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1
1.1 .
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1.2 . . . . . . . . . . . . . . . . . .
1.3 . . . . . . . . . . . . . . . . . . . . . .
1.4 . . . . . . .
1.4.1 . . . . . .
1.4.2
1.4.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.4.4 .

2
2.1
2.2 - . . . . . . . . . . . . . . . . . . .
2.3 - . . . . . . . . . . . . . . . . . .
2.4 - . . . . . . . . . . .

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3
3.1 . . . . . . . . . . . . . . .
3.2 . . . . . . . . . . . . . . . . . . . .
3.3 . . . .
3.3.1 .
3.3.2 ,
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9
18
23
29
29
32
38
45

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63
63
65
70
75

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85
85
88
90
90

. 91

4
103
4.1 . . . . . . . . . . . . . 103
3

4.2
4.3

4.4
4.5

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4.3.1 - . . . . . . . . .
4.3.2 . . . . . . . .

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106
107
108
110
111
120

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

137
. 137
. 138
. 141

6
6.1 . . . . . . . . . . . . . . . . . . .
6.2 . .
6.3 . . . . .
6.4 . . . . . . . . . . . . . . .
6.5
6.6
6.7 . . . . . .

155
. 155
. 157
. 160
. 164
. 166
. 166
. 167
171

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,
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, .. , . ,
,
, .
, ,
, , , . , .
.
.

, ,
, , .
,
, 5

.
,
, . .
, , , , .
.

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

, .
. , , , ,
, , , . .
,
, . , .
, ,
.

.
.
, ,
.
-.
. .

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

,
, ,
.
1 4 .. , 2 6
.. , 3 5 .. .
- , (
). : ;
.
( ).

,
.
( ),
. ( - ).

- 2 . , ,
; , ; - .

( ),
.

1

1.1

n- Rn
p
kxk = x21 + x22 + + x2n () x = (x1 , x2 , . . . , xn )T Rn .
:
f (x), x = (x1 , . . . , xn )T , Rn . , ;
X Rn ,
.
:
x X , ( )
,
f (x ) = min f (x) (f (x ) = max f (x))
xX

xX

(1.1)

f (x) :
f (x ) = extr f (x).
xX

f (x) :
9

10

1.

f (x ) = max f (x) = min f (x)


xX

xX

(1.2)

, , .
(1.2).
X (), x, . X
Rn , X Rn X 6= Rn . X = Rn ,
() x ,
.
(1.1) :
(x , f (x )), x ;
, f (x) , inf f (x) =
xX

sup f (x) = + ;
xX

, ,
X = .
() f (x)
X X .
( , ), .
1.1. x X () f (x) X, ,
f (x ) f (x) x X.
1.2. x X () f (x) X,
> 0, , x X kx x k < , f (x ) f (x).
,
x
X,
-.

1.1. . 11
1.1 1.2 ,
() () .
, . .
1.3. S , R, f (x) x Rn ,
, f (x) = . n = 2,
R2 .
1.4. ( f 0 (x) f (x)) f (x) x , , :

T
f
(x)
f
(x)
f
(x)
f 0 (x) =
,
,...,
.
x1
x2
xn
,
x ,
x, ,
x, .
, , .
.

() , (1.1), R2 .
. X. x X
S . f 0 (x) x f (x) .
x X ,
S , , , S X 6= , >
S X = . X = {x X | f (x) = } (1.1).
,
, inf f (x) = .
xX

1.1. f (x) = x21 + x22 X = {x | x22 x1 + 3 = 0}.

12

1.

. 1.1:
. .
2
2
S
f (x) x1 + x2 = R = , X x1 = x22 + 3. f 0 (x) = (2x1 , 2x2 )T , , x1 = (4; 0) f 0 (x1 ) = (8; 0)T ,
f 0 (x1 ) = (8; 0)T . , x = (3; 0)T f (x ) = 9 (. 1.1). x
X,
x1 = x22 + 3. ,
, , S X 6= .
1.5. H(x) x f (x) nn
, :

2
2 f (x)
f (x) 2 f (x)
...
x2

x1 x2
x1 xn

2 1
h
h
.
.
.
h
11
12
1n
2
2
f (x) f (x)
f (x)
h21 h22 . . . h2n

.
.
.

2
H(x) =
x2
x2 xn
= .................. ,
x2 x1
...............................

2
hn1 hn2 . . . hnn
f (x) 2 f (x)
2 f (x)
...
xn x1 xn x2
x2n
hij =

f (x)
, i, j = 1, n.
xi xj

1.1. . 13
,
, f (x) x
1
f (x) = f (x + x) f (x) = f 0 (x)T x + xT H(x)x + o(kxk2 ),
2
o(kxk2 ) ,
, xT H(x)x .

a11 a12 . . . a1n


a21 a22 . . . a2n
A=
..................
an1 an2 . . . ann

n n , , aij = aji ,
i, j = 1, n.
xT Ax ( n n A) :
(A > 0), x
xT Ax > 0;
(A < 0), x
xT Ax < 0;
(A 0), x xT Ax 0 x 6= 0,
xT Ax = 0;
(A 0), x xT Ax 0 x 6= 0,
xT Ax = 0;
(A 0), x x,
xT A
x > 0 xT Ax < 0 ;
(A 0), x xT Ax =
0.
1.6. A

a11 . . . a1n
a

a
1 = a11 , 2 = 11 12 , . . . , n = . . . . . . . . . . . . .
a21 a22
an1 . . . ann
. m- (m n),
A -

14

1.

(nm) (nm) ,
.
1.1 ( ). A
:
1. A , ,
:
1 > 0, 2 > 0, . . . , n > 0;
2. A , , ,
:
1 < 0, 2 > 0, . . . , (1)n n > 0;
3. A ,
, A
;
4. A , , A ,
.
1.2. :

2
1
0
0
A = 1 2
0
0 2

2 2
0
0
B = 2 2
0
0 8

.
. A.

1
= 4 1 = 3 > 0,
1 = 2 < 0, 2 =
1 2

2
1
= (2) 3 = 6 < 0,
3 = (2)
1 2

1.1. . 15
, ,
A .
B.

2
0
2 2

= 0, 3 = 2 2
= 0,
0
1 = 2 < 0, 2 =

2 2
0
0 8
, . . 3
. :
2, 2, 8. 3 . : 16, 16, 0.
3 = 0.
, ,
.4 1.1 ,
B .


1. ?
2. ?
3. ?
4. ?
5.
?
6. ?
7. ?
8. () ?
9. () ?

16

1.

10. () ?
11.
?
12. ?
13. -
?
14. ( ) ?
15. ( ) ?
16. ( ) ?

1.1
1. f (x) = x21 + x22 x1 =
T

1
1
T
2
(0, 1) , x = 2 , 2 , x3 = (1, 0)T , x4 = (0, 1)T .
2. f (x) = x21 + x22 .
3. f (x) = x21 + x42 x1 =
(0, 0)T , x2 = (1, 1)T .
4. f (x) = x21 + x42 x1 =
(0, 0)T , x2 = (1, 1)T .

2 0
5. H =

0 2
.

2 0
6. H =

0 0
.
7. f (x) = x21 x22
.
8. f (x) = x31 +
x32 3x1 x2 (0, 0)T .

