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.

1. X- .
2. f : XR1 - .
3. x*X , >0: xX ||xx*||< f(x) f(x*). f(x) f(x*) xX, x*
X.
f X.
.
min f(x), xX , max f(x)= - min(-f(x)), xX
f(x) f(-x).
X :
1. ( , ).
2. (
).
3. ( - .
: ).
.
1. ( ,
.)
2. (/
, , ).
3. (
-, ).
1. ( )
min f(x), X = Rn,
.
: , ,
.
:
1. X = Rn ( n- );
2. f ,
:
f(x)=0, ( )
f f
f ( x ) = (
...
)
x1 x n
,
. ,
{xi}, xiX :
1

1) f(x0)>f(x1)>...;
2) xix* = argmin{ f(x), xX}.
(.. f(x)
=0). ,
f
. f,
. ,
, - . .

:
xk+1 = xk+ tkSk , Sk -, xk
tk - , .
Sk xk: Sk = (xk), (xk ,xk-1), (xk ,xk-1, xk-2) ...
:
((xk));
((xk, xk+1)).
.
1.1 ( )

t S .
,
. -
.
Sk = -f(xk), tk > 0 - .
1.1.1.

tk = t (.. )
xk+1 = xk - tf(xk)
, , f(xk)=0.
:
f(x) = ax2, a>0, x-
xk+1=xk - 2taxk = (1- 2at)xk

1-2at<1 at<1-
0<tk<1/a - ,
tk>1/a - ,
tk=1/a - .( tk=1/a x1=x0-2x0= -x0 x2=x1-2x1= -x1=x0 ..)
, a ,
a ; .
2

.
( )
f(x)- Rn, f(x) :
L>0, x, y || f(x)-f(y) || L ||x-y || (*)
(||x2|| = xi2 ), f(x)- : f* , f(x) f* >- (**)
0< t< 2/L (***)
xk+1= xk - tf(xk), :
- f(xk) 0, k ( ),
- f(x) (f(xk+1)f(xk)),
- f(xk+1) f(xk)-t(1-tL/2)||f(xk) ||2 .

:
1

f(x + y) = f(x) + (f(x), y) + (f(x +ty) - f(x), y)dt (1)


0

x=xk, y= -tf(xk)
(2) (1):

(2)
1

f(xk+1)=f(xk)-t||f(xk) || -t (f(xk - tf(xk)) -f(xk),f(xk))dt


2

:
(f(xk-tf(xk))-f(xk),-tf(xk))
: ||f(x)-f(y)|| L||x-y||
:
x-y = -tf(xk), ||f(xk-tf(xk))-f(xk)|| L||- tf(xk)||
:
L(- tf(xk), - tf(xk)) = Lt2||f(xk)||2
1

f(xk)- ||f(xk)||2+Lt2||f(xk) ||2 TdT =f(xk)-t(1-Lt/2) ||f(xk) ||2


0

a = t(1-Lt/2); a>0, (***)


f(xk+1) f(xk)-a||f(xk) ||2
f(xk+1) f(x0)
k=0: f(x1) f(x0)- a||f(x0) ||2
k=1: f(x2) f(x1)- a||f(x1) ||2 f(x0)- a||f(x0) ||2 - a||f(x1) ||2.........
S

f(xs) f(x0)- a || f(xk)|| 2


k =0

a>0,

|| f(x )|| 2 a-1(f(x0)-f(xs+1)) a-1(f(x0)-f*), S


k

k =0

|| f(x )|| 2< ( ) ||f(xk) ||0, .


k

k =0

:
.
:
1
f(x) =
2 , , .
1+ x
- ;
,
.
.
.
1.1.2.
. X , x1,x2X, [0,1],
x1+(1-)x2X,
.
1 , 2 - .

. Z x1,x2,...,xm,
m

i =1

i =1

Z = ai xi , ai 0 , ai = 1 , i = 1... m
( )
X .
.

. .
.
f(x) ,
x1,x2X, (0,1) f(x1+(1-)x2) f(x1)+(1-)f(x2)
( , )

.
f(x), -f(x) .

f(x) Rn , xy, 0<<1


f(x+(1-)y)<f(x)+(1-)f(y),
l>0, 0 1
f(x+(1-)y)f(x)+(1-)f(y)-l(1-)||x-y||2/2
C
1.:
min
.

x*- ,
, yX :
f(y)<f(x*) (*)
x = y+(1-)x* ,(0,1)
X , xX ( ). f(x)
(*) :
f(x)=f(y+(1-)x*)( .)f(y)+(1-)f(x*)<(*)f(x*)+(1-)f(x*)=f(x*)
: f(x)<f(x*)
, *- .
.
( )
,
.

2.:
f(x) . ,
,
. ( )
: 2f (x) l*I., I- , l>0

.
:
.
1.f(x) = x-,
,
2.y = x2
y = -ln(x)
5

3. ( ):
f (x) ,

m 2, x1,x2,,xm i 0

i =1

i =1

f ( i* xi ) i * f (xi ). (*)
i=1

i=1

:
, .. (*), :
m = 2, f (x) .
, .. , (*):
.
m = 2 (*) .
m = k ( ).
m = k + 1:

k+11,

k +1

i =1

i =1

i xi = k+1*xk+1 + (1 - k+1)* i * xi /(1 - k+1),

i * xi .,
i =1

.
:
k +1

f ( i* xi ) k+1*f (xk+1) + (1 - k+1)* f (


i =1

i* xi/(1 - k+1))
i =1

, m=k (
)
k

i/(1-k+1)= (1-k+1)/ (1-k+1)=1 (


i =1

1)
k+1*f (xk+1) + (1 - k+1)*

k +1

i =1

i =1

i * f (xi)/(1 - k+1) = i * f (xi )

.
:
- ln(x) i=1/m.
- , (x) X, X
f(x)=max{(x),0}.
4. f (x) , X

.

6

s ( ||s||=1- ):
f(x + s) - f(x)
f (x)/ s = lim
= f s(x)= (f (x), s)-
0, > 0
5. f (x) X
:
f (x +y) f (x) + (f(x),y ) x, y.
:
f (x +y) > f (x) + (f(x),y ) x, y.
:
f (x +y) f (x) + (f(x),y ) + l*||y||2/2, l=const x, y.

6. :
1. f (x) f (x*) + l*|| x - x*||2/2
2. (f(x), x-x*) l*|| x - x*||2
3. ||f(x)|| l* || x - x* ||

1.2. ()

: xk+1 = xk - *f ( x k )
:
:
f (x)
2
l*I f (x) L*I, l>0, L>0 x (*), f (x) ,
0< < 2/L :
|| xk x*|| || x0 x*||*qk ,
q = max {|1-*l|,|1-*L |}, min q() = (L-l)/(L+l)<1 =
*=2/(L+l).
:
1

f (x+y)= f (x)+ f (x+*y)y d :


0

f (xk)= f (x*) + 2f (x*+*(xk-x*))( xk-x*) d = Ak*( xk-x*),


0

Ak= 2f(x*+*(xk-x*))d .
0

(*) l*I Ak L*I.


|| xk+1 x*|| = || xk *f ( x k ) - x*|| = || xk x* - * Ak( x k - x*)|| =
= || (I- *Ak)*( x k - x*)|| || I- *Ak ||*|| x k - x*|| (. (x,y) ||x||||y||)
7

:
|| I- A|| = max {|1-1|,|1-k|}, 1,k
() .
|| xk+1 x*|| || xk x*||*q, q = max {|1-*l|,|1-*L |}
0< < 2/L 0< l <L, |1-*l| <1, |1-*L |<1 q<1.
min q()

q()
max =q()
1-l
1-l
1

L-1 *
1-l* = -(1-L*) *=2/(L+ l).
q(*) = (L-l) / (L+ l)
*

l-1

1.2.1. .

