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sst
r
Pr
r ts trt t t t t t t R rs
x1 = x1 x2 = x2 f (x) = x1 x1 = (x1 , x2 ) s s
2 x2
2
sr > 0 2 x2 ( ) x2 + 2 2 rr x1 = x2 = x2 + 2 2 s
s s st r t t t t s > 0 < r x1 =
x2 = x2 + 2 2 t t t t s ss t s s t trt t
2
(x1 ) x2 0
t t t t
min
st t
x,d () := x1 + d1
2
(x1 + d1 ) (x2 + d2 ) 0
0
( r1 ) ( r2 ) 0
t t rts t qrt qt () = 0 = r1 = r2 t tt s x1 x2 d1 d2 r t r1
r2 r t qt rtt s
0 st s sts qt s s
max (0 , min (r1 , r2 )) max (0 , max (r1 , r2 ))
|
|
{z
}
{z
}
sr tt l u qt s s s s l u r t s r1 r2 r t
s t s s t r
Pr
t s st t tt rst r s
M = {x Rn : Ax = b}
r x = x t t t st s t sts t qt
T (x x ) 0 ; x M
r t t r s r tt sts qt s t strtr
= AT z
r z Rm = AT y r s y Rm t qt sts t s t sts
qt sr tt
AT y s + w = 0
AT y = (s w )
= (s w ) s srt
Pr s tr sss
f (x) t x = x
sT (x + t )
(x + t )
sr t
f (x ) + T (x x )
eT t + T (x x )
T
e t + (s w ) (x x )
eT t + (s + w ) x + (s w ) x
eT t sT t wT t + (s w ) x
(e s w ) t + (s w ) x
(s w ) x
qt rsts r t t tt Pr Pr r qt f (x ) = eT t qt
s t s qts qt rsts r t s str t r
t r s
f (x) =
n
X
|xi | (s w ) x
i=1
t t ith t (s w ) i i = si wi si + wi = 1 t str t r
si , wi 0 tt 1 i = (si wi ) 1 qt s qt t
|x1 | + + |xi | + + |xn | 1 x1 + + i xi + + n xn
1 i 1 |xi | i xi rr qt qt s tr ts s
t r
Pr
P t r t r s t ts sss sst t r t
s s s
r st t r t
tt t t rst s t ts sss sst t rst s s s
r st t rst
sr t rst r t t t t s 10.2222 rrs t st
T
T
s x = 4.88889 0 0 5.33333 rqr srt s = s w = 1 0.148148 0.333333 1
Pr
tt r sr ts r s
min
st t
f (x)
=
=
=
(x1 x2 1) + x21 1
(b
x1 x
b2 1) + x
b21 1 = 1 + 2
ss st t qt s xb1 =
> 0 x
bi R , i
xb2 =
b3 = x
b21 =
+ 1 x
(b
x1 x
b2 1) + x
b21 = 2
2
2
xb4 = xb22 =
+1
2
Pr
K K Rn s s
r ts r
K = y Rn : y T x 0 ; x K
K := {x Rn : 0 x1 x2 . . . xn }
1.0
x2
0.5
Line 1
Line 2
Line 4
Line 3
0.0
x1
-0.5
-1.0
-1.0
-0.5
0.0
0.5
1.0
r Pt s t K r t K r r n = 2
strt r t s n = 2 K s t r r trs t rt
t r ts s t s s t rtr r t y y T x 0 r x t
r t t s t r t t rr t
rst rr K s t r r t K
rtr t qt
0 1 x1
0
1 1 x2
tt t r n = 2 t
K qt s
K = s Rn : B T s 0
0
0
B = BT = .
..
0
1
0
0
0
..
.
.
..
1
1
0 0 1
0 1 1
1 1 1
.. .. ..
. . .
1 1 1
1 1 1
Pr s qt t r t t s
s Rn s t sts t qt B T s 0 t x K s tt sT x < 0
tt s Rn s t sts t kth qt B T s 0
Pr
n
X
si < 0
i=nk+1
t t x K s tt sT x < 0 sr tt qt qt rtt s
s T xo < 0
r xo =
1
|{z}
1
|{z}
nth t
(nk+1)th t
sr tt xo K ts s t r
s Rn stss qt
B T s 0 t sT x 0 ; x K
r s = s1 sn sts B T s 0 x = x1
Pr
0
|{z}
1st t
xn K t t r tt
s 1 x1 + s 2 x2 + s 3 x3 + + s n xn 0
ts sr tr = 1 n r i 0 : i t t ith r qt B T s 0 t i
t t rs s t t qt
s1 (1 ) + s2 (1 + 2 ) + s3 (1 + 2 + 3 ) + + sn (1 + 2 + 3 + + n ) 0
rr B s 0 i 0 : i t t qt tr r qt
t t t st t t qts
T
x1
1 + 2
x2
1 + 2 + 3
..
.
=
..
.
x3
..
.
1 + 2 + 3 + + n
x3
s t i s r t t r tt qt s tr st t t st r
qts s 1 = x1 2 = x2 x1 3 = x3 x2 n = xn xn1 x K x1 0
xi xi1 ; i = 2, . . . , n i 0 : i s s t r
Pr
tt r sr ts r s
min
st
1
q (x) := cT x + xT Qx
2
Ax b
sr t st ts x + d r 0
x s s t r t tt r Ax b Ad 0 t x + d s s
t r 0
Pr
A (x + d) = Ax + Ad b + 0 = b
s ts t r
dT Qd 0 (c + Qx)T d < 0 t q (x + d) s
sr t
q (x + d)
=
=
=
1
T
(x + d) Q (x + d)
2
1 T
cT x + cT d +
x Qx + 2dT Qx + 2 dT Qd
2
2
1
T
cT x + xT Qx + dT Qd + (c + Qx) d
{z
}
|
2
2
{z
} | nd{z }
|
3rd tr
cT (x + d) +
1st tr
tr
1st tr qt s t dT Qd 0 t 2nd tr 2 dT Qd s t rs t
strt rs r 0 (c + Qx)T d < 0 t 3rd tr (c + Qx)T d s strt t rs r
0 t t s q (x + d) s s ts t r
2
r rqr r ts r s rt sq