1.1. . 17
9. f (x) = x21 x1 x2 .
10. f (x) = x21 4x1 x2 + 4x22 .
11. f (x) = x1 x2 x1 x3 .
12. f (x) = x21 + x22 + x23 + 2x1 x2 2x1 x3 2x2 x3 .
13. f (x) = x1 x3 x21 x22 x23 .
14. , f (x) = 4x21 + x22 2x1 x2 + 6x1 x2 2
R2 .
2
15. , f (x) = x21 + x22 cos x1 x

2
R2p
.
16. , f (x) = 1 + x21 + x22 R2 .
17. , f (x) = x41 + x42 + x21 + x22 + x21 x22
R2 .
2
2
2
18. f (x) = ex1 +x2 +x3
R3 .
19. f (x) =
2
x1 + x42 (0, 0)T .
20. f (x) = 2x21 + x1 x2 + x22 R2 .
21. f (x) =
(1 x1 )2 + 10(x2 x21 )2 (1, 1)T .
22. f (x) = x21 x22 x23 x1 + x1 x2 + 2x3 R3 .
23. f (x) = x21 + 2x1 x2 x22 4x23 R3 .
1.1

1. f 0 (x) = (2x1 , 2x2 )T , f 0 (x1 ) = (0, 2)T , f 0 (x2 ) = ( 2, 2)T , f 0 (x3 ) =
T
(2, 0)T , f 0 (x4 )
= (0, 2)
.
2 0
2. H(x) =
0 2
0
3. f (x) = (2x1 , 4x32 )T , f 0 (x1 ) = (0, 0)T , f 0 (x2 ) = (2, 4)T .

18

1.

2
0
2
0
2
0
4. H(x) =
, H(x1 ) =
, H(x2 ) =
.
2
0 12x2
0 0
0 12
5. .
6. .

2 0
7. H(x) =
. 0 2
.
8. .
9. .
10. .
11. .
12. .
13. .
19. .
20. .
21. .
22. .
23. .

1.2

,
: , .
1.7. X Rn , x1 , x2 X c
x1 x2 , , x1 , x2 X
[0, 1] x1 + (1 )x2 X.

1.2.

19

, x1 x2 ,
[x1 , x2 ],
[x1 , x2 ] = {x | x = x1 + (1 )x2 , [0, 1]}.
Rn , , , . , ,
, , .
1.8. f (x),
X, , x1 , x2 X
[0, 1]
f (x1 + (1 )x2 ) f (x1 ) + (1 )f (x2 ).
1.9. f (x),
X, , x1 , x2 X ,
x1 6= x2 , (0, 1)
f (x1 + (1 )x2 ) < f (x1 ) + (1 )f (x2 ).
1.10. f (x), X, l > 0,
x1 , x2 X , x1 6= x2 , (0, 1)

l
f x1 + (1 )x2 f (x1 ) + (1 )f (x2 ) (1 )kx1 x2 k2 .
2
, f (x) , ,
. ,
, ,
.
, . ,
.
, .
1.2. f (x) -
H(x) .
a) H(x) 0 x Rn , f (x) Rn ;

20

1.
) H(x) > 0 x Rn , f (x) Rn ;
) H(x) lE x Rn , l > 0 ,
E , f (x) Rn
l.


.
1.3. P Rn , gj (x) =
aTj x bj , j = 1, k , aj Rn ,
bj R , gj (x), j = k + 1, m P .

X = {x P | gj (x) 0,

j = 1, k;

gj (x) = 0,

j = k + 1, m}.


.
1.4. f (x)
X Rn ,
X.
1.5. X f (x)
,
, .
1.6. f (x) X Rn ,
X , .


1. ?
2. .
3. ? .
4. ? .
5. ?

1.2.

21

6. ?
7. ?
8. ?
9. .
10. ?
11. ?
12. ?
13. .
14. .
15. .
16. .

1.1.2
R2 .

1. f (x) = x21 + x22


x2

2. f (x) = 41 +
x22 . .
3. f (x) = x21 4x1 x2 + 4x22 .
4. f (x) = x21
x1 x2 .
5. f (x) = x1 x2
x1 x3 .
6. f (x) = x21 +x22 +
x23 + 2x1 x2 2x1 x3 2x2 x3 .
7. f (x) = x1 x3
2
x1 x22 x23 .

22

1.

8. f (x) = 3x21 +
2x22 + 2x23 3x1 x2 x1 x3 2x2 x3 .
9. , f (x) = 4x21 + x22 2x1 x2 + 6x1 x2 2
R2 .
2
10. , f (x) = x21 + x22 cos x1 x

2
2
R .
p
11. , f (x) = 1 + x21 + x22 R2 .
12. , f (x) = x41 + x42 + x21 + x22 + x21 x22
R2 .
2
2
2
13. f (x) = ex1 +x2 +x3 R3 .
x2
14. X, f (x) = x12
.
15. X, f (x) = sin(x1 + x2 )
.
16. X, f (x) = x21 + 2x22
sin(x1 x2 ) .
1
17. X, f (x) = x21 + x22 + x1 +x
2
.
18. f (x) = 2x21
2x1 x2 + 3x1 x3 + x22 2x2 x3 + 4x23 + x1 + 2x2 + 3x3 .
19. a, b c f (x) = ax21 + bx1 x2 + cx22
R2 ?
20. a f (x) = x21 +x22 +x23 +ax1 x2
R3 ?
21. f (x) = x21 +
5x1 x2 + 3x22 + x1 x2 .
22. f (x) = x21
3x1 x2 + 10x22 + 5x1 3x2 .
23. f (x) = x21 +
2x22 + 3x23 + 2x1 x2 x2 x3 + 2x1 + x3 .
24. f (x) = x21 +
1 2
x + x23 + x1 x2 + x1 x3 + x2 x3 + 5x1 x2 3x3 .
2 2
1.2
1. .

1.3.

23

2. . .
3. , .
4. .
5. .
6. .
7. .
8. .
14. X = {(x1 , x2 ) | x2 > 0}.
15. X = {(x1 , x2 ) | (2k 1) < x1 + x2 < 2k, k Z}.
16. X = R2 .

S
17. X = {(x1 , x2 ) | x1 + x2 > 0} {(x1 , x2 ) | x1 + x2 < 3 2}.
18. .
19. a > 0 4ac b2 > 0.
20. a (2, 2).
21. .
22. .
23. .
24. .

1.3

f (x), X = Rn .
f (x) ,
x Rn Rn :
f (x ) = minn f (x),
xR

f (x ) = maxn f (x).
xR

(1.3)

x ( ), .
1.7 ( ).
x Rn () f (x)
Rn f (x) x .
f (x) x ,
f 0 (x ) = 0

(1.4)

24

1.

, ,
f (x )
= 0,
xi

i = 1, n.

1.11. x , (1.4), .
1.8 ( ). f (x)
Rn . x f (x), ,
f (x) x ,
f 0 (x ) = 0.
1.9 ( ).
x () f (x)
Rn f (x) . H(x ) f (x), x , ( ),
H(x ) 0 (H(x ) 0).
(1.5)
1.10 ( ). f (x)
x Rn , x
, ( ) x ,
f 0 (x ) = 0 H(x ) > 0

(H(x )) < 0.

(1.6)

x ()
f (x) Rn .

(1.3):
1.
(1.4) x
n n .

1.3.

25

2. x , ,
.
3. f (x ) .
,

Rn .
f (x) (n = 1)
.
1.11 ( ). . f (x) ,
x ,
f 0 (x ) = f 00 (x ) = = f (m1) (x ) = 0, f (m) (x ) 6= 0
m . f (m) (x ) > 0, x
, f (m) (x ) < 0, x .
m , x .
1.3.
f (x) = x31 + x22 + x23 + x2 x3 3x1 + 6x2 + 2
R3 .
. :
1. :
f (x)
x1

= 3x21 3 = 0, fx(x)
= 2x2 + x3 + 6 = 0, fx(x)
= 2x3 + x2 = 0.
2
3

x1 = (1, 4, 2)T , x2 = (1, 4, 2)T .
2.
.
x1 = (1, 4, 2)T . :

6 0 0
H(x1 ) = 0 2 1
0 1 2

26

1.

