, 2 . . . , m

(61)

X , gi (x) 0, i = 1, 2 . . . , m
, .

4.1

, ,
(61) , x.
.
(61)
1
1
min{f (x) + X (x)} = f (xr ) + X (xr )
x
r
r

X (x) =

(62)

0
xX
> 0

, r > 0 .
, X . , f (x) X (x), (62)
. ,, > 0
1
{x : f (x) + X (x)} .

xr (62) .
27

1
f (xr ) + X (xr ) min f (x).
xX
r

.
1
1
f (xr ) + X (xr ) min f (x) + X (x) min f (x).
xX
xX
r
r

28 xr r +0 X.
. , X (xr ) > 0
r > 0
1
min f (x) f (xr ) + X (xr ) f (xr ) + /r
xX
r
r +0, xr (0 < r < ) .

40

 29 f (xr ) minxX f (x) X (xr )/r 0

r +0.
. 28 , > 0
r
min f (x) f (xr )
xX

1
min f (x) f (xr ) f (xr ) + X (xr ) min f (x)
xX
xX
r
, f (xr ) minxX f (x) X (xr )/r 0 r +0.
, (62) , . ,
,
.
.
min x
x0

x = 0. X (x) =
x2 = (max{0, x})2 , .
(62) :
1
min{x + x2 } = r/4, xr = r/2 < 0
x
r
1,2.
, , f (xr ) = 2/r r 0 kf (x0 )k kf (x0 )k < 1
r ! ,
,
(61),
.

.
, (61)
min{f (x) + rX (x)} = f (xr ) + rX (xr )
x

(63)

X (x) : X (x) > 0 x,

int(X), X (x) x X, X.
, ,
X , , , -.

f (xr ) f (xr ) + rX (xr ) f (x) + rX (x)
41

 x int(X) r +0, xr x , f (x )
f (x) x x int(X). f (x ) f (x) x X ,
, {xr }
f (x) X.
X = {x :
gi (x) 0, i = 1, 2, . . . , m}
X (x) =

m
X

1/gi (x);

X (x) =

i=1

m
X

log(gi (x)).

i=1

, [4] [10].

4.2

(61) .
30 d x X ,
> 0, x + d X [0,
).
,
, ( ). d x,
f () f (x)d 0.
, . gi (x) 0
i = 1, 2 . . . , m , , . , Kx x

{d : gi (x)d < 0, i I(x), } Kx {d : gi (x)d 0, i I(x), }

I(x) = {i : gi (x) = 0, 1 i m}, (
) Kx .

(
) .
4.2.1

, , ..
X = {x : Ax b}
f (x) f (x0 ) + f (x0 )(x x0 ) x0
min f (x0 )x = f (x0 )
x0 ,
Ax b
:
f (x0 + 0 (
x0 x0 )) = min f (x0 + (
x0 x0 )).
0<1

42

 x1 = x0 + 0 (
x0 x0 ) x1 ..
, (61) X.
.
,
. , , .
4.2.2

: gi (x), i = 1, 2, . . . , m d , > 0
gi (x0 )d i, gi (x0 ) , > 0 , [0, ]
x0 + d X.
,
min
f (x )d 0,
gi (x0 )d 0,
i I = {i : gi (x0 ) }

(64)

d : kdk 1 d < 0
d , x0
.
> 0 .
, , . ,
, ,
. ,
.
4.2.3

, ,
. {xk , k = 0, 1, . . . }

xk+1 = X (xk k f (xk )), k = 0, 1, . . . ,

(65)

X () ,
z = X (y) X, kz yk kx yk x X.
, X (y) X, y. , .

43

4.3

.

min f (x) = f (x )
(66)
h(x) = 0
- h : En Em .
x , (66), :
f (x ) + u Jh (x ) = 0

(67)

u , 2.2.3:

z(f (x ) +

m
X

u hi (x ))z > 0

(68)

i=1

z 6= 0 , h (x )z = 0.
:
1. u ,
min L(x, u ) = L(x , u )
x

x , (66)?
2. u ?
(??) , x L(x, u ).
:
.