(. .2).
xk+1 = xk - tk*f ( x k ). ,
f(xk+1) - f(xk) -* tk * || f(xk)|| (*), 0 < 1, .
:
*.
,
. , , ,
..
:
1. t=const.
2. (*).
3. , ; ,
t 2, (*) .
, f ( x ) = 0- .
( )
8

: || xk x*||
const.*qk, 0<q<1.
.
1.2.2. .

.
t k = argmin t >0 f(x k tf(x k ))
, , .
: .
d
f(x tf(x k )) t = t k = 0 = (f(x k t k f(x k )),f(x k )) = (f(x k +1 ), f(x k )) = 0
dt k
.
:

.
, .

( )
- .
Ll
(L,l - )
x k x * const * q k ,
q=
L+l

1.2.3.
n

f(x) : f(x) = a i x 2i , ai>0 .


i =1

xi,
a i.


x0
x i = i y i , yi

1
2

. i = a i (
- ).
, f(x) ,
:
9

2f
r
i = (
( x)) -1/2
xi xi
.
,
. f(x) , ,

:
1

r
v r
y = ( f ( x )) 2 * x
1.3. .

f(x) 2- :
1
f ( x ) = f ( x k ) + (f ( x k ), x x k ) + ( 2 f ( x k ) ( x x k ), x x k ) + o( x x k
2
f f
f ( x k ) = (
...
) -
x1 x n

) (*)

2 f ( x k ) - , .
f(x), (*)

o( x x k

) , f(x) .

min, f (x)=0.
:
f ( x ) = 0 = f ( x k ) + 2 f ( x k )( x x k )


x k +1 = x k [ 2 f ( x k )] 1 f ( x k )
:

1
f ( x) = ( Ax, x) (b, x)
2
f ( x) = Ax b

f ( x) = 0 x = A 1b
Ax-b = 0
f(x).
2 f ( x k ) = A - .
:
x1 = x 0 A 1 ( Ax 0 b) = A 1b
.
(
, () ).
10

1 * , ,
. ,
.
:
( ):
f(x) , 2 f (x )
L : 2 f (x ) 2 f ( y ) L x y
f(x) : 0< l I 2 f(x) :
L l 2
) f (x 0 ) 1
( )
2
*
q=(

2l k
xk x* q2
L
:
, :
1

1) g ( x + y ) = g ( x) + ( g ( x), y ) + ( g ( x + ty ) g ( x), y )dt


0

g(x) g (u ) g (v ) L u v ,
L 2
g ( x + y ) g ( x) g ( x), y y
2
2 f(x),
L 2
f ( x + y ) f ( x) 2 f ( x), y y
2
x = xk
y = [ 2 f ( x k )]1 f ( x k ), ..( x k + y = x k +1 )
f ( x k +1 ) f ( x k ) + 2 f ( x k )[ 2 f ( x k )]1 f ( x k )
2
2
L
L
2
[ 2 f ( x k )]1 f ( x k ) [ 2 f ( x k )] 1 f ( x k )
2
2
2
f ( x k ) lI (. ) :

[ 2 f ( x k )] 1 l 1 I
[ 2 f ( x k )] 1 l 1

f ( x k +1 )

L l 2
2
f ( x k ) .
2

L l 2
(). f(x0)
q1=
2
f ( x1 ) q 1 f ( x 0 )

f ( x 2 ) q 1 f ( x1 ) q 3 1 f ( x 0 )
.........................................................................
k
1
f ( x k ) (q1 f ( x 0 ) ) 2
q1
11


f ( x ) l x x *

x k x * (2l / L)q 2

.
,
.


x k +1 x * const x k x *

, d- ,

, d- .
k = x k x * ,
ln k +1
, k0 (k ).
ln k
k+1q k, 0< q< 1. d =1- .
k+1= const k2 d =2 - .
d = lim

1.
, ..

,
0
*.
2.
f(x), f(x)

3.

1.

()

1.
( ,
d = 1).

1. , ..

*)
2.
(

).
3. ,


.
12

( ).
min.
L = {x : f ( x ) = f ( x * ) + } - f(x).

r = max x L { x x * } / min xL { x x * }
, r=1, r>1 (
).
:
min lim r .
0

.
:
, min ,
, , 1.
.
f(x) = 1/2 (Ax, x). - .
max min .
.
,
( ).
( x k x * ) - ().
, ,
. ,
, .

-
x k +1 = x k k ( 2 f ( x k ) + I ) 1 f ( x k )
-
0- .
1.4. ( ) .
1.3.1.

:
xk+1= xk - f(xk)+(xk-xk-1)

13

, ,
,
. (xk-xk-1) .
( ):
0< l I 2f(x) L I ( )
0 1, 0< < 2(1+)/L,

=const , || xk - x* || cqk , q min =

L l
L+ l


, ,
; , , ..

.
- .
1.3.2.

xk+1 = xk - k f(xk) + k (xk-xk-1)


, k k :
(k , k) = argmin f(xk - f(xk)+(xk-xk-1))
{,}

( Ax , x )
+ (b, x ), A > 0
2
1. ,
.
2. (f(xi), f(xk))=0, ik
Rn n ,
k n f(xk)=0, xk- .
3. pk=xk-xk-1 (Api,
pj ) =0 ij
:
pi , (Api, pj ) =0,
-.
xk
f(x) , k . ,
, (,
), ,

.
f ( x ) =

14

1.3.3. -

xk+1= xk+ kpk , k = argmin f(xk+ pk ), >0


pk= -f(xk)+kpk-1

k=

((f ( x k ) f ( x k 1 )), f ( x k ))

0 = 0

f ( x k 1 )

xi,
, ,
.
()
.
, .. n-
.
0 = 0, n=0,..., mn=0, , pk= -f(xk)+0*pk-1= -f(xk)
( ).
n
( ).
1.5.

:
xk+1 = xk - kkf(xk)
1. Hk =I , .
2. Hk = (2f(xk))-1, .
3. Hk = Hk (f(xi), i=1..k) (2f(xk))-1, .. Hk
, k- .
:
.
pk = -Hkf(xk)
yk= f(xk+1) -f(xk),
( Ax , x )
+ (b, x ) , A>0
] f ( x) =
2

yk = A(xk+1-xk) = kApk
k pk = ykA-1,
Hk+1 ( ) ,
:
Hk+1yk= kpk (Hk - (2f(xk))-1
- - ()
T

H k +1 = H k

H k yk (H k yk )T
p pk
+k k
; Ho > 0
(H k yk , yk )
( pk , y k )

15

:
H k +1 y k = H k y k

H k yk (H k yk , yk )
p (p , y )
+ k k k k = k pk
(H k yk , yk )
( pk , y k )

n , n
. (
). .
.
:
, Hk, pk. k
(, ), xk+1 , yk
Hk+1 .
: ( ).
Hk mn.
- .
k pk ( pk ) T pk ( y k ) T H k H k y k ( pk ) T
H k +1 = H k +
( y k , pk )

k =

k+

( Hk yk , yk )
( y k , pk )

, H 0 > 0.

:
xk, ,
.
.
1.6. ( )
1.6.1.


.
ej - j- .
f (x + ej) f(x) + (f/x)j + O(2)
f/xj ( f(x + ej) - f(x) )/ ( f(x + ej) - f(x - ej) )/ (2)
. ,
. , - O(2)
. , - .

16

1.6.2.

. , .
, .
:
1) j :=1
2) min f(x-ej)=f(x), x:= x- *ej
3) j:=j+1, x= x
4) if j n then goto 2)
5) if not ( ) then goto 1
:
min .
1.6.3. (-)
:
1. xoxn ( n+1- )
n =2 , .
2.