1 = 6 > 0,

6 0
2 =
0 6

= 12 > 0,

3 = 18 > 0,

x1 .
x2 = (1, 4, 2)T . :

6 0 0
H(x2 ) = 0 2 1 .
0 1 2

6 0
= 12 < 0, 3 = 18 < 0,
1 = 6 < 0, 2 =
0 2
. . : 6, 2, 2.
: 3, 12, 12.
3 = 18 < 0. , . , x2
.
3. x1 : f (x1 ) =
12.


1. ?
2. .
3. ?
4. () .
5. () .

1.3.

27

6. .
7. () .
8. .
1.3

R2 .

1. f (x) = x21 + x22 R2 .


2. f (x) = x21 x22 R2 .
3. f (x) = x21 + x42 R2 .
4. f (x) = 2x21 + x1 x2 + x22 R2 .
5. f (x) = (1x1 )2 +10(x2 x21 )2

6. f (x) = x21 x22 x23 x1 + x1 x2 + 2x3


R3 .
7. f (x) = x21 +2x1 x2 x22 4x23
R3 .
8. f (x) = x3 2x2 + x + 1 R.
9. f (x) = (x 1)6 R.
10. f (x) = 5x6 36x5 + 165
x4 60x3 + 36
2
R.
11. f (x) = 4x21 +3x22 4x1 x2 +x1 .
12. , x = (0, 0, 0)T
f (x) = x21 + 2x22 3x23 6x1 x2 + 8x1 x3 4x2 x3 .
13. f (x) = 2x31 +4x1 x22 10x1 x2 +
x22 .
14. f (x) = x31 x1 x2 +x22 2x1 +
3x2 4.
15. f (x) = (x1 1)4 + (x2 3)2 .
16. f (x) = (x2 x21 )2 +(1x1 )2 .
17. , x = (1, 1)T f (x) = (x2 x21 )2 + (1 x1 )2 + 10(x2 1)2 .
18. f (x) = 3x1 x2 x1 x22 x21 x2 .
19. , A = (0, 0)T , B = (1, 1)T , C = (1, 1)T
f (x) = x41 + x42 (x1 + x2 )2 .
20. , A = (2, 0, 1)T B = (0, 0, 0)T f (x) = x21 + 5x22 + 3x23 + 4x1 x2 2x1 x3 2x2 x3 .

28

1.
1.3

1. x = (0, 0) .
2. x = (0, 0)
.
3. x = (0, 0) .
4. x = (0, 0) .
5. x = (1, 1) .
6. x = ( 23 , 13 , 1)
f (x ) = 43 .
7. x = (x1 , x2 , x3 ), , x1 =
x2 , x3 = 0 .
8. x1 = 13 , x2 = 1 .
9. x = 1 .
10. x1 = 0, x2 = 1, x3 = 2, x4 = 3 . x1
; x2 , x4 , x3
.
3
T
11. x = 16
, 18
.
12. ,
.
13. x = (1, 1)T ; x = (0, 0)T
,
.

T
14. x = 21 , 54 ; x = 31 , 54
, .
15. x = (1, 3)T
. x R2 f (x ) = 0 f (x),
x .
16. x = (1, 1)T .
17. .
18. x = (1, 1)T ; x = (0, 0)T
.
19. A ; B C .
20. B ( ). A ,
.

1.4. .

1.4
1.4.1

29

, X
,

f (x ) = min f (x)
f (x ) = max f (x) ,
(1.7)
xX

xX

X = {x | gj (x) = 0, j = 1, k, k < n; gj (x) 0, j = k + 1, m},


k m , k
0.
f (x); gj (x), j = 1, m Rn . (1.7)
. m = k
(1.7) , k = 0
.
1.12.
L(x, 0 , ) = 0 f (x) +

m
X

j gj (x)

(1.8)

j=1

, 0 , 1 , . . . , m
, = (1 , . . . , m )T . L(x, )
L(x, 1, ),
L(x, ) = f (x) +

m
X

j gj (x).

(1.9)

j=1

1.13. x
-,
xi , i = 1, n:

T
L(x,

,
)
L(x,

,
)
0
0
.
(1.10)
,...,
L0x (x, 0 , ) =
x1
xn

30

1.

1.14. x

d2x L(x, 0 , )

n X
n
X
2 L(x, 0 , )
i=1 j=1

xi xj

dxi dxj .

(1.11)

,
x
2

2
L(x1 ,0 ,)
x1 x1

L(x1 ,0 ,)
x1 xn

2 L(x1 ,0 ,)
xn x1

2 L(x1 ,0 ,)
xn xn

L00xx (x, , 0 ) = . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.15. gj (x) 0
x , gj (x ) = 0. gj (x ) < 0, .
1.16. g1 (x), . . . , gm (x)
x ,
0
1 q10 (x ) + 2 q20 (x ) + + m qm
(x ) = 0

1 = 2 = = m = 0. 1 , 2 , . . . , m , ,
, .
,
.
, g10 (x ) 6= 0
g10 (x ) = 0.
, , 0
. rank A = rank (g10 (x ), . . . , gm
(x )) = m,
. rank A < m,
.
,
f (x ) = min f (x)
xX

(1.12)

f (x) X Rn .
X
X = {x P | gj (x) 0, j = 1, k},

(1.13)

1.4. .

31

P Rn , gj (x), j = 1, k
P , (1.12)(1.13)
, , , .
1.3, X, (1.13)
, .
, f (x), g1 (x), . . . ,
gm (x) P .

-. , .
(1.12)(1.13)
L(x, ) = f (x) +

m
X

j gj (x)

j=1

x P , 0, Rm .
1.17. , (x , ), 0, x P L(x, ), x P 0

L(x , ) L(x , ) L(x, ).
1.18. , (1.12)(1.13) , x X,
gj (x ) < 0, j = 1, k.
,
.
1.12. (x , )
L(x, ), x (1.12)(1.13)

j gj (x ) = 0,

j = 1, m.

(1.14)

, , (1.12)(1.13), .
.
.

32

1.

, , .. .. 50- .
1.13 (). x , ,
0, (x , ) c L
(x, ).
(1.14).

P , ,
. .

1.4.2

f (x) , gj (x), j =
1, k, X,
, X.
f (x) ,
x X:

f (x ) = min f (x)
f (x ) = max f (x) ,
(1.15)
xX

xX

X = {X | gj (x) = 0,

j = 1, k; k < n.}

x
.
1.14 ( ).
x (1.15).
0 , 1 , . . . , k , , , :

1.4. .

33

x:
L0x (x , 0 , )

L(x , 0 , )
= 0
= 0,
xi

i = 1, n;

(1.16)

:
gj (x ) = 0,

j = 1, k.

(1.17)

g10 (x ), . . . , gk0 (x ) x ( ), 0 6= 0.
(1.16)(1.17) n + k n + k + 1 0 , 1 , . . . , k , x1 , . . . , xn . x = (x1 , . . . , xn )T ,
(1.16)(1.17) 0 , , .
, x
. , , : 0 =
0 0 6= 0. 0 6= 0, (1.16) 0 = 1.
j

(1.16) 0 j .
0
. (1.16)(1.17)
c ,
:
L(x , )
= 0,
xi
gj (x ) = 0,

i = 1, n;
j = 1, k.

(1.18)
(1.19)

, (1.16)(1.17) 0 6= 0,
, 0 = 0 . 0 = 0 . , ,
, .
1.15 ( ). x () (1.15) x , (1.18)(1.19).

34

1.

,
(x , ), ()
d2x L(x , ) 0 (d2x L(x , ) 0)

(1.20)

dx = (dx1 , . . . , dxn )T Rn ,

dgj (x ) =

n
X
gj (x )
i=1

xi

dxi = 0,

j = 1, k.