1
1
min
(x1 1)2 + x22
2
2
x1 = 0

(69)

1
1
L(x, u) = (x1 1)2 + x22 + ux1 .
2
2
x 1 = x 2 = 0, u = 1,
1
1
1
1
L(x, 1) = (x1 1)2 + x22 x1 = (x21 + x22 + 1) + x22
2
2
2
2
x1 = x2 = 0.
(??) , , L(x, u),
.

. (69)
1
1
1
r (x) = (x1 1)2 + x22 + x21
2
2
r
44

 r < 1. minx r (x) ,

r
, x2 = 0 , , .
x1 =
2r
r (x))
(67).
15 2.2.3 , , (
) :
1
1
Lc (x, u) = f (x) + uh(x) + ckh(x)k2 = L(x, u) + ckh(x)k2 .
2
2
, , kh(x)k2 x , .
, h(x ) = 0,
Lc (x , u ) = f (x ) + uh (x ) + ch(x )h (x ) = L (x , u ) = 0.
, (kh(x)k2 ) = h (x) h (x) 0 ckh(x)k2 ,
, L (x, u).
, Lc (x , u ) , x Lc (x, u )).
.
. P Q :
!


1 0
1 1
1 , Q=
P =
1 1
0
2
- Q NQ = {(x1 , x2 ) : {x = (x1 , x2 ) : x1 = x2 }.

! 

1 0
1
x
1
= x2 x2 > 0 x 6= 0.
xP x = x x
x
0
2
2

P + kQ =

k + 1 k
k k 21

= Rk

,
Rk :
1
1
1
det Rk = (k + 1)(k ) k 2 = k > 0
2
2
2
k > 1 , , Rk > 0 k > 1, . . .
P Q , ,
:
1
P = (x21 x22 ) , Q = [(x1 x2 )2 ] = (kh(x)k2 ) , h(x) = x1 x2
2
45

 Rk x
1
Lc (x, u) = (x21 x2 )2 + u(x1 x2 ) + k(x1 x2 )2 ,
2

1
min(x21 x22 )
2
x1 x2 = 0
c = k.
L(x, u) = x21 21 x22 u(x1 x2 )

2x1 u = 0
x2 + u = 0
x1 x2 = 0,
, x 1 = x 2 = u = 0. L(x, 0) = x21 12 x22
(0, 0), x L(x, 0).
Lc (x, 0) = P + cQ c > 1
1
min(x21 x2 )2 + c(x1 x2 )2
2
x = (0, 0).


(u) = min f (x)
(70)
h(x) = u
u .
. 4.3.
.
31 x (66) , (70) x(u) .
. ,

, , . , , , -,

, .
, , .
.
u
f (x) + h (x) = 0; h(x) = u,
46

(u)
(0) =

(u) = min f (x)

h(x) = u

(0, 0)
u

. 5: (70).

, , x(u). ( x )
, .
x(u) ,

,
.

(70) u. x (u) x(u) u

,
d
d
h(x(u)) =
u = I.
du
du

(u)|u=0 = ,

(71)

4.4

,
.

min f (x)
h(x) = 0
47

(72)

(u)
(u) + 2c kuk2

(0) =

(u) = min f (x)

h(x) = u

(0, 0)
u

. 6: (70).

(73)

min{f (x) + cP (x)}

c > 0, P (x) = maxi=1,2,...,m {|hi (x)|} . ,

x (72),
2.1.2.
(u) =

(74)

min f (x)
,
h(x) = u, x x + B

, .
min {f (x) + cP (x)} =

xx +B

min

{f (x) + c|u| } =

uh(x +B)

min

uh(x +B)

c (u),

c (u) = (u) + c|u| . ( . ) (0) = , ,

1
u)u
(u) = (0) + (0)u + u (
2
u = u, [0, 1].