2
2
I
xj =
xi (1 + ) x j
n
=0 n
.. .
f(xj) < f(xj), xj := xj; k:=0, k:=k+1
k-
3. k<n, ( j<n, j:=j+1 , j:=0) goto 2.
4. : xl = argmin f(xj), 0 j n - ,
( .
5. C:
xj = xl + ( xj - xl), j ( ).
6. ||x0 x1||, j:=0, goto 2.
7. xl.
: , ..
.
.

1.6.4. ( )

: x0,x1 p0.
x2,x3. p1. x*.
17

p1= x3-x2
x2
x3p1
x*
p0
x0

p1

x1

, (Ap1,po)=0.
n-.
.
1.7. .

: xk+1 = xk + tkSk , Sk -.
tk..
(t) = f(xk + tSk). ,
, .. .
. () .
1.7.1. .

, a<b<c,
f (a ) f (b), f (b) f (c) , [a, c]
:
g ( t ) = g 0 + g1 t + g 2 t 2
:
g (a ) = f (a ),

g (b) = f (b), , .. 3 3 g0, g1, g2.


g (c) = f (c).

g0, g1, g2
] t * = arg min g (t )

g1

() min
2 g2

:
1) a t * b c : = b, b : = t *
2) b t * c a : = b, b : = t *
, t *
a, b, c.
.
18

.. ,
.
1.7.2. ( .).

f x1,x2 ,
,
, .
, ?
1
1
x1 = , x 2 = + ( [0,1] ).
2 2
2 2
1
1
: 0, + , ,1 . 3- 4- 2 2
2 2
. n (n-) min
Ln = 2

n
2

+ (1 2 2 ) .

, ,
.

1.7.3. .

[a,b], f , t , t .
[a,b] .
t = a + F1 (b a ),
, F1 F2 0<F1<1, 0<F2<1.
t = a + F2 (b a )
, , ,
[a, b] [a , t ] [t , b] . , ,
, ..
b t t a
=
= F2 F1 + F2 = 1 ,
ba
ba
b a F1 (b a )
= 1 F1 = F2 . ( 1/ F2 =
ba
( ):
t a
= F2 , F1 = F22 ,
t a
F1 (b a ) F1
=
= F2 .
F2 (b a ) F2
19


3 5
0.382
F1 =
2
2
2
.
F1 = F2 , F1 + F2 = 1 , F2 + F2 = 1
F = 5 1 0.618
2
2
, 1/ F2 =
(. ). n
:
Ln =

n 1

, =

1+ 5
.
2

.
:
[a, b], f , t , t .
1)

f (t ) f (t ) a: = t , t = t , t = a + F2 (b a )

2) f (t ) < f (t ) b :=t ,

t = t , t = a + F1 (b a ),.

1) 2) . ,
[a, b] .
1.7.4. .

N.
, ,
min?
F
t k = a k + N k 2 (bk a k )
FN k
t k = ak +

FN k 1
(bk a k ) , - .
FN k

Fj - , .
Fk+2 = Fk+1+ Fk
: 1;1
?
Fk 2
3 5
k

2
Fk

Fk 1
5 1
k

2
Fk

.
17% .
, , .

2. .
20

2.1 .

f X,
g.
X = {x R n , gi ( x ) 0, i = 1, m} - .
gi- .
2.1.1. .

: X = {x R 2 , g ( x1 , x 2 ) = 0},
min f , f : R 2 R .
x

g x1, g(x1,x2)=0 x1= (x2), x1,x2.


min f = min f ( ( x 2 ),x 2 )
X

x2

f, - . :
f
f
+
= 0, () .
x1 x 2 x 2

g
g

g g

g ( ( x 2 ), x 2 ) 0

+
= 0
=
x1 x 2 x 2
x2
x 2 x1

f g g
( )

x 1 x 2 x1

f
=0
x2

f g

x1 x1

=
x1* , x2*

g
f
x + x = 0
2
2
g
f
+
= 0 ,

x1
x1
g ( x1 , x 2 ) = 0

, .
, :
F(x,)=f+g.
min f(x1,x2)
:
21

F f
g
=
+
=0
x1 x 2
x2
f
F f
=
+
=0
x1
x1 x1
F
= g ( x1 , x 2 ) = 0

,
.
.

2.1.2. .

.
: X = {x R n , g i ( x) 0, i = 1,2} min f , f : R 2 R .
x

:
,
f

g1(x)=0

g2(x)=0

f = const ( )

g2

g1
-f

x* , , -f :
(1)
-f = 1g1+2g2, 10, 20.
-f , g1 g2.
(1) :
f +

i =1

gi = 0 , i - .

22

i gi (x) = 0 ( ).
2

f +

i =1

gi ,

. i (i 0).
f (-f ),
:
:

g2(x) = 0

S
g1(x) = 0

-f

g1

g2

S, -f g1
g2.
, x()=x* + S, ( )
( ), x*
.
, ,
, g1 g2.
g2(x) = 0.

f1

g2(x) = 0

g2

f1 , , x*
. ,
1=0 ( g1).
,
.
23

x*- , x*
: I ( x * ) = {i : gi ( x*) = 0 ; i {1... m}}
:

s R n - , :
(g i ( x*), S ) < 0
( ) , x* - . i I(x*)
(*)
(f ( x*), S ) < 0
:
:
, x* S
,
x*
>0
(1) gi ( x * + S ) = g i ( x*) + (gi ( x*), S ) + o ( 2 )
f ( x * + S ) = f ( x*) + (f ( x*), S ) + o( 2 ) ( )
] i I ( x*), gi ( x*) = 0 (. I(x*)).
gi ( x * + S ) < 0 (.(1) (*)).
i I ( x*) , gi ( x*) < 0 . gi ( x * + S ) < 0 (- ).
, , x* + S- ,
f . x* .
x* (*) - .
:
m n- :
1) x R , Ax < 0
n

2) R , A
n

= 0, i 0, i = 1, m

.
-:
x* - .
x* , ,
- , 1,...,m 0 ( ),
:
m

f
(
x*
)
+
i gi ( x*) = 0

- .
i =1

g ( x*) = 0, i = 1, m
i i

:
, S,
:
24

(gi ( x*), S ) < 0


, iI(x*).

(f ( x*), S ) < 0
, :

gi ( x n )

A = ............... , iI(x*).

f ( x*)
S , AS<0. , 0 ,..., m 0
, ( ) :
m

0 f ( x*) + i gi ( x*) = 0

( *)

(i: = 0, iI(x*)).

i =1

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

0 0, 0 , ,
, -, . (*) 0
.
.
. f(x1, x2) x12+x221.
2.2.

f X.
X=xRn, gi(x) 0, i =1...m , f gi i - .
:
() .
:
x1,x2X , [0,1]
z=x1+(1-)x2X. Rn , zRn. gi(z) 0.
gi :
gi(x1+(1-)x2) gi (x1) + (1- ) gi(x2) 0
x1+(1- )x2 X (. X), gi.
X
X .
:

m

f(x)+ i g i ( x) = f(x) + ( ,g(x)), i 0.


i =1

-:
m

f(x)+ i g i ( x ) =0, i gi(x*) = 0, i=1..m


i =1

25

X
gi(x), ,
, , .
:
) i (1 i m) xi X : gi (xi) <0, ,
X
.
) :
x X , i=1...m gi(x)<0.
. , .
m

. x = i xi ,
i =1

i =1

=1, i 0, i=1...m ,

X . .
:
,
( )

:
(x,y), (x ,y )
, : (x ,y) (x ,y ) (x,y )
( ):
,
m

f(x )+
i =1

gi ( x*) f(x )+

i * gi ( x*) f (x)+
i =1

i =1

*g i ( x)

xRn, i 0, i =1...m
x*- .
:
:
m

i =1

gi ( x*) i * gi ( x*) ,i* 0, gi(x*) 0 (. X)


i =1

-, =0 :
m

0 i * gi ( x*) (* , g(x*))=0.
i =1

:
f(x*)+0 f(x)+

i =1

*g i ( x) f(x)

x X

x* .
-:
26

. , x*
, ,
* (x*,*)
,
*
x =0

* def ( x , )
x = x*, = *
=
*
x
x
0

,

* def ( x , )

*
x = x*, = *
=
( *,
)=0

* 0

x (x 0), :
*
*
x 0 ; ( x*, x ) = 0 ; x* 0

* 0 ; ( *, * ) = 0 ; * 0

:
.
- .
2.3. .

f X.
X=xRn, gi(x) 0, i =1...m , f gi i - .
2.3.1. .