(1.21)

1.16 ( ). (x , ), (1.18)(1.19).
d2x L(x , ) > 0 (d2x L(x , ) < 0) dx =
(dx1 , . . . , dxn )T Rn , (1.21),
x ()
(1.15).
,
- , (1.16)(1.17) 0 6= 0 (1.18)(1.19),
,
, .
(1.15):
1. (1.8).
(1.16)(1.17). (1.16)(1.17)
)0 = 0; )0 = 1. -
x , .
2. :
a) (1.11) x
(x , );
) (1.21) x ;
) k dxi
(n k) (
) d2x L(x , ). d2x L(x , ) =
T dx,
(n k) (n k) , dx

dx
(n k)- , xj ;

1.4. .

35

) > 0, x .
< 0, x .
, ,
. , , , x
.
3. .
. 2 )
.
1.4. .
f (x) = x21 + x22 extr
g1 (x) = x1 + x2 2 = 0.
. . g10 (x) = (1, 1)T 6= 0,
(
). .
1.
L(x, 1 ) = x21 + x22 + 1 (x1 + x2 2).
:

L(x, 1 )

= 2x1 + 1 = 0,

x1
L(x, 1 )
= 2x2 + 1 = 0,

x2

g1 (x) = x1 + x2 2 = 0.
: x1 = x2 = 1, 1 = 2
2. .
2 L(x, 1 )
2 L(x, 1 )
=
= 2,
x21
x22
2 L(x, 1 )
2 L(x, 1 )
=
= 0,
x1 x2
x2 x1

36

1.

d2x L(x , 1 ) = 2dx21 + 2dx22 .


,

g1 (x)
g1 (x)
=
= 1,
x1
x2

dg1 (x ) = dx1 + dx2 = 0.


dx1 dx2 : dx1 = dx2 d2x L. 4dx22 > 0 dx2 6= 0. ,
x = (1, 1)T .
3. : f (x ) = 2.

1.5.
f (x) = x21 + x22 extr,
g1 (x) = (x1 1)2 + x22 4 = 0.
. , .
1. :

L(x, 0 , 1 ) = 0 (x21 + x22 ) + 1 (x1 1)2 + x22 4 .


:

L(x,0 ,1 )

= 20 x1 + 21 (x1 1) = 0,

x1
L(x,0 ,1 )
(1.22)
= 20 x2 + 21 x2 = 0,
x2

g (x)
2
2
= (x1 1) + x2 4 = 0.
1
.
0 = 0. (1.22)
21 (x1 1) = 0,

21 x2 = 0,

(x1 1)2 + x22 4 = 0.

(1.23)

0 1 , 1 6= 0.
(1.23) : x1 = 1, x2 = 0.

1.4. .

37

(. (1.23)). , 0 = 0 c (1.22)
.
0 6= 0. 0 = 1,
(1.22) :

2x1 + 21 (x1 1) = 0,
2x2 + 21 x2 = 0,
(1.24)

2
2
(x1 1) + x2 4 = 0.
. x2 = 0,
3
1
1 = 3, x1 = 1, 1 = , x1 = 2
2
. x2 6= 0, (1.24) 1 = 1
: 2 = 0, . , - :
3
A: x1 = 3, x2 = 0, 1 = ;
2
1
B: x1 = 1,x2 = 0,1 = .
2
2. , (1.22). :

d2x L(x , ) = 2(1 + 1 )dx21 + 2(1 + 1 )dx22 ;


dg1 (x ) = 2(x1 1)dx1 + 2x2 dx2 = 0.
T
A: dg1 (A) = 4dx1 +0 = 0, dx1 = 0 dx dx =
dx22 < 0 dx2 6= 0. A
.

B: dg1 (B) = 4dx1 + 0 = 0, dx1 = 0


T
dx dx = dx22 > 0 dx2 6= 0. B
.
3. :
f (A) = 9, f (B) = 1.

38

1.

1.4.3

f (x)
gj (x), j = 1, m, X,
, X.
f (x) ,
x X X

f (x ) = min f (x)
f (x ) = max f (x) ,
(1.25)
xX

xX

X = {x | gj 0,

j = 1, m}.

x
.
1.17 ( () ). x ()
(1.25). 0 0 = (1 , . . . , m )T ,
, :
x:
L(x , 0 , )
= 0,
xi

i = 1, n;

(1.26)

:
gj (x ) 0,

j = 1, m;

(1.27)

:
j 0,

j = 1, m

(1.28)

( :
j 0,

j = 1, m);

:
j g( x ) = 0,

j = 1, m.

(1.29)

x
( ), 0 6= 0.

1.4. .

39

. 1.2:

, , x ,
(1.26)(1.29), -.
(1.25) gj 0,
gj 0.
Ja (x ) ,
x .
x , . : )
0 = 0 ) 0 = 1, . ,
(1.26)(1.29) 0 6= 0, , 0 = 0
. .
(1.26) x ,
( ) ,
x (. . 1.2). , (1.26) (1.29) :
0

f (x ) =

m
X
j=1

j gj0 (x ) =

j gj0 (x ).

jJa

P = Rn 0 6= 0, (1.26)(1.29) , x .

40

1.

,
, - . 0 6= 0,
.
,
x , gj (x ) < 0, j = 0, ,
gj (x ) = 0, j 0 ( ) j 0 ( ).
1.18 ( () ). (x , ), (1.26)
(1.29) 0 6= 0, x
n ( ). j > 0 j Ja , x . j < 0 j Ja , x
(1.25).
1.19 ( () ). x ()
(1.25) (x , ) (1.26)(1.29).
x, (x , ), ():
2

d2x L(x , ) 0
dx L(x , ) 0
dx Rn ,
dgj (x ) = 0,
dgj (x ) 0,

j Ja ,
j Ja ,

j > 0(j < 0);


j = 0.

(1.30)

1.20 ( ).
(x , ), (1.26)(1.29) 0 6=
0. d2x L(x , ) > 0 (d2x L(x , ) < 0) dx Rn , (1.30), x
() (1.25).

(1.25):
1.
L(x, 0 , ) = 0 f (x) +

m
X
j=1

j gj (x).

1.4. .

41

() (1.26)(1.29). :
) 0 = 0; ) 0 = 1. -
x , 0 = 1 ( ).
(1.26)(1.29) 2m
(1.29) .
2. 1
.
:
) l x ;
) l = n j > 0 j Ja , x
. l = n j 0 j Ja , x . l < n l = n,
,
.
:
)
(x , ):
d2x

L(x , ) =

n X
n
X
2 L(x , )
i=1 j=1

xi xj

dxi dxj ;

) ,
:

n g (x )
P

dxi = 0, j Ja ; j > 0 (j < 0);


dgj (x ) =
xi
i=1
n g (x )
P

dxi 0, j Ja , , j = 0.
dgj (x ) =
xi
i=1
(1.31)
)
x dx, (1.31).
d2x L(x , ) > 0, x .
d2x L(x , ) < 0, x .

42

1.
, (1.19), . ,
, ,
x .
3. .

1.6.
f (x) = x21 + (x2 2)2 min
g1 (x) = x21 + x22 1 0,
g2 (x) = x1 0,
g3 (x) = x2 0.
. .
1. :

L(x, 0 , ) = 0 x21 + (x2 2)2 + 1 (x21 + x22 1) + 2 (x1 ) + 3 (x2 ).