1
u)u + c|u| .
c (u) = (0) + (0)u + u (
2
P
s
c m
i=1 | tari + , > 0
s

c|u|i nf ty taru c|u|i nf ty

, ,

m
X
i=1

|s tari kkui k |u|i nf ty

1
c (u) (0) + |u|i nf ty + u (
u)u c (u) (0) + |u|i nf ty Lkuk2
2
48

 kuk . kuk n|u|i nf ty,

phic (u) (0) + |u|i nf ty Lkuk2 c (u) (0) + /2|u|i nf ty
kuk < 1/nL. , c (u) > (0) |u| < 1/nL
f (x) + CP (x)

min

uh(x +B

c (u)

min

uh(x +B

{(0) + /2|u|} = (0) = min f (x)

h(x)=0

x x + B , , x f (x) +
cP (x).

4.5

,
min{f (x) + cP (x)}.
x

(75)

, P (x) ,
.
g(x) 0,
P (x) = max{0, gi (x), i = 1, 2, . . . , m}. {xk }, k = 0, 1, dots
xk+1 = xk + k dk ,
dk
1
min f (xk )d = dHk d + cgi (xk ) + gi (xk )d , i I (xk )
2

(76)

Hk , ,
0 < min (Hk ) max (Hk ) inf ty,
I (xk ) , : gi (xk ) P (xk ) , i I (xk ). k

f (xk + k dk ) + cP (xk + k dk ) = min{f (xk + dk ) + cP (xk + dk )}

,
f (xk + k dk ) + cP (xk + k dk ) f (xk ) + cP (xk ) k kdk k.

49

5.1

:
f = min{f1 (x) + f2 (x)}.
x X1 X2

(77)

, ,
f > .
,
f = min{f1 (x1 ) + f2 (x2 )}.
x1 X1 , x2 X2 ,
x1 = x2

(78)

u :
L(x1 , x2 , u) = f1 (x1 ) + f2 (x2 ) + u(x1 x2 ).
x1 , x2 , :
{f2 (x2 ) ux2 } = h1 (u) h2 (u),
{f1 (x1 ) + ux1 } + min
h(u) = min
2
1
x X2

x X1

hi (u) = maxxXi {ux fi (x)}, i = 1, 2

fi (x) = fi (x) + IndXi (x). IndXi (x)
Xi , i = 1, 2.

Ui = {u : fi (u) < } = dom fi , i = 1, 2.

,
max

u(U1 )U2

h(u) =

min

u(U1 )U2

{h1 (u) + h2 (u)}.

, x , u : x X1 X2 , u
U1 U2 .
x argmaxxu f1 (x)
x argminxu f2 (x)

5.2

f =

P
min ni=1 fi (xi )
x ni=1 Xi , Xi R
xL
50

(79)

 Xi - ( ), L .
Pn , , , f1 (x) =
i=1 fi (xi ), f2 (x) = IndL (x).
dimh2 = L1

h1 (u) = sup

X
i

x i ui

fi (xi ) =

hi (xi )

hi (ui ) = supxi u fi (xi )dowh1 = E

min

uL1

hi (ui )

, L X1 X2 ... Xn 6= .
:
xi arg max xi ui fi (xi )
xi Xi

ui = fi (xi ), (x( i) intXi ) , ????? ??? +, (?????)

, f (x )], [f (x ), +)
.
e = (i, j)xij = xe,eE - .
P
min fe (xe )
X
X
Ln/n (
xe
xe = 0, Ei+ = (, i), Ei = (i, )
eEi+

eEi

Xe xe 0(??? xe )
h(ue ) = max ue xe fe (xe )
xe 0

:
min

ue L1

h(ue )

?.
X
X
xe = 0
xe
eEi+

eEi

( ?)
Ax = 0
px = 0 x : Ax = 0
L1 = u : ue = pi pj , e = (i, j)
X
ue x e = 0
e

ue = p i p j
XX
(pi pj )xij
i

0=

XX
i

p i xi j
51

XX
i

pj xij

5.3

, .

(80)
min 12 x Qx + px
Ax b
Q > 0.

1
L(x, u) = x Qx + px + u(Ax b)
2
x
1
1
q(u) = min{ x Qx + px + u(Ax b)} = ub + min{ x Qx + (p + uA)x}.
x
x
2
2
Q > 0 x
x = Q1 (p + A u )

1
1
q(u) = uAQ1 A u (pQ1 A + b)u = uP u ru
2
2
P = AQ1 A , r = pQ1 A + b. pii = Ai Q1 Ai > 0, q(u) (
) ui , ,
, .