.
, X (
X).
xk+1= px (xk- f(xk)), px X.
:
X- , X
, . X,
.
,
.
2.3.2. .

27

xk f(x) ( ,
). min
X x k .

x k = arg min (f ( x k ), x)

x k +1 = x k + k ( x k x k )
:
1. X .
.
2. ,
3. k. k
:

k = argmin f ( x k + ( x k x k ))
0 1

xk .
f : f(x*)- f* = o(1/k), f* = min f(x) X.
2.3.3. .

(x ,) = f(x)+ i g i ( x) = f(x) + ( ,g(x)), i 0.


i =1

:

(x* , ) (x* ,*) (x ,*) xRn, 0,
x* .
:
(*) (x* ,*) = minn max (x ,) = max minn (x ,) = f(x*)
x R

x R

x , , ,
.
-
, max minn (x ,).
0

x R

- (x ,).
-

k
k +1
k
k
k
k
k
k
x = x x ( x , ) = x ( f ( x ) + (g ( x ), ))

k +1 = k + ( x k , k ) = k + g ( x k )

.
28

.
- :

1
2
( x, , k ) = f ( x) +
+ k g( x) +
.
2k
2k
k- ()
+ - .
.
1. + k g(x)>0, ( x , , k ) = f ( x ) + ( , g ( x )) +

k
2

g( x)

2
k
g ( x ) - () , g(x)>0.
2
2. lim ( x, , k ) = ( x, ) ( ),
k 0

lim ( x , , k ) =
k 0

.
x k +1 = arg min ( x, k , k ), x R n
k +1
= [ k + k ( x k +1 , k , k )]+
(x* ,*) .
2.3.4. .

:
.
:
min f(x), xX,
X = {xRn, gi(x) 0, i = 1...m}
:
(x), Rn ,
, :

(x ) = 0, x X

n
(x ) > 0, x R / X
:
1
( x , ) = f ( x ) + ( x ) , - ,

.
:
1) { k } k =1 , ,

lim k = 0 .
k 0

29

2)
(x,). (x,1),..., (x,k).

( ) :
arg min ( x , ) = x *, x R n .

,

: x *
0 x*, x* = arg min f ( x ) .

(x ) = (g i+ (x )) 2 , g i+ (x ) - g i ( x ) :
i =1

+
i
+
i

g (x ) =0, g i ( x ) 0
g (x ) = g i ( x ) , g i ( x ) >0
gi+ ( x ) = max{0, gi ( x )}
2.4.

-
. ,
.
: g(x)=sup (x, ), 0
,
g(x) = f(x), gi(x) 0, i=1...m
g(x) = ,
, (x, ) = f(x)+( , g(x)), 0
:
min g(x)-?, x Rn
.
, max min.
h( )= inf ( x , ) , xRn
h( )-? 0 , .
:
:
1) f(x) h( ) x X, 0
2) -, (x*,*)
, *- .
* = argmax h( ), 0 f(x* )=h(*)
3) x*, * : f(x*)=h(*),
x* = argmin f(x), x X ,
30

* = argmax h( ), 0 .
:
1) f(x) f(x)+( ,g(x))= (x, ) inf (x, ) = h( ), xRn
2) 0 :
h(*)= inf (x ,*) = (x* , *) (x* , ) inf (x, ) = h( ), xRn
* - .
(x*, *) = f(x*) h(*)=f(x*)
3) 1) f(x) h(*) = ( 2)) f(x*) h( )
x*- , *-


() , .
, f , -f .
. , ,
.
2.4.1.

X={xRn, x 0, Ax b}, b- m, A mn.


f(x) = (c, x)- ()
: min f(x)-?, xX- .
.
( x , ) =(c, x)+( 1,b-Ax)+( 2,-x), 1Rm, 2Rn ( gi(x)0).
min(c, x) = max inf [(c, x)+( 1, b-Ax)+( 2, -x)], 10, 20, xRn = (.
) = max inf [(c- AT1-2, x)+( b, 1)]
10, 20, xRn =
: (1, Ax)=(AT1, x)
T
, c - A 1 2 0
= max
, 10, 20
(b, 1), c= A T 1 + 2
= max (b, 1) ( 10, 20, =AT1+2) = max (b, 1) ( 10, AT1)
, max (b, ) = (c, x*), AT, 0
max (b, ), AT, 0 - .
,
: (b, ) , AT,
0.
:
1. m -
( Ax).
2. ( 0, )
( x).
31

3. (n + m) .
4. .
-
.
:

.
x* , *- ,
(. x )
f(x*) = (b, *), b: bb+b min
(b, *). b , i .
h(b) = min f(x), Ax b, x 0.
b:
h(b+b) = h(b) + (b, *), b 0 :
h
h
= * ,
= i*
b
bi
3.
3.1.

: min f(x), xX
X={x Rn : g j(x) 0, j = 1...m}, f, g j - j.
- .
:
, :
f(1x1+ 2x2) = 1f(x1) + 2f(x2), iR, xiX.
n- :
f(x) = (c,x)
f(x) = c1x1+ ....+ cnxn

a 11 x 1 + a 12 x 2 +...+ a 1n x n 0

...........................................
a x + a x +...+ a x 0
m2 2
mn n
m1 1

a 11 x 1 + a 12 x 2 +...+ a 1n x n b 1

........................................... ,
a x + a x +...+ a x b
m2 2
mn n
m
m1 1
n- .
:

32

X ,
.
:
X ,
.
.

.
. ?
:
() xn+i 0
a11 x1 + a12 x 2 +...+ a1n x n + x n +1 = b1

................................
a m1 x1 + a m 2 x 2 +...+ a mn x n + x m + n = bm

. ( , x) = 0 , ( , x) 0 ( , x) 0
.

X = {Ax = b , x 0 , x R n } ;
A - mn ; x -
n ; b - m ;
f(x) = (c,x) - ;
min f(x) -
X

: , .
: x (),
x1 + (1 - ) x 2 = x x1 = x 2 = x , ..
.
( ) :


.
( )
( ) :
,
.
: ( ).
, :
1. X - ,
2. x * : (c , x * ) = min (c, x) , X .
X

3.2. .

X = {x R n , Ax b , x 0} , f(x) = (c,x) -
33

a1

A= : - , ai - n ;
a
m
b1

b= : - m.
b
m

: ( ai , x) bi , i = 1, m
, -
( ai , x) = bi .
: R n - R n 1 .
, X
.
(n = 2) :
- ; - .

x2

(a2,x)=b2
(a1,x)=b1
x

a2

(a3,x)=b3

a1
a3
0

x1

.1.
*
x 0, .. 1 .
x2
(a1,x)=b1

(a2,x)=b2
a1

a3

(a3,x)=b3

a2
0

x1

.2.
*
?
.
34

x2

(a2,x)=b2

.
-

(a1,x)=b1
c
a2
(a3,x)=b3

a1

(c,x)=const
.

a3
0

x1

.1.
x2

2
1

(c, x)=const

x1

2 (.2) min .
( ) .
3.3. .
:

x * - . x1 ,..., x m X ,
m

x * = i xi , i >0
i =1

i =1

=1,

(c, x * ) = (c, x1 ) = ... = (c, x m ).


:

( )

, (c, x * ) (c, x1 ) ... (c, x m ).


(c, x * ) = (c,

i xi ) = ( - . .) =
i =1

x1 ) ; (*),

(c, x * ) = (c, x1 ) .