:
)
L(x,0 ,)
x1
L(x,0 ,)
x2

= 20 x1 + 21 x1 2 = 0,
= 20 (x2 2) + 21 x2 3 = 0;

) x21 + x22 1 0, x1 0, x2 0;
) 1 0, 2 0, 3 0;
) 1 (x21 + x22 1) = 0, 2 (x1 ) = 0, 3 (x2 ) = 0.
)) .
0 = 0. )

21 x1 2 = 0,
21 x2 3 = 0.
)
:

1.4. .

43

1) 1 = 0, 2 = 0, 3 = 0. (1.17), = (1 , 2 , 3 ) 6= 0;
2) 1 6= 0, 2 = 0, 3 = 0. x1 = x2 = 0 ),
;
3) 1 = 0, 2 6= 0, 3 = 0. )
2 = 0, ;
4) 1 = 0, 2 = 0, 3 6= 0. )
3 = 0, ;
5) 1 6= 0, 2 6= 0, 3 = 0. x1 = 0 ),
) 2 = 0, ;
6) 1 6= 0, 2 = 0, 3 6= 0. x2 = 0 ), ) 3 = 0,
;
7) 1 = 0, 2 6= 0, 3 6= 0.
);
8) 1 6= 0, 2 6= 0, 3 6= 0.
x1 = x2 = 0, x21 + x22 1 = 0,
), .
, 0 = 0 - .
0 6= 0. ,
0 = 1. :
)
L(x,)
x1
L(x,)
x2

= 2x1 + 21 x1 2 = 0,
= 2(x2 2) + 21 x2 3 = 0;

) x21 + x22 1 0, x1 0, x2 0;
) 1 0, 2 0, 3 0;
) 1 (x21 + x22 1) = 0, 2 (x1 ) = 0, 3 (x2 ) = 0.
:

44

1.
1) 1 = 0, 2 = 0, 3 = 0. ) x1 = 0,
x2 = 2, )
2) 1 6= 0, 2 = 0, 3 = 0. x21 + x22 1 = 0, 2x1 (1 + 1 ) = 0,
2(x2 2) + 22 x1 = 0. 1 = 1,
. x1 = 0, x2 = 1.
) x2 = 1. 1 = 1.
- A: x1 = 0, x2 = 1, 1 = 1,
2 = 0, 3 = 0;
3) 1 = 0, 2 6= 0, 3 = 0. x1 = 0, 2x1 2 = 0, 2(x2 2) = 0.
2 = 2x1 = 0, 2 6= 0;
4) 1 = 0, 2 = 0, 3 6= 0. x2 = 0, 2x1 = 0, 2(x2 2) 3 = 0.
3 = 4 < 0, );
5) 1 6= 0, 2 6= 0, 3 = 0. x21 + x22 1 = 0, x1 = 0, 2x1 +21 x1 =
0, 2(x2 2) + 21 x2 = 0. ,
2 = 0, ;
6) 1 6= 0, 2 = 0, 3 6= 0. x21 + x22 1 = 0, x2 = 0, 2x1 +21 x1 =
0, 2(x2 2)+21 x2 3 = 0. c,
3 = 4 < 0. );
7) 1 = 0, 2 6= 0, 3 6= 0. x1 = 0, x2 = 0, 2x1 2 = 0.
, 2 = 0.
, 2 6= 0;
8) 1 6= 0, 2 6= 0, 3 6= 0. ) , x21 + x22
1 = 0, x1 = 0, x2 = 0. .
2. A. , l =
2 = n. 1 = 1 > 0, 2 = 0,
,
.
A.
d2x L(A, ) = (2 + 21 )dx21 + (2 + 21 )dx22 .
A
1 > 0, 2 = 0, (1.31):
dg1 (A) = 2x1 dx1 + 2x2 dx2 = 2dx2 = 0, 1 > 0;
dg2 (A) = dx1 0, 2 = 0.

1.4. .

45

d2x L(A, ) = 4dx21 > 0 dx1 0 dx1 6= 0.


A . ,
( 1.3).
A ( 1.4).
3. : f (A) =
1.

1.4.4

f (x)
gj (x), j = 1, m,
X, , X. f (x) ,
x X X:

f (x ) = min f (x)
f (x ) = max f (x) ,
(1.32)
xX

xX

X = {x | gj (x) 0, j = 1, k; gj (x) = 0, j = k + 1, m}.

(1.33)

x
.
1.21 ( ).
x () (1.32)(1.33). 0 0 = (1 , . . . , m )T ,
, :
x:
L(x, 0 , )
= 0,
xi

i = 1, n;

(1.34)

gj (x) = 0, j = k + 1, m;

(1.35)

:
gj (x) 0, j = 1, k;

46

1.
:
j 0,

j = 1, k

(1.36)

( :
j 0,

j = 1, k;

:
j gj (x ) = 0,

j = 1, k.

(1.37)

, - - x
, 0 6= 0.
(1.34) 0 6= 0
, (1.32)(1.33) ( ) , -
x -.
,
-.
(1.37) ,
- x , gj (x ) < 0,
j = 0, , gj (x ) = 0, j 0
j 0 .

f (x) min, x X.

(1.38)

X = {x P | gj (x) 0, j = 1, k},

(1.39)

P = {x X | gj = aTj x bj j = k + 1, m},
0 6= 0 , 1.21,
, , .

1.4. .

47

1.22 (-, ). , x , (1.38)(1.39), gj (x), j =


1, k, - x , gj (x), j = k + 1, m, ,
, = (1 , . . . , m ),
L(x, ) (1.34)
(1.37) 1.21.
(1.38)(1.39) , .
, X 1.3.
1.23 ( ).
(x , ), (1.34)(1.37) 0 6= 0, - x n . j > 0 j Ja ,
x (1.32)(1.33).
j < 0 j Ja , x .
1.24 ( ).
x () (1.32)(1.33)
(x , ) (1.34)(1.37). x L(x, ),
(x , ), ():
d2x L(x , ) 0 (d2x L(x , ) 0)
dx Rn ,

n g (x )
P

dg
(x
)
=
dxi = 0, j = k + 1, m j Ja , j > 0 (j < 0);
j
xi
i=1
n g (x )
P

dxi 0, j Ja , j = 0.
dgj (x ) =
x
i
i=1
(1.40)
1.25 ( ).
(x, ), (1.34)(1.37) 0 6=
0.
d2x L(x , ) > 0 (d2x L(x , ) < 0)
dx Rn , (1.40),
x () (1.32)(1.33).

48

1.
(1.32)(1.33):
1. :
L(x, 0 , ) = 0 f (x) +

m
X

j gj (x).

j=1

() (1.34)(1.37). (1.34)(1.37)
: )0 = 0; )0 = 1. -
, 0 = 1 ( ).
2mk
(1.37) .
2. 1 -
.
:
1) l - ;
2) l = n j > 0 j Ja ,
-, x .
l = n j < 0 j Ja , x
. l < n l = n,
, .
:
1)
L(x, ) (x , ):
d2x

L(x , ) =

n X
n
X
2 L(x , )
i=1 j=1

xi xj

dxi dxj ;

2) ,
- x (1.40);

1.4. .

49

3)
dx, (1.40). d2x L(x , ) > 0, x .
d2x L(x , ) < 0, x . , , . , , , x .
3. .
1.7.
f (x) = x21 x2 extr,
g1 (x) = x1 + x2 6 = 0,
g2 (x) = 1 x1 0,
g3 (x) = x21 + x22 26 0.
. .
1.
L(x, 0 , ) = 0 (x21 x2 ) + 1 (x1 + x2 6) + 2 (1 x1 ) + 3 (x21 + x22 26).
:
)

L(x,0 ,)
x1

= 20 x1 +1 2 +23 x1 = 0,

L(x,0 ,)
x2

= 0 +1 +23 x2 = 0;

) x1 + x2 6 = 0, 1 x1 0, x21 + x22 26 0;
) 2 0, 3 0 ( ), 2 0, 3 0 ( );
) 2 (1 x1 ) = 0, 3 (x21 + x22 26) = 0.
.
0 = 0. ) :
1 2 + 23 x1 = 0,

1 + 23 x2 = 0.