52

6.1

, y =
f (x, a) x y.
,
, a
, .
y = {yi , i = 1, 2, . . . , ym } x = {xi , i = 1, 2, . . . , xm }
a
(81)

yi = f (xi , a), i = 1, 2, . . . , ym

y = f(
x, a)

- f(
x, a) = {f (xi , a), i = 1, 2, ,m.}
yi , (81)
. a
(81)
:
min k
y f(
x, a)k2 = min
a

m
X
i=1

kyi f (xi , a)k =

m
X
i=1

kyi f (xi , a )k2 .

(82)

, ,
f a ,
(82), .
. k- xik , i = 1, 2, . . . , nk
k + 1- :
i
yk+1

u0s
k

nk
X

j
usj
k xk , i = 1, 2, . . . , nk+1 .

j=1

nk nk+1 () k k + 1-
.
k + 1- xk+1
:
i
xk+1
= (yik+1 )
i
().
,
:
(z) =

1
exp z exp z
, (z) = th(z) =
1 + exp z
exp z + exp z
53

 .
u , 1-
, , .

(z) = th(z) =

6.2

exp z exp z
, x 1 = u 0 + u1 y 0 ,
exp z + exp z

T
X
(x) =
t (xt )
t=0

xt x = (x0 , x1 , . . . , xT )
X.
xt = (x0 , x1 , . . . , xt ). t + 1 xt+1 ,
xt+1 Xt+1 = {xt+1 : xt+2 , xt+3 , . . . , xT , (x0 , x1 , . . . , xt , xt+1 , xt+2 , xt+3 , . . . , xT ) X}

min (x), x X

min minx1 X1 (x0

x0 X0

min . . .

x2 X2 (x1

min

xT XT (xT 1

(xT )

.
xt n- , BT 1 (T 1)n
, , .
L
(
L T 1)n , ..
. .
.
, , , X Xt
. ,

Xt (xt1 ) = {x = xt1 + ut , xt1 Xt1 (xt2 ), ut Ut }

Bt1 (xt1 ) =

min

xt =xt1 +ut

{(xt ) + Bt (xt )}

Bt (xt ) = Bt (xt ) , .. xt ,
xt ,
Bt1 (xt1 ) = min {(xt ) + Bt (xt )} = Bt1 (xt1 )
xt =xt1 +ut

, , Bt1 () xt1 .
, Bt xt .
54

( /-)
. ,
,
http://www.skypoint.com/subscribers/ashbury/linear-programming-faq.html

:
http://www.netlib.org
/- . /- , , :
1. , .
2. .
3. .
4. .
2,3
.
, ( ) , -.
, MINOS, .
- - , -
. -,
, .

7.1

- , ,
, 4 :
ROWS

COLUMNS
RHS

BOUNDS

-
NAME

15

55

 . 15- ,
. 8 . NAME
.
ROWS

13

13

L, E, G, N, 8
, .
L , E =, G .
N .
COLUMNS

13

21

33

12-
. ,
, .
.
RHS .

13

21

33

. .
BOUNDS . li xi ui
, .

13

21

.
. 3. , , .
56

33

 1:
UP
LO
FX
FR
MI

.
.

min x1 2x2
x1 x2 2
x1 + x2 5
x1 0, 0 x2 3

NAME
ROWS
G CONSTR.1
L CONSTR.2
N OBJ..CTV
COLUMNS
x......1
x......1
x......1
x......2
x......2
x......2
RHS
rhs....0
rhs....0
BOUNDS
UP bnd....0
ENDATA

EXAMPLE

CONSTR.1
CONSTR.2
OBJ..CVT
OBJ..CVT
CONSTR.1
CONSTR.2

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

CONSTR.1
CONSTR.2

-2.
5.

x......2

3.

,
ENDATA.