.
( ) :
35

(*)
m

i =1

i =1

i (c, xi ) i (c, x1 ) = (c,


=1

x * , x 0 X ,
(c, x * ) = (c, x 0 ).
:
1. X . :
n

x * = i xi ; i 0 ,
i =1

i =1

=1, xi - ( ) X.

i , 1 0,..., m 0, m +1 = 0,...,
m

n = 0 ; x * = i xi , i >0 ,

i =1

i =1

=1.

, (c, x * ) = (c, x1 ) = ... = (c, x m ).


x 0 x1 ,..., x m X .
2. X , x * - .
> 0 :

L = {x R n :

x j }, l = {x R n :
j =1

x
j =1

= }.

R 2 :
x2

I L
L
0

l
x1

, x * L , x * l .
x * X L , ( . ). :
m

i =1

i =1

x * = i xi , i >0 , i =1, xi - ( ) X L (
).
xi 0 l, , .. xi 0 -
X (. ).
m

i =1

i =1

xi l , i = 1, m , x * = i xi , i >0 , i =1,

i = 1, m x * l , .
36

.. l :
n

j =1

j =1

j =1

j =1

( x1 j + (1 ) x2 j ) = x1 j + x2 j - x2 j = + - = ,
x1 , x 2 l ( ).
3.4. .

X = { x R n :

a
j =1

min (c, x) = min


X

c
j =1

ij

x j = bi , i = 1, m , x j 0 }

xj - ?

A j = (a1 j , ..., a mj )

B = (b1 , ..., bm ) ,
T

:
n

x
j =1

A j = B , x j 0 , j = 1, n

min (c, x) - ?
X

: ,
, (>0) .
.
* A j
( ) :
() ,
.
:
() x - .
, k x () , - .

.. x = (x1 ,..., x k ,0,...,0) . :


T

A1 , ..., Ak . , x

x
j =1

A j = B

, x :
x = x / + (1 - ) x // , 0 < <1, x / , x // X -
, >0, 1- >0 x / x // :

)
,0,...,0 )

x / = x1 ,..., x k ,0,...,0

//

x // = x1 ,..., x k

//

T
T

37

.. x / x // - ,
n

x
j =1
n

x
j =1

Aj = B

//

A j = B ,

(x
j =1

/
j

//

x j ) Aj = 0

A1 , ..., Ak , x / = x // ,
, x / x // , x .
T
(). x = (x1 ,..., x k ,0,...,0) X.
, x . ,
A1 , ..., Ak . .
k

j ( ) ,
.. x - ,

x
j =1

j =1

Aj = 0

Aj = B

>0 :
k

(x j + j ) Aj = B ,
j =1

(x
j =1

j ) Aj = B

, ,

x / = x1 + 1 ,..., x k + k ,0,...,0

x // = x1 1 ,..., x k k ,0,...,0
, .. .

(x
: x =

+ x // )
, .. x . ,
2
A1 , ..., Ak . .
/

1: .. A1 , ..., An m ,

X, m .
2: m ( k m )
A1 , ..., An .

3: X .
, ,
.
X.
:
, n
.
n+m.

C nn+ m , .
38

3.5. - .

min (c,x) -?
X

X = { x R n : A x b , x 0}

(*)

mn

- 2- :
1. .
2. .
1. :
.
X = { x R n : A x - y = b , x 0, y 0},
mn

min (c,x) -?
X

(**)

((*) (**)) ,
: max (b,) AT , 0.
A x - y = b :
m n

1 y1 +......+ 0 = a11 x1 +...+ a1n x n - b1


0 +1 y 2 +...+0 = a 21 x1 +...+ a 2 n x n - b2
..................................................................
0 + ....... + 1 y m = a m1 x1 +...+ a mn x n - bm
y1 ,..., y m , ..
( Y1 ... Ym ).
:
- n+m
- m
x1 ,..., x n , ,
. ,
x
0
x = 0, .. . ..
y
y
x1 : =...: = x n : = 0. y i = - bi 0 ,

. y i , (
).
.

:
y1 Y1 + y 2 Y2 +...+ y m Ym = B
A j , j = 1, n :

x / =(y1=-b1,,ym=-bm,x1=0,,xn=0).

(1)
m

A j = aij Yi
i =1

, , ,
AS , ais .
39

a1s Y1 + a 2 s Y2 +...+ a ms Ym = AS

(2)

>0 ( ).
(2) (1).
:
( y1 a1s ) Y1 + ( y 2 a 2 s ) Y2 +...+ ( y m a ms ) Ym + As = B
(3)
.., x // = ( y1 a1s , y 2 a 2 s , ... , y m a ms , 0, ... , 0, s , 0, ..., 0)
(s - )
x , . .. >0,
//

x // , ais < 0 , .
, ais . ..
>0, ais ,> 0
y i ais 0 0 <

yi
yi
... min
.
{i: ais > 0} a
ais
is

m+1 ,
x // , , .
yi y r
, = 0 = min
=
, .. r- 0.
{i: ais > 0} a
a rs
is
0 (3):
( y1

y
yr
y
y
a1s ) Y1 + ( y 2 r a 2 s ) Y2 +...+ ( y r r a rs ) Yr +..+ ( y m r a ms ) Ym +
a
a rs
a rs
a rs
144
4rs2444
3
=0

yr
As = B
a rs

:
y 1/ Y1 +...+ 0 Yr +...+ y m/ Ym + y s/ As = B ,
x // = ( y 1/ ,..., 0 r ,..., y /m , 0,..., 0, y s/ , 0,...,0 ) ,
y i/ = y i 0 ais ( i = 1, m , i r ), y s/ = 0 .


0
-- ,

Y1 ...... Ym , AS -

.
,
- ,
, - bi < 0. :

40

0 =

max
{i :

b
i < 0}
a
is

bi
ais

*
( ( AS )) ,
- .
y i < 0 , , ..
.
s r, ..
x s , y r
:
y r = a r1 x1 + a r 2 x 2 +...+ a rs x s +...+ a rn x n - br
.. x s , 1 ,
(= 0).
xs =

n a x
y
br
rj
j

+ r
a rs j =1 a rs
a rs

( br )

js

(4)

y i , :
n
ais a rj
y i = aij
a rs
j =1

js

a
a
x j + is y r bi + is br ,
a rs
a rs

i = 1, m , i r.
x s y i ( i = 1, m , i r) - .
.
:
:
x1

x2

...

xn

y1

a11

a12

... a1n

b1

y2

a 21

a 22

... a 2 n

b2

...

...

...

ym

a m1

am2

...

... a mn

:
bm

, - bi 0
x j : = 0 , y j = b ( i, j)
i

.
41

, - bi < 0. :
x1

x2

y1

a 11

y2
:
xs
:
ym

xn

... a 1n

b/

... a 2/ s
... ...
... a rs/

... a /2 n
... ...
... a rn/

b/
2
:
:

... ...
/
... a ms

... ...
... a mn

:
b m/

...

yr

a 12

/
1s

... a

a /21
...
a r/1

a /22
...
a r/ 2

...
a m1

...
am2

...

:
1). r- :
1
,
a rs/ =
a rs
a rj
, js
a rj/ =
a rs
b
br/ = r - .. ( , ,
a rs
, )
(. (4))
2). s :
a
ais/ = is , i r
a rs
3). :
aij a rs ais a rj
,
aij/ =
a rs
i r, j s
(. (4))
b a br ais
,ir
bi/ = i rs
a rs
* , , - bi/
, , > 0, .
b a
bi/ = bi r is
a rs
). bi < 0, ais < 0.
b
b
b
i < r - , r
ais
a rs
a rs
.