)
:

50

1.
1) 2 = 0, 3 = 0. 1 = 0
, 4.8;
2) 2 6= 0, 3 = 0. 1 = 0, 2 = 0,
2 6= 0;
3) 2 = 0, 3 6= 0.

x21 + x22 26 = 0,
x1 + x2 6 = 0,
1 + 23 x1 = 0,
1 + 23 x2 = 0.

: 23 (x2 x1 ) = 0.
3 6= 0, x1 = x2 . : x1 = 1, x2 = 5
x1 = 5, x2 = 1, x1 6= x2 . ;
4) 2 6= 0, 3 6= 0.

x21 + x22 26 = 0,
1 x1 = 0,
x1 + x2 6 = 0.

x1 = 1, x2 = 5. )

1 2 + 23 = 0,
1 + 103 = 0.
1 = 103 2 = 83 . 3 6= 0, 2 3
, , .
0 6= 0.
) ) 0 10 1 , 20 2 , 03 3 . )
2x1 + 1 2 + 23 x1 = 0,

1 + 1 + 23 x2 = 0.

) ) .
)
:
1) 2 = 0, 3 = 0. 1 = 1, x1 = 12 ,
);
2) 2 6= 0, 3 = 0. x1 = 1, x2 = 5, 1 = 1, 2 = 3.
- A: x1 = 1, x2 = 5, 1 = 1, 2 = 3,
;

1.4. .

51

3) 2 = 0, 3 6= 0.
x21 + x22 26 = 0,
x1 + x2 6 = 0,
2x1 + 1 + 23 x1 = 0,
1 + 1 + 23 x2 = 0.
x1 = 1, x2 = 5 x1 = 5,
x2 = 1.
2 + 1 + 23 = 0,
1 + 1 + 103 = 0,
1 = 11
, 3 = 38 .
4
10 + 1 + 103 = 0,
1 + 1 + 23 = 0,
1 = 15
, 3 = 11
. - A0 :
4
8
, 2 = 0, 3 = 38 ,
x1 = 1, x2 = 5, 1 = 11
4
, B: x1 = 5, x2 = 1, 1 = 15
,
4
11

2 = 0, 3 = 8 ,
;
4) 2 6= 0, 3 6= 0.
x21 + x22 26 = 0,
1 x1 = 0,
x1 + x2 6 = 0,
x1 = 1, x2 = 5. )

2 + 1 2 + 23 = 0,
1 + 1 + 103 = 0.
1 = 1 103 3 2 83 = 0. 2 6= 0 3 6=
0, ,
2 > 0 3 > 0, , 2 = 2, 2
3 = 0, 1. 1 = 0. -
A00 : A0 : x1 = 1, x2 = 5, 1 = 0, 2 = 2, 2, 3 = 0, 1.

52

1.

2. . - A B .
A , , l = 2 = n.
2 = 3 > 0, A (.
). A0 , , l = 2 = n.
3 = 83 > 0, A0 . B
, , l = 2 = n. 3 = 11
< 0,
8
B (. ).
. :
d2x L(x , ) = (2 + 23 )dx21 + 23 dx22 .
A . :
dg1 (A) = dx1 + dx2 = 0,
dg2 (A) = dx1 = 0.
dx1 = dx2 = 0 , , d2x L(A) 0.
.
A0 . :
dg1 (A0 ) = dx1 + dx2 = 0,
dg3 (A0 ) = 2x1 dx1 + 2x2 dx2 = 2dx1 + 10dx2 = 0.
dx1 = dx2 = 0 , , d2x L(A0 ) 0.
.
B . :
dg1 (B) = dx1 + dx2 = 0,
dg3 (B) = 2x1 dx1 + 2x2 dx2 = 10dx1 + 2dx2 = 0.
dx1 = dx2 = 0 , , d2x L(B) 0.
.
A00 . :
dg1 (A00 ) = dx1 + dx2 = 0,
dg2 (A00 ) = dx1 = 0,
dg3 (A0 ) = 2x1 dx1 + 2x2 dx2 = 2dx1 + 10dx2 = 0.
dx1 = dx2 = 0 , , d2x L(A00 ) 0.
.

1.4. .

53

. 1.3:
. 1.3 , A B
.
. .

2 0
0 0
2 0
0, Hg2 (x) =
0, Hg3 (x) =
> 0,
Hf (x) =
0 0
0 0
0 2
(. ). A (.
). f (x) = x21 + x2 ,

.
3.
: f (A) = 4, f (B) = 24.


1. ?
2. .

54

1.
3. .
4. .
5. ?
6. ?
7. ?
8. .
9.
.

10. .
11. .
12. ?
13. , .
14.
.
15. -?
16. ?
17. ?
18. , ?
19.
.

1.4. .

55

20.
.
21. ()
.
22. ? ?
23. - , ?
24. ?
25. ?
26. ?
27. -
.
28. ?
29. - .
30. ()
.
31. ()
.
32. ()
.
33. ()
.

56

1.

34. ()
.
35. ()
.
36. ()
.

1.4
1.
f (x) = x1 + x2 extr,
g1 (x) = x21 + x22 8 = 0.
2. , x = (2, 2)T
f (x) = x1 x2 min,
g1 (x) = x21 + x22 8 = 0.
3.
f (x) = x21 + x22 min,
g1 (x) = x21 + 2x22 8 = 0.
4. , x = (0, 2)T
f (x) = x21 + x22 min,
g1 (x) = x2 + x21 2 = 0.
5.

f (x) = x21 + x22 min,


g1 (x) = x22 x1 = 0.

6.
f (x) = 2x21 4x1 + x22 8x2 + 3 extr,
g1 (x) = x1 + x2 + 6 = 0.

1.4. .
7.
f (x) = 4x21 4x1 x22 + 8x2 5 extr,
g1 (x) = 2x1 x2 6 = 0.
8.
f (x) = x1 2x22 + 4x2 max,
3x1 2x2 = 6.
9.
f (x) = 4x21 8x1 + x2 + 3 max,
x1 x2 = 2.
10.
f (x) = 4x21 + 4x1 + x22 8x2 + 5 max,
2x1 x2 = 6.
11.
f (x) = 8x21 + 4x1 x22 + 12x2 7 max,
2x1 + 3x2 = 6.
12.
f (x) = x21 + x22 + x23 extr,
g1 (x) = x21 + x22 x3 = 0,
g2 (x) = x1 + x2 + x3 4 = 0.
13.
f (x) = (x1 + 4)2 + (x2 4)2 + 1 extr,
g1 (x) = 2x1 x2 2 0, g2 (x) = x1 0 g3 (x) = x2 0.
14.
f (x) = (x1 + 2)2 + (x2 2)2 extr,
g1 (x) = x21 + x22 1 0, g2 (x) = x1 0 g3 (x) = x2 0.
15.
f (x) = x21 + x22 min,
x21 + 4x22 16,
x1 0, x2 0.