57

7.2

MINOS

MINOS,
M. Saunders [11],
. ,
. ,
.
2
: SPECS.DAT MPS.DAT 7 . a,
, , . MINOS, SPECS.DAT .
7.2.1

BEGIN END.
,
-.
ROWS, COLUMNS, ELENENTS
(), () .
ROWS 1000
COL 5000
ELEM 13000
MINOS 1000 , 5000 13000 . ,
3- ( 4- ) .
:
LIST LIMIT

1000

, 1000 MPS.DAT
.
.
ITERATION. MINOS , ,
SPECS.DAT MAXIMIZE.
, , , .,
,
SPECS.DAT
SOLUTION YES
MINOS (
MINOS.RES 4.0 ).
7

MINOS.SPC MINOS.MPS .

58

 2:
NUMBER
ROW
AT
ACTIVITY
SLACK ACTIVITY
LOW LIMIT
UPPER LIMIT
DUAL ACTIVITY
I

3: , .
AT
BS
LL
UU
EQ
++

N, G, L, E
G
L
E
L
G

SOLUTION FILE 9
c 9.
7.2.2

, MINOS.
, , .
, SOLUTION FILE,
, : .
. ,
, .
.
, .
,
. 7.2.2. , , . 7.2.2.
, .

59

 4: .
NUMBER
COLUMNS
AT
ACTIVITY
OBJ GRADIENT
LOW LIMIT
UPPER LIMIT
RED COST
I

5: .
AT

BS
LL
UU
EQ
++

. , 7.2.2. , 7.2.2.
9. MINOS .
7.2.3

,
( ),
. 7.2.3.

7.3

MINOS

, MINOS
,
. - ,
Linux UNIX- .

60

 6:
INT
PH

= 1

= 2
= 3
= 4

PP

=1
NOPT
""
DJ/RG
-
-
+SBS
,

-SBS
,

-BS
,
STEP

PIVOT

NSPK

L

-
U

-
NINF

SINF/OBJECTIVE ( nint>0)

NFG

61

7.3.1

, , MINOS , minos.o,
/usr/local/lib. MINOS
. LINUX gfortran
gfortran user.f main.f /usr/local/lib/minos.o
user.f - . , (
).

f (x1 , x2 ) = 100(x2 x21 )2 + (x1 1)2
x1 , x2 .
C
SUBROUTINE CALCFG( MODE, N, X, F, G, NSTATE, NPROB )
IMPLICIT
REAL*8(A-H,O-Z)
REAL*8
X(N),G(N)
C
F = 100.*(X(2) - X(1)**2)**2 + (X(1) - 1)**2
G(1) = -400*(X(2) - X(1)**2)*X(1) + 2*(X(1) - 1)
G(2) = 200*(X(2) - X(1)**2)
RETURN
END
NSTATE
CALCFG - .
,
. NSTATE = 1.
NSTATE NSTATE = 2
. SPECS.DAT CALL
CALCFG . , NSTATE
.
CALCFG NSTATE = 0.
:
x21 + x22 5
x2 (x1 0.5)2 0.
C
SUBROUTINE CALCON( MODE,M,N,NJAC,X,F,G,NSTATE,NPROB )
IMPLICIT
REAL*8(A-H,O-Z)
REAL*8
X(N),F(M),G(M,N)
C
F(1) = X(1)**2 + X(2)**2
62

F(2) =
G(1,1)
G(1,2)
G(2,1)
G(2,2)
RETURN
END

X(2) - (X(1) - 0.5)**2

= 2*X(1)
= 2*X(2)
= 2*(X(1) - 0.5)
= 1

,
MPS.DAT ,
.
main.f

C
C
C

THE MAIN PROGRAM FOLLOWS.

IT JUST PROVIDES THE NECESSARY CORE.
PROGRAM MAIN
REAL*8
Z(50000)
DATA NWCORE/50000/

C
CALL GO( Z,NWCORE )
STOP
END OF MAIN
END

a.out.
7.3.2

SPECS.DAT

MINOS , SPECS.DAT. :
;
, ;
;
.
SPECS.DAT
, :
NONLINEAR CONSTRAINTS
47
NONLINEAR VARIABLES
123
JACKOBEAN
DENSE
CONJUGATE GRADIENT

63

7.3.3

MPS.DAT

,
, MPS.DAT.
ROWS , (L, G, E) . ROWS ,
CALCON. , COLUMNS , CALCFG
CALCON. ,
COLUMNS , , 5-12.
RHS , BOUNDS .
INITIAL,
FX, .
MPS.DAT
x0 = (1.7, 5.3) :
NAME
ROWS
N BANANA
COLUMNS
X......1
X......2
RHS
BOUNDS
FR BNDSET_1
FR BNDSET_1
FX INITIAL
FX INITIAL
ENDATA

BANANA

X......1
X......2
X......1
X......2

-1.7
5.3

x1 , x2 , ,
, , ,
.