42

bi/ = bi

b
b
br a is
= ais ( i ( r ) ) < 0
ais
a rs
a rs
<0
\ ___ < 0 ___/

). bi < 0, ais > 0.


bi/ = bi + ais (
>0

br
) < bi < 0
a rs

<0

: bi < 0, bi/ < 0.


x s , y r ars :
( , )
- bi < 0. i.
0, >0.
0

: , .. y i = aij x j bi 0.
j

\ _ 0_/

: ais > 0. s.
x s , - y i = 0.
b
k . . r :
a ks
b

b
br
= max k : k < 0, k {1, m}
a rs
a ks
a ks

,
.

2. ( ).

x2

-
0

x1

( )

, . c
. ci 0.
f(x) =

i=

xi

43

{ x1 , x 2 }{ y1 , y 2 },
f=

j=

y j (, )

: ,
. , , ,
. c /j > 0, , ..
. ( 0), .
* .. ( )
:
x1
a11
a 21
...
a m1
c1

y1
y2
...
ym

x2
a12
a 22
...
am2
c2

b
b1
b2
...
bm
0

... x n
... a1n
... a 2 n
... ...
... a mn
... c n

- bi > 0 i ( )

:
.
x s y r (. (4))
<0 <0

b c
f = c j x j + c yr + r s
a rs
j= 1
n

/
s

j s

f(x) =

( < 0)

<0

j=

xj

c /j =

c j a rs c s a rj
a rs

, c s/ =

cs
a rs

:
1. c j 0.
.
2. c s < 0.
1). ais 0 i ,
min f = - .
2). ais < 0 ()

44

bi
b
: i < 0, i {1, m} } ,
ais
ais

ars - .
3.6


.
m Ai
ai , i = 1, m . n

B j

b j , j = 1, n . , ci j-
i - j- .
, ,
, .
.
:
xij , i- j-
.
m

min cij xij -?

i =1 j =1

j =1

ij

= ai , i = 1, m -

ij

= b j , j = 1, n -

i =1

xij 0 , i = 1, m , j = 1, n

a
i =1

b
j =1

- .

, ( ) .
, .
n+m :
(*) 1- :
x11 + x12 + ...+
x1n
x21 +
...
...
...
...
...

x22 +
...

...
...

x2 n
...

(**) 2- :
45

...
xm1 +

...
xm 2 +

...
...+

...
xm n

=
=
...
=

a1
a2
...
am

x11+
...

x21+
x12+
...

xm1
x22+
...

...

...
...
...
...
x1 n +
x2 n +
.
:
Ax = b ()
:
n=2
m=3
:

...

xm2
...

...

...
xm n

=
=
...
=

b1
b2
...
bn

1 1 0 0 0 0

0 0 1 1 0 0
A = 0 0 0 0 1 1

1 0 1 0 1 0
0 1 0 1 0 1

A ( 1000).
,
. , AT .
3.5.1. .

mn m+n .
(*) , (**) , ,
, .. -.
.

m+n-1
-
,
,
m+n-1
( 0).
().
:

c11=5

5
c12=1

-5

4
-4

+4

c13=4

a1=5
c14=7

-3
3

2
46

a2=7
+2

c21=2
-3
c31=4
b1=3

c22=6
3
c32=2
b2=8

c23=10
+6
+
c33=3
B3=2

c24=3
1
c34=2
b4=3

a3=4
ai = bj

m+n-1 (6) (>0).


. ()
, ..
, ,
.
:
(i1 j1 ) (i1 j 2 ) (i2 j 2 ) K (im j1 )
,
, .
-
() .
() ..,
.
, , . ,
, .
( )
, m+n-1 ,
.
,
m+n-1.

( - , ).
:
, ,
ai b j .
, , ,
, ,
( , ).

, ,
.
f = 45.

47

3.5.2. . .
:

i- , i-
0.
i- , i-
,
.
:

(. .3, 2.3.).

* *
* *
x ,
=0
,
=0
...

:
(x, ) = (c, x) + (, b Ax)
:
...

xi* (c AT * ) i = 0, i = 1, n :

*j (b A x * ) j = 0, j = 1, m :
.
:
x * , m+n
ui v j , :
u i + v j = cij xij* > 0
u i + v j cij xij* = 0

ui

vj

.
:
() .
:
min(c, x) ?
Ax = E , x 0
E = (a1 ,

...,

am ,

b1 ,

bn )

...,

:
max( E , ) ?
48

AT c , 0
.. AT () ( ui=i, vj=i,
u i + v j cij
u i = i
vj =j
:
n
m

max ai u i + b j v j ,
j =1
i =1

u i + v j = cij xij* > 0


u i + v j cij xij* = 0
.
, ,
:
) u i + v j = cij
) u i + v j cij
u i + v j cij ,
, , ,
, (
).
:
1. :
u i + v j = cij . m+n-1,
m + n. ( u i v j ).
:

u1
u
2
u 2

u 2
u 3

u 3

+ v2 = 1
+ v1 = 2
+ v 3 = 10
+ v4 = 3

u 2 =0,

+ v2 = 2
+ v4 = 2

49

u
2 (1)
0 (2)
1 (3)
v

( )

2
3 10 3
(1) (2) (3) (4)

2. .
:
ij = u i + v j - cij (. )
ij 0, .
3. , :
ij > 0 ( +6) .
4. :
. m+n , .. .
, .
(. )
0 = min xij ( , ). 0
()

. ,
- 0 ,
- 0 xij .
:
5

3
1
3

3
1


f = 39 ( f )
5.
2.

50

(. - )

(. - )

( -
. )

4. .

,
,
, ,
.
4.1. .

I 0 - .
f(x). min0 f(x)
xI

I 0 :
min
f(x)
0
I

I 0 .
:

ij min
f(x); 11 , 12 0
i
Ij

: ( -)
I0

I 11 11

I 112 112

I 21 21

I 122 122

51

ij .
11 .
I 11 , ..
- I ijk ...= { x * } ijk ... (
)
x * - .
, ,
I ..
() .
.
4.1.1. .

n .
() .
(.. , ).

a 21
...
a n1

1
A=2
...
n

...
a12

...
an2

...
...
...
.....
...

n
a1n
a2n
...

aij - i j.
aij .. a ji , aij 0 , i, j
.
,
n!.
:
1
xij = ,
0
1 -
0 - .
min aij xij ? ,
i

52

i=

ij

= 1, j = 1, n , xij {0,1}

*
n

j=

ij

= 1, i = 1, n

*
, ,
.

N , N = (n 1) (n 1) , :
2

y i y j n xij n 1
i = 2, n , j = 2, n
, , - .
.
, S, l S = aij ,
ij

.
S ,
A. i .

i - i - A /
aij/ = aij i ( )

A / ,
.
n

l S = l + i
/
S

i =1

A / , , .
g j - j- A / .
A // a ij// = aij/ g j
n

i =1

j =1

, l S = l //S + d 0 , d 0 = i + g j
l * - ().

l * = min l S
sS

d 0 - l * :
d 0 l*

(*)

d 0 0 .
53

A // .
S, i j.
:

l S d 0 + a ij//
, , a ij// = 0 (*).
, .
i j, a ij// = 0.
(i
/ j) - , i j.

i - , (i
/ j)
i k, k j.
j , (i
/ j) m j, m

i.
, l S (i
/ j),
i k , m j, :
//
l S d 0 + aik// + a mj

ij = min aik// + min a mj//


k j

mi

(i
/ j) :

l S d 0 + ij

(**)

(i
/ j).
i j, (**) .