57

58

1.
16.
f (x) = x21 + x22 min,
(x1 2)2 + 4x22 16.
17.
f (x) = x21 + x22 min,
2x21 + (x2 4)2 1.
18.
f (x) = x1 + x2 min,
2x1 + x2 4,
x1 0, x2 0.
19.
f (x) = x21 + (x2 4)2 min,
x21 + x22 4, 4x21 + x22 4.
20.
f (x) = 2x21 + x22 min,
x21 + x22 4, 4x21 + x22 4.
21. , x = (0, 4)T
f (x) = x21 x22 min,
x21 + x22 16, x1 + x2 4.
22. , x = (0, 2)T
f (x) = x21 + (x2 2)2 min,
x21 + 2(x2 2)2 8, x21 + 2x22 8.
23. , x = (0, 0)T
f (x) = x21 + 4x22 min,
x21 + x1 x2 + x22 16, x21 x1 x2 + x22 16.
24. , x = (0, 0)T
f (x) = x1 x2 min,
x21 + x22 16,
x1 0, x2 0.

1.4. .
25. , x = (0, 0)T
f (x) = x21 + x22 min,
x21 + 2(x2 2)2 8, x21 + (x2 2)2 1.
26. , x = (0, 4)T
f (x) = x21 + (x2 4)2 min,
x21 + x22 16, x21 + x22 4.
27.
f (x) = (x1 2)2 + x22 min,
x1 + x2 1,
x1 0, x2 0.
28.
f (x) = (x1 + 3)2 + (x2 + 3)2 + 2 extr,
g1 (x) = x21 + x22 1 0, g2 (x) = x1 0 g3 (x) = x2 0.
29.
f (x) = x1 x2 x3 max,
x21 + x22 x3 0, x3 2.
30.
f (x) = (x1 1)2 + (x2 3)2 min,
3x21 + 2x22 21,
4x1 + 5x2 20,
x1 0, x2 0.
31.
f (x) = 3x21 + 4x1 x2 + 5x22 min,
x1 + x2 4,
x1 0, x2 0.
32.
f (x) = (x1 + 2)2 + (x2 + 2)2 10 extr,
g1 (x) = x21 + x22 1 0, g2 (x) = x1 0 g3 (x) = x2 0.

59

60

1.
33.
f (x) = (x1 + 4)2 + (x2 4)2 extr,
2x1 x2 2,
x1 0, x2 0.
34.
f (x) = (x1 3)2 + (x2 4)2 extr,
3x1 + 2x2 7,
10x1 x2 8,
18x1 + 4x2 12,
x1 0, x2 0.
35.
f (x) = 6x1 x21 + x2 max,
2x1 + 3x2 24,
x1 + 2x2 15,
3x1 + 2x2 24,
x1 0, x2 0, x2 4.
36.
f (x) = (x1 4)2 + (x2 3)2 extr,
2x1 + 3x2 6,
3x1 2x2 18,
x1 + 2x2 8,
x1 0, x2 0.

1.4
1. A = (2, 2)T , B = (2, 2)T
.
2. .
3. A1 = (0, 2)T A2 = (0, 2)T .
4. .
5. A = (0, 0)T .
6. A = ( 38 , 10
)T .
3
7. B = (2, 25; 1, 5)T .

1.4. .

61

8. B = ( 23
, 5 )T .
9 6
9. B = (1, 125; 0, 875)T .
10. A = (2, 25; 1, 5)T .
11. B = ( 15
, 33
)T .
38
19
12. A = (1, 1, 2)T , B = (2, 2, 8)T
.
13. A = (0, 4)T ,
.

2
T
14. A = (0, 0) , B = ( 2 , 22 )T
.
15. A = (0, 0)T .
16. A = (0, 0)T .
17. A = (0, 3)T .
18. A = (0, 0)T .
19. A = (0, 2)T .
20. A1 = (1, 0)T A2 = (1, 0)T .
21. .
22. .
23. .
24. .
25. .
26. .
27. A = (1, 0)T , B = (0, 1)T
.
28. A = (1, 0)T , B = (0, 1)T
.
29. B = (0, 5; 0, 5; 0, 5)T .
30. A = (1, 3)T .
31. A = (3, 1)T .

32. A = (0, 0)T , B = ( 22 , 22 )T
.
33. A = (0, 4)T ,
.
34. A = ( 123
, 422 )T , B = (2, 12)T
101 101
.
35. B = (3, 4)T .
36. A = (4, 3)T , B = (13; 10, 5)T
.

62

1.

2

2.1


= {x Rn |hai , xi bi , i = 1, m} = {x Rn |Ax b},
b = (b1 , b2 , . . . , bm )T Rm , x = (x1 , x2 , . . . , xn )T , ai = (ai1 , ai2 , . . . , ain )T
Rn , ai 6= On , On n, hai , xi Rn , A mn, A = (aij )i=1,m,j=1,n ,
c = (c1 , c2 , . . . , cn )T Rn , T .
() f (x) = hc, xi x .
hc, xi . ,
1,
.

hc, xi max,

Ax b.

(2.1)

(2.1) .
, :
:
hc, xi max,

Ax b, x On ;
63

(2.2)

64

2.
:
hc, xi max,

Ax = b, x On ;

(2.3)

:
hc, xi max,

Pn
aij xj bi , i = 1, k,
Pj=1
n
j=1 aij xj = bi , i = k + 1, m,
xj 0, j = 1, s, s n.

(2.4)

, (2.1)(2.3) (2.4). , (2.4)


.


P
(2.1). nj=1 aij xj = bi
Rn . ,
P
n
j=1 aij xj bi , x ,
. , , ,
.
hc, xi
() = {x Rn |hc, xi = },

R.

(2.5)

c
hc, xi.
(2.5) c , , (2.5)
.
. , ,
, .
()
, , , .
, , , , , .

2.2. -

2.2

65

-
.
hc, xi max,

Ax = b, x On ;

(2.6)

, rank A = m, m < n.
x = {x Rn |Ax = b, x On } (2.6).
, hc, xi , (2.6).
.
x = (x1 , x2 , . . . , xn )T (2.6), nm xj1 , xj2 , . . . , xjm Aj1 , Aj2 , . . . , Ajm A. . m , xj1 > 0, xj2 > 0, . . . , xjm > 0,
. ,
m, .
, . , 6= ,
, , . ,
, (2.6) ,
, , . ,
, .
- , x
x1 , x2 , . . . , xp . p-

:
1) xp (2.6),
2) (2.6) (),
3) xp+1 .

66

2.

xp ,
hc, xp+1 i > hc, xp i.
(2.7)
xp , (??), xp+1 = xp , xp
. , ,
.
1),
2), .

-
xp Aj1 , Aj2 , . . . , Ajm . Ak , k = 1, n, A :
Ak =

m
X

ji k Aji

(2.8)

i=1


k =

m
X

cji ji k ck ,

k = 1, n.

(2.9)

i=1

ji k , k
. 1)3)
.
:
I. k = 1, n k 0.
II. s = 1, n , s < 0 ji s 0
i = 1, m.
III. s = 1, n , s < 0 ji s > 0
j = 1, m.
.
2.1 (1- ). I,
x .

2.2. -

67

2.2 (2- ). 2,
(2.6) .
, , . III s
= min

i=1,m
j s >0
i

xji
xj
= r.
ji s
jr s

x Rn

xj js , j {j1 , . . . , jr1 , jr+1 , . . . , jm },

,
j = s,
xj =

0
j = 1, n.

(2.10)

(2.11)

2.3 (3- ). III. x (2.6),


Aj1 , . . . , Ajr1 , As , Ajr+1 , . . . , Ajm

(2.12)

,
hc, x i = hc, xi s .

(2.13)

(p + 1)- 0ji k 0k . ,
0ji k 0k ji k k .
2.4. k = 1, n :

js

, j {j1 , . . . , jr1 , jr+1 , . . . , jm },


jk jr k
jr s
0
jk =
jr k

,
j = s,

jr s
s
.
0k = k jr k
jr s


, x = xp (2.6) A1 , A2 , . . . , Am .
:

68

2.
1. B = (A1 , A2 , . . . , Am ) m m,
;
2. x0 = (x1 , x2 , . . . , xm )T Rm , m
x,

T
T
x = (x0 )T , Onm
;

(2.14)

c0 = (c1 , c2 , . . . , cm )T Rm , m c;
3. = B 1 A m n,
Ak = Bk ,

k = 1, n,

(2.15)

k (. (2.8));
4. = (1 , . . . , n )T (. (??))
= T c0 c.
(2.16)
, x0
Bx0 = b.