64


[1] .. , .:.-1982 .
[2] .. , .:.-1983 .
[3] .., .. , .: , 1974, 479 .
[4] ., - . , .:, 1972 .
[5] . . .:
, 1987, 400 .
[6] ..,
[7] .. , .: URSS,
2008. 264
[8] ,
[9] Armijo L. Minimization of functions having continious partial derivatives // Pacic J. Math.,
1966, v. 16, pp. 1-3.
[10] .. .- .: , 1979 .- 280 .
[11] M. Saunders MINOS, Stanford University, 1983.
[12] Hesten, M.R., Stiefel E. Methods of conjugate gradients for solving linear systems // Journal
of Research of the National Bureau of Standards, 1952, v. 49 (6), 409436.

65

,
.

8.1

E. dim(E),
- dim(E) -:
x = (x1 , x2 , . . . , xdim(E) ).

x, y
dim(E)
X
xi yi
xy =
i=1

kxk = xx. x ( x =
(x1 , x2 , . . . , xdim(E) )) . R
, R+ .
,
U , .
, B = {x : kxk }
> 0.
lin{A} A = {a1 , a2 , . . . , ak }
lin{A} = {x =

k
X
i=1

i ai , i R.}

, lin{A} .
A :
k
X
lin{A} = {x =
i ai , i R, ai A, k = 1, 2, . . . .}
i=1

8.2

.
.

,
() ,
.

, .

66

 , , .
, ..
, .
,
.
8.2.1

32 X , ,
x , x X; [0, 1]

x + (1 )x X.
.
33 .
. .
: ,
, . , ,
34 A B,
B = {b = a, a A}.
35 A B C:
C = {c = a + b, a A, b B}.
36 A X Y , X Y . A X
P rX (A) = {x : (x, y) A y}.
. co{A} A = {a1 , a2 , . . . , ak }
k
k
X
X
i
co{A} = {x =
i a , i R+ ,
i = 1.}
i=1

i=1

, co{A} . , ,
A,
:
co{A} = {x =

k
X
i=1

i a , a A, alphai R+ ,
67

k
X
i=1

i = 1, k = 1, 2, . . . .}

 . f - .
epi f f
epi f = {(, x) : f (x) }.
, x E, -
R E R - .
37 f , .
: x, x [0, 1]
f (x + (1 )x ) f (x) + (1 )f (x ).
, f (x) = cx ,
epi f = {(, x) : cx 0}
n + 1 R E.
f
XC = {x : f (x) C}

(83)

. , E.
f (x) = 21 xAx+bx
A.
, E. ,
IndA (x)

0 x A,
IndA (x) =
.
RA RE
, A . IndA .

. ,

.
, f :
< f = min f (x)
xX

x - , ,

f = f (x ), x X.
x0 f (x0 ) < f .
x = x + (1 )x0 = x0 + (x x0 )
68

 X [0, 1]
x0 > 0.
f (x ) f (x0 ) + (1 )f (x ) < f (x0 ) + (1 )f (x0 ) = f (x0 )
> 0 , , x0 .
,
.
38
X = {x1 , x2 , . . . , xk }

co X = {x =

k
X

i x ,

i=1

n
X
i=1

i = 1, i 0}.

X:
39 X
co X = {x =

k
X
i=1

i x ,

k
X
i=1

i = 1, i 0, xi X, k = 1, 2, . . . }.

"" .
40 X
X = {Y : X Y, Y }
, :
co X = {H : X H, H }
, X
co X = X,
, .
, .
41 x X, ,
x = x + (1 )x ; x , x X, (0, 1)

x = x = x.
, , 0 <
< 1.