* =

max
//

{ aij : aij = 0 }
//

//
( min aik// + min a mj
)
k j

mi

, :
I1 , I 2 .
I 1 - (*).
I 2 - l S d 0 + * .
I 2 A2 A // , aij :=
( i j , . ).
I 1 A // .
, , i j,
, i j
( A // i - j - ).
n - 1.
j i , A1 : a ji := .
, aji , ,
54

( i, j ) - ( )
( i, j ).
( i, j ) , ,
.
p q - . , p=i q=j.
a qp := .
(q , p) ,
< n.
, ,
.
:
A/ :

A:
1
2
3
4

min :

1 2
3
4
50 24 12
10 18 45
50 4 24
1 45 50

min

12

10
4
1
0

27
0 8

1
2
3
4

1 2 3 4
38 12 0
0 8 35
46 0 20
0 44 49

0 8

A // : 27+8=35
1

38

00

0 24

04 35

3
4

46 0 58
041 44 41

20

- "" ( + )
- "",
- .
32.
A1 :

1
2
4

0
0

3
4

41

. A1 4

4
0
, 23 - (.. 32)
35

55


A1 :
1
2

035

3
437

4
035
35

037

41

35 + 4 =39
13; 31
A2 : 3
/ 2 - ( . A1)
1
2
3
4

1
2
3
4

0
46
0

38

44
38

4
0

41

0
35
2020

1
2
3
4

0
26
0

2
0

3
4
0

41

4
0
35
0

35 + 38 + 20 =93
A12 : 1
/ 3
1
3

1
2
4

0
0

37
37

4
0
35

1
2
4

0
0

4
0
35

39 + 37 =76

132 ; : 2
/ 1
A11 :
2

4
3535

2
4

39 + 35 =74

132 . A11 : 241

24

45

: 1 3 2 4 1
: 74 = 24 + 4 + 45 + 1

4
0

(. A)

56

35

39

74

93

A1

76

A11

A2

(. 39)

(. 74)

A12

:
.
4.2. .

: .
3

N1

N0

N2

1
N3

N 1 ()

.1
. -
i K .

i H i K 5.
.
, .
:
- ,
- .
, : ,
.
4.2.1. .

57

- U.
U i : .

{ i0 , i1 ,..., ik }

{ u0 , u 1 ,..., u k 1 }, ( i j , u j ) = i j +1 .
: .
i0 - .
( )
ik - .

, .
:
J (t ) = f j (i j , u j )
j

(*)

:
min J (t) ?
T

, (*) :
k 1

J ( i0 ,..., ik ) = f j (i j , i j +1 )
j =0

. ,
, .

n n .

4.2.2. .

Ti - , i- .
U i - , .
(u U i , (i, u ) )
123

Ti =

U {(i, u ), t }
/

(2)

uU i t /T
(i ,u )

t i - .

:
58

Z( i ) = min J (t)

(3)

tTi

(2) (3):
Z( i ) = min

min

uUi t /T
(i,u)

J (( i ,u), t / ) =

(*):

= min

min

uUi t /T
(i,u)

(i j , u j ) =

f 0 (i, u ) + f j (i j , u j )
j 1

f 0 (i, u ) (i,uj) j1 ( ).
:

= min ( f 0 (i, u ) + min


uU i

t /T (i,u)

f
j

(i j , u j ) ) =
*

* Z( ( i ,u)) .(3)

= min ( f 0 (i, u ) + Z( ( i ,u)))


uU i

(
, t > t 0 t< t 0 ).
, ().

:
()
.
, :
Z j (i ) = min ( f j (i, u ) + Z j +1 ( (i, u )) ) -
uU i

Z j (i ) -
Z k (ik ) = 0 (.. )
ik - .
4.2.3.
.

N 1 ,
(. .1),
Z k (ik ) = 0 ( ik - ).
Z (i ) N 1 .
u ,
59

min .
, N 2

N 1 .

Z (i ) N 2

u, min .
, Z (i) .
.
, ,
,
.
4.2.4.

1. .
,
i - : - ai
- ci
,
, .
n

maxcixi ai y, y - ( )
i =1

,
:
Z (y) = max ( ci + Z(y ai ))
iI z

I z = { i : ai y} - .
Z , .
.
, .. , ,
-.
2. .
n , 0 . ,
i - xi f i ( xi ).
, :
n

S = f i ( xi ) max
i =1

xi 0, i = 1, n ,
n

i =1

= 0
60

.
xi ( - ), :
x1

x2

x3

40 80 120 ...( = 40)


n -.

1) x1 : 1 = 0 x1 - ( x1 )
2) x 2 : 2 = 1 x 2
:
:
n) x n : n = 0 ( )
Z k ( k ) - ,
k k+1, ... , n.
Z k ( k ) = max { f k +1 ( x k +1 ) + Z k +1 ( k - x k +1 )}
0 xk +1 k

:
n n n1 ,
.
,
.
, ,
. ,
. , ,
- .

.
.
1. , -
, .
,
.
2. .
.
5. ()

,
:
61

J (y(x)) =

f ( x, y( x), y

( x))dx

.
. :
y ( x) = max { y ( x) + y / ( x) }
a < x< b

y (x) J (y(x))
:
(y(x)) = y * (x) + (x) , (a) = (b) = 0
(x) -
- , .
:
(x)

y 1 (x )- . -

y * (x )

y (x ) = y * (x ) + (x )

(x)

y = y * + , :
b

J ( y ( x)) = f ( x, y * + , y * + / ) dx J ( y * ( x)) (.. min )


a

.
5.1. -.
-:
f, [a, b] , h ,
[a, b] , h(a) = h(b) = 0
b

a f ( x)h( x)dx = 0 ,

f 0 (/)

J( y (x)) = 0:
J( y (x)) = J( y * ) +
SJ =

J
+ o()

J
- .

62

y * (x)

(x)

=0

= 0 SJ = 0


: J, , :
b

J ( ) = f ( x, y ( x) + ( x), y | ( x) + / ( x)) dx
a

:
b
f ( x, y, y / )
J ( )
f ( x, y, y / ) /
=
( x) +
( x) dx = 0
/

f
f
d f
b
/
a y / ( x) dx = ( ) = y / ( x) a a ( x) dx y / dx
\ ___ = 0 ___/

.. (a ) = (b) = 0
b
J ( ) f ( x, y, y / ) d f ( x, y, y / )
( x) dx =0
=

dx
y
y /

(x) , :
(a ) = (b) = 0
:
f ( x, y*, y */ ) d f ( x, y*, y */ )

0
y
dx
y /

- -

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

2 f ( x, y * ( x), y * ( x))
>0
yy /

fy =

f
,
y

fx =

f
x

-:
fy

d
f / = 0
y
dx

63

f /
f /
f /
/
d
y dx
y dy
y dy
f /=

y dx
dx y
x dx
y / dx

( - )

-:
f y f / f / y / f / y // = 0
y y
y y'
y x

(*)

( )
, -
.
.
5.1.1. -.

f (x, y) y / .

1)

f ( x, y )
f
0 ( -)
=
0

y
y /
2) f (x, y / ) y:
f
f
d f
= const
=0
/ 0
y /
y
dx y
3) f (y, y / ) x:
f y f / y / f / y // 0 \ y / \
y y
y y'

(*)

d
/
( f y f / y / ) 0 f y f / y = const
y
y
dx
:
5.1.2. .

,
( , )?

64

y (x)

y0

x k ( .)

:
y

g
(
.)

xk

V , - , g .
:
(*)
dx = V cos dt
1
(1)
tg = y / (x) cos =
2
/
1 + y ( x)
v-?
( )
:

m v2
= mgy,
2
V = 2 g y

(2)

(1) (2) (*), :


dx
1 + y / 2 = dt
2 g y
:
xk

1+ y/2

dx = T min
2

y
0 1
424
3

( .)

, y=y(x),
.
65

, F y y / , ..
-
F y / F / const - - F(y,Y).
y
2g , ..
1+ y/2

1 2 y/
1

const
y/
2 1+ y/2
y

:
1
const
y (1 + y / 2 )
c =

1
1
const =
2
const
c

: y (1 + y / 2 ) c

(**)

. :

y / = tg t

\ t- \

1
cos 2 t
(**) :
1+ y/2 =

y = c cos 2 t
dy = tg t dx
()
2
dx = 2 c ( cos t ) dt
dy = c 2 cos t ( sin t ) dt

( .. y / = tg t )

:
c
x = 2 c cos 2 t dt = 2 c 1cos 2t dt = c t sin 2t
2
2
y x .
.
.