.
69

8.2.2

:
X, Y p, , , px py
x X, y Y. , .
42 X - , a
/ X, p 6= 0
, pa < px, x X.
. ,
min ka xk2
xX

, p = xa a. x X [0, 1]
kxa ak2 kx + (1 )xa ak2 = kxa a + (x xa )k2 =

= kxa ak2 + 2 kx xa k2 + 2(xa a)(x xa ),

2(xa a)(x xa ) + 2 kx xa k2 0

> 0 2(xa a)(xxa )+kxxa k2 0 > 0,

,
(xa a)(x xa ) = p(x xa ) 0

px pxa = p(p + a) = kpk2 + pa

= pa + 21 kpk2 px , pa < , .
, ,
, X:
43 X - , a
/ int(X), p 6= 0
, pa px, x X.
. a
/ X 42. a X. am , m = 1, 2, . . .,
a, , am
/ X. am pm ,
m m
m
p a p x x X. , kpm k = 1 , , pm , m = 1, 2, . . .
pmk , k = 1, 2, . . ., p = limk pmk . k
pk = 1 p 6= 0.
k x X pmk amk pmk x,

pa px,
.
, .

70

8.2.3

, .
.
44 , Ax 0,
px 0 u
0, p = uA.
. . A , x, p u
.
, . Q {q = uA, u 0}. , Q . p
/ Q,
p Q , , x ,
q
x < p
x.
0 Q, 0, Q u 0
uA
x 0, A
x 0. ,
x , A
x 0, p
x > 0.

71

9.1

1. .. , .:.-1983 ., . 384
2. .. , .: URSS,
2008. 264
3. - .., .. .- .: URSS, 2000. 176 pages
4. .. . M: , 2008 ., 320 .

9.2

1. .. . 2- ., . .:
, 2006. 200 .
2. ., ., . .- .: , 1985 .- 509 .
3. .. .- .:
, 1987 .- 400 c.
4. M. Saunders MINOS, Stanford University, 1983.
5. - . .-.: , 1972.

6. .. .- [ ] http://www.sbras
.. .- .: , 1979 .- 280 .
7. Hesten, M.R., Stiefel E. Methods of conjugate gradients for solving linear systems //
Journal of Research of the National Bureau of Standards, 1952, v. 49 (6), 409436.

72

10
10.1

1.
(a) x1 x2 log(x21 + x22 )
(b) exp(2x1 + 3x2 )(8x21 6x1 x2 + 3x22 )

10.2

1. x0 d. q(x) = 12 xHx + bx
,
q(x0 + d) = min q(x0 + d).

2. , l1 =
{x(t) = x1 + td1 , t R l2 = {x(t) = x2 + td2 , t R.
3. x = (x1 , x2 , x3 , x4 )
px (t) = t4 + x4 t3 + x3 t2 + x2 t + x1 ,
L2 ([1, 1])-:
Z 1
kpx k2 ([1, 1]) =
px (t)2 dt
1

min .

4. 2- L2 4- E4

5.3x1 + 4.8x2 8.1x3 + 6.7x4 = 0
5.3x1 + 4.8x2 8.1x3 + 6.7x4 = 0
z = (1.2, 3.4, 5.6, 7.8) L2 , .. x L2 ,
,
kx zk = min kx zk
x L2
5.
P
min 4i=1 (xi ai )2
P4
i=1 bi xi = 1, xi 0, i = 1, 2, 3, 4
:
i
ai
bi

1
-1.0
2.0

2
2.0
1.0

73

3
4
-3.0 4.0
3.0 1.0

. 7:

10.3

1. r h
(. 7).
.
2. q(x) = 21 xHx H. minx q(x) ( x = 0 )
xk+1 = xk q (xk ), k = 0, 1, . . .
x0 = (1, 1, . . . , 1).
, 50
( )
.
3. , 4-
, (0, 0) (2, 0).
.
, 105 , .
4. (0,-30) (20, 30) ( )
.
2 ,

y(x) = 4 0.02(x 7)3 .
74

 , .
1 800 . /, 500 . /.
( )
.
5. K = 500 . L = 800
. 10 . K L, .

- F (K, L) = K L1 = 0.6.
6. HeavyM etal ,
F (K, L, E) = CK L E
K () , L ( ), E ( )
. , , = 0.5, = 0.3, = 0.2. K, L, E K = 400, L = 500, E = 100, 1800.
, ,
.
.
7. ,
, , Ox
x1 = 100, x2 = 350 x3 = 610 t1 = 1631.38, t2 = 592.52
t3 = 1148.47 .
. , 1000 /.
8. , , , . 50 , 0.5
2
2
m
p ,22 (h)Skvk , v = (vx , vy ), kvk =
vx + vy . (h) h (h) = 0 exp(h), 2 10000 .
0 0.013/3 .
9.8/2 , 800/.

10.4

1. f (x1 , x2 ) = 100(x2 x21 )2 + (1 x1 )2 ( )

100 ,
[3, +3] [0, 5] 100 .
108 .
75

 100 ,
. (
- 104 )
.
2. -

A , A.
3. , octave
function [ f g ] = qufun(x)
y = zeros(size(x)); n = rows(y);
y(1) = x(1);
y(2:n) = x(1:n-1) - x(2:n);
z = [ 1:n ].*y;
f = y*z + sum(y);
g = [ 2*z(1) + 2*z(2) + 2; 2*(z(3:n) - z(2:n-1)); -2*z(n) - 1];
endfunction
x f (x) f (x) f g .

f (x) 6-
. 2
7.
xsol = -0.50 -0.25 -0.08 0.04
fopt = -0.65

10.5

0.14

0.23

0.30

MINOS

1. MINOS,
min xHx + gx,
xX

H g

 24.0278

 17.2083

 22.5532
H = 
 17.8616
 15.2469

 19.6722

17.2083
21.9170
19.4742
14.2207
16.1542
19.3798

22.5532
19.4742
30.6996
24.8684
22.8820
24.4343

17.8616
14.2207
24.8684
24.8044
19.5897
17.5231

15.2469
16.1542
22.8820
19.5897
20.4700
20.4021

19.6722
19.3798
24.4343
17.5231
20.4021
31.4451

g = (7.2979, 64.8210, 98.6423, 124.5543, 113.2421, 58.2740)

X : Ax b,


 8.3019 3.2054 7.5889 2.5604 6.8386 2.7008 


A =  8.3099 3.8013 3.0299 4.7130 2.0751 9.3899  ,
 5.5501 8.7803 6.7632 8.7536 9.1550 8.3963 
b = (16.8880, 9.5333, 39.0698).

x2 0, x4 0, x5 0, .
76

2. , 6,7,8 ..
, (0, 0)
(2, 0). .
, , MINOS,
.
3. -
.

f (x, y) =

(
0

n
X

(xm sin((m 1) ) + ym cos((m 1) )) ( t1 ) + ( t2 ))2 d,

m=1

n ( ), 0 < t1 < t2 < 2

- ( ), (t) :

0 t < 0,
(t) =
1 .

N X
n
X
fa (x, y) =
(
(xm sin((m 1)k ) + ym cos((m 1)k )) (k t1 ) + (k t2 ))2 ,
k=1 m=1

, k = 1, 2, . . . , N , N - (
k = 2 Nk1
1
, , N = 1024 ).
2n :
min fa (x, y) = fa (x , y ).
x,y

n = 8, N = 1024, t1 = 0.75, t2 =
1.8.
:
(a) octave ( , ),
(b) x , y ,
P

(c) (t) = nm=1 (xm sin((m 1)t) + ym

cos((m 1)t), t [0, 2]

x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ).
(d) ( !) , .

, MINOS,
- 4- .

77

1.2

0.8

0.6

0.4

0.2

-0.2
0

78

11

2 :
1. ?
2. , ?
3. , ?

, , .
.
3 :
1. . , .
2. .
.
3.
. .
4. - .
5. . .
6. (). .
7. . , .
8. . .
9. . .
10. . .
4 :
1. .
2.
-.
3. .
4.
5 :
1. .
2. .
.
3. .
.
79

12

80


, 42
, 15
, 66
, 66
, 43
, 10
, 50
, 67
, 42

81