:
y

y0

xk

66

() .
, ( y // >0).
5.2. .

, y - , m , ..
y = ( y1 , ...,

y m ) . , -
T

y i :
F d F

0 , i = 1, m ,
y i dx y i /

y i , .
5.2.1. .

1). , .
: , , ,
, .
, , ,
.
(*)
, ( y1 , y 2 ,x) = 0
- ;
x - ;
y1, y2 - x;
, , :
xk

1 + y1/ 2 + y 2/ 2 dx

(*)
.. . :

y1 ( x0 )
-

y 2 ( x0 )
.
y1 ( x k )
-

(
)
y
x
2 k

2)
, max .
:
tK

y / (t ) + x / (t ) dt = l

(**)

t0

67

l - .
tK

S=

y(t ) x (t )dt max


/

t0

(*) .
(**) .
(*) (**) .
:
: i ( x, y, y / ) = 0, i = 1, k

: j ( x, y, y / )dx = l , j = 1, p -
F * :
k

F =F+

( x ) ( x, y , y
i =1

) + k + i ( x ) j ( x, y , y / )
j =1

i .
, ,
- F * y ,
F * .
i (x)
- i .
:
.

y1 = y2
- , (u - )

y 2 = u
tK

J = u 2 (t )dt min
t0

y1 y 2 . u ,
,
.
*.. - .
.

F * = u 2 + 1 (t ) ( y 1 y 2 ) + 2 (t ) ( y 2 u )

- : y1 , y 2 , 1 , 2 ,u.
d F
F
=0

y dt y /
F *
= 0,
y1
68

y1

= 1 (t)

d
1 (t) = 0 -
dt
F *
F
= 1 (t) ; = 2 (t)
y 2
y2
d
2 (t) = 1 (t)
dt
F *
F *
= 2u 2 (t);
= 0 2u 2 (t) = 0
u
u
(t )
u= 2
2
F *
F *

.
1
2
:
1 (t) = c1

2 (t) = c 2 c1 t
u(t) =

2 (t )

c 2 c1 t

2
2
2
.. , , u - . c1

c 2 [t 0 , t k ] .

.., ,
.
* .

. u(t)
.
6.
( ).


:
dx1
dt = f 1 ( x1 ,..., x n , u1 ,..., u r )

.........................................
dx n = f ( x ,..., x , u ,..., u )
n
1
n
1
r
dt

69

t - , .
x1 = x1 (t ) , ... , x n = x n (t ) - .
u1 = u1 (t ) , ... , u r = r (t ) - .

:
X = (x1 ,..., x n )

U = (u1 ,..., u r )

dX
= F (X,U)
dt
- (
) , , U(t)
F = ( f1 ,..., f n ) , :
T

, X(0) = X = (x1 ,..., x n )


T

X(T) = X = (x1 ,..., x n ) I =


T

( X , U )dt ,

f 0 - .
x0 (t ) ,
t

: x0 (t ) = f 0 ( X , U )dt
0

dx0 (t )
= f 0 (X,U)
dt
, :

dxi
= f i ( x1 ,..., x n , u1 ,..., u r ) , i = 0, n
dt
,
x0 . n+1- :

X = (x 0 , x1 ,..., x n )

dX
= F (X,U)
dt
I = x0 (T) x0

F = ( f 0 , f 1 ,..., f n ) ,
T


x0 ( ).

,
- .
,
- .
:
70

dxi
= f i ( X , U ) , i = 0, n
(*),
dt
, :
n
f ( X , U )
d i
= - (t )
, i = 0, n
(**),
dt
xi
=0

i (t ) .
(*).
:
n

H= (t ) f ( X ,U )
=0

n
f ( X , U ) H
H
= (t )
,
= f i ( X ,U ) .
xi
dxi =0
d i

(*) (**) :
H
dxi
dt = , i = 0, n
i
(***)
d
H
i

xi
dt
(***) .
( )
:
U(t) X(t) ,:
1. (n+1)- -

(t) = ( 0 (t ), 1 (t ),..., n (t ) ) ,
T

.
2.
H = ( (t), F (X,U)) ,
F (X,U) (t) , 0 < t
< T U.
3. t = T :
0 (T) 0 H T 0.
:
dx1
T
= x2

I = u 2 (t )dt
dt
dx
0
2 =u
dt
.
:

H = 0 f 0 + 1 f 1 + 2 f 2 = 0 u 2 + 1 x 2 + 2 u
71

i (t) , i = 0,1,2
d 0
H
=
;
dt
x 0
d 0
= 0, 0 = c 0
dt
d 1
H d 1
=
;
= 0 , 1 = c1
dt
x1
dt
d 2
H d 2
=
;
= - 1 , 2 = c1 t + c 2
dt
x 2
dt

.. H = c0 u 2 + c1 x 2 + (c1 t + c 2 ) u
2 H
H
= 0 2 c 0 u c1 t + c 2 = 0
u, ..
u
c
c
u(t) = 1 t 2
2 c0
2 c0
, .
.
6.1. .

T f 0 (X,U) = 1 ( ), ..
T

J = dt =T
0

:
n

H / = 0 + (t ) f ( X , U )
=1

.. f (X,U) , = 0, n x0 , :
d 0
H /
=
= 0 0 = const
dt
x0

*.

H/

H= (t ) f ( X ,U )
=1

0 0 ( )

, H 0

* T, .. H / 0 T.
72

, :
1. - :

(t) = ( 1 (t ),..., n (t ) ) , :
T

dxi H d i
H
=
;
=
dt i
dt
xi

2. H = ( (t), F (X,U))
0 < t < T U.
3. t = T max H = ( (t), F (X,U)) 0 .
:
, 1 2, max H(t) ,
3 0 < t < T.
:

dx1
dt = x 2
x (0) = x1
x (T ) = 0
1
1
dx
x 2 ( 0) = x 2
x 2 (T ) = 0
2 =u
dt
*.. .
u
u (t ) u m (*)

: H = 1 x 2 + 2 u
:
d 1
d 2
= 0;
= 1
dt
dt
:
1 = c1 , 2 = c 2 c1 t
:
H = c1 x 2 + (c1 t + c 2 ) u
H (*)
(**),
:
u(t) = u m sign( c 2 c1 t ) = u m sign 2
H max = c1 x 2 + u m ( c 2 c1 t ) sign( c 2 c1 t )
(**) :
1.
(+ u m , u m ), ..
.
, ,
. u m =1

73

2. , ..
c 2 c1 t 0,

:
dx1
dt = x 2
dx
2 =u
dt
1). u = 1,
x 2 (t) = t + c1

x1 (t) =

c2 1
1
t2
2
2
+ c1 t + c 2 = (x 2 (t ) ) + c 2 1 = (x 2 (t ) ) + c /
2
2 2
2
/
\ __ c __/

:
x2
c'

x1

, .. x 2 = u 1, x 2 > 0
* >0
2). u = -1
x 2 (t) = -t + c1
c12
1
1
t2
2
2
x1 (t) = - + c1 t + c 2 = - (x 2 (t ) ) + c 2 +
= - (x 2 (t ) ) + c //
2
2
2
2
//
\ __ c

__/

x2

x1

74

2=


* < 0

x2

u -1

x1
u 1

. - .
* - .
x1 - , x 2 -
u = 1 - ( - > 0 )
u = -1 - ( < 0 ).

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

1. .. . .: , 1983.
2. .., .., .. . .: ,

1978.
3. . . . .: , 1988.
4. .. . .: , 1986.
5. .., .., ..
. .: ,1980.
6. .. , .1..: , 1973.
7. .. , 1970.

75