(2.17)

2.1. x0 (2.6),
hc, xi = hc, x0 i + T x0 .
. x0 , Ax0 = b. (2.14) (2.17),
hc, xi = cT x = (c0 )T x0 = (c0 )T B 1 b = (c0 )T B 1 Ax0 =

= (c0 )T x0 cT x0 + cT x0 = hc, x0 i + (c0 )T cT x0 =

T
= hc, x0 i + T c0 c x0 = hc, x0 i + T x0 .
.
1.
2.1, .

2.2. -

69

2.2. s m + 1, . . . , n,
:
Ax = b, hc, x i = hc, xi s ,

T
x = (x0 s )T , 0, . . . , 0, , 0, . . . , 0 Rn

(2.18)

s- x .
. (2.15)(2.17), :
Ax = B(x0 s ) + As = Bx0 Bs + As = Bx0 = b,

hc, x i = (c0 )T (x0 s ) + cs = (c0 )T x0 (c0 )T cs = hc, xi s .

2. 2.2 , > 0 Ax = b x On , x .
, hc, x i = hc, xis + +. (??)
. .
3. (2.10) , x On ,
2.2 Ax = b, x .
, x (2.12) .
, (2.10) x r , x m . ,
(2.12) . ,
i , i = 1, m, ,
1 A1 + + r1 Ar1 + r As + r+1 Ar+1 + + m Am = 0.

(2.19)

r = 0, (2.19) , A1 , . . . , Ar1 , Ar+1 , . . . , Am


. r 6= 0
0
0
0
As = 10 A1 + + r1
Ar1 + r+1
Ar+1 + + m
Am ,

(2.20)

P
i0 = ri . , (2.8) (2.10) As = m
i=1 is Ai
rs 6= 0. (2.20)
Ar , , ,
(??) .
(2.13) 2.2. .

70

2.

-
x (
) . ,
.
:
1. k = 1, n k 0, x (??).
2. s = 1, n s < 0, s
0, (2.6) .
3. s = 1, n s < 0,
max1im ji s > 0, x , .
,
, .

2.3

-
- T ,
x Aj , j {j1 , . . . , jm }. (m + 1) (n + 1).

..
.
Aji
..
.

A1
..
.
ji 1
..
.

...

- T

Ak
..
.

...

. . . ji k . . .
..

. . . jr k . . .
..

Ajr jr 1
..
..
.
.
1 . . .

...

As
..
.

...

An
..
.

x
..
.

ji s
..
.

. . . ji n
..

xj i
..
.

jr s
..
.

. . . jr n
..

xj r
..
.

...

hc, xi

A1 , . . . , An , x
A (2.6),
Aj , j {j1 , . . . , jm }, , . js , xj , j , hc, xi.

2.3. -

71

T
-. I II, . III,
- T0 , x
.
- T0

A1
..
.

..
.
Aji 0ji 1
..
..
.
.
As 0s1
..
..
.
.

01

...

Ak
..
.

0sk
..
.

. . . As . . . An
.
..
..
.
0
. . . 0 . . . ji n
..
.
..
.
. . . 1 . . . 0sn
..
.
.
..

0k

...

. . . 0ji k
..
.

...

...

...

0n

x
..
.
x0j
..
.
x0s
..
.
hc, xi

s jr , III
(2.10). jr s , Ajr , As
. 0 Ajr As , . (2.10)(2.11), (2.12)
2.4 , 0
:
1) Aj 0 j {j1 , . . . , jr1 , jr+1 , . . . , jm }
Aj Ajr r,
js /jr s ;
2) As 0 Ajr
jr s ;
3) 0 Ajr , s /jr s .
( (2.8)) As 0 , As , , .
0 . III,
00 .

72

2.


(2.6). , b Om .

m
X

ui min,

Ax + u = b,

x On ,

u Om ,

(2.21)

i=1

u = (u1 , u2 , . . . , um )T Rm .
,
. ,
z0 = (OnT , bT )T Rn+m (2.21)
e1 , e2 , . . . , em , ei i- Rm .
(2.21) -, z 0 . z = ((x )T , (u )T )T Rn+m
(2.21).
(2.6) .
2.5. u 6= Om , (2.6)
. u = Om , x (2.6).
. , 6= Om ,
T T
x (??). , (xT , Om
)
n+m
R
,
(??), . , , u 6= Om ,
u , , (??) ((x )T , (u )T )T . .
.

u = Om .
(2.22)
, Ax = b, x On , x
(2.6). ((x )T , (u )T )T (2.21)
(??) , x m A.
, m,
m ,
A.

2.3. -

73

, rank A = m. x (2.6). , , ,
.
2.1. - ,
x0 = (0, 0, 1, 5)T :
5x1 + x2 + 2x3 + x4 max
x1 x2 + x3
= 1,
2x1 + x2 + x4
= 5,
xj 0,

j1, 4.

. n = 4, m = 2, c = (5, 1, 2, 1)T ,b = (1, 5)T ,

1 1 1 1
A=
.
2 1 0 1
, x0 , A3 = (1, 0)T ,
A4 = (0, 1) . r2
A1 A2

- T

A1
A2
A3
A4
x0
A3 31 = 1 32 = 1 33 = 1 34 = 0
x3 = 1
A4 41 = 2
42 = 1 43 = 0 44 = 1
x4 = 5
1 = 1 2 = 2 3 = 0 4 = 0 hc, x0 i = 7
(2.9)
1 = c3 31 + c4 41 c1 = 1,
2 = c3 32 + c4 42 c2 = 2,
3 = c3 33 + c4 43 c3 = 0,
4 = c3 34 + c4 44 c4 = 0,
hc, x0 i = 7.
III (2.4),
, , A1 A2 . ,
4
, A1 , s = 1. f racx3 31 = 1, 41x=
5,
2
A3 , r = 3. ,
31 , {A1 , A4 }.

74

2.

T1
2.4, 1)-3) (2.7).
1) A4 T1 , j = 4, A4
js
= 2;
T0 A3 , rs
2) A1 T1 A3 T0
rs = 1;
3) T1 T0 A3 , rss = 311 = 1.
T1

A1
A2
A3
A4
x1
A1 11 = 1 12 = 1 13 = 1 14 = 0
x1 = 1
A4 41 = 0 42 = 3 43 = 2 44 = 1
x4 = 3
1 = 0 2 = 3 3 = 1 4 = 0 hc, x1 i = 8
T1 III 1.4,
42 , .. r = 4, s = 2. T2 . , 1)-3) 1.7:
1) A1 A1 js
T1 A4 , rs
= 13 ;
2) A2 A4 T1 , rs = 3;
3) A1 T1 A4 , rss = 422 = 1.
T2

A1 A2 A3 A4
x2
1
1
A1 1 0
x1 = 2
3
3
2
1
A2 0 1 3 3
x2 = 1
0 0 1 1 hc, x2 i = 11
T2 13 = 1/3. -.
T3

A1 A2 A3 A4 x3
A3 3 0 1 1 6
A2 2 1 0 1 5
3 0 0 2 17
I 1.4. , x = (0, 5, 6, 0)T , hc, x i = 17 .

2.4. -

2.4

75


f (x) = cT x max,

Ax = b,

x On ,

(2.23)

c, x Rn , b Rm , A m n, m < n, rank A = m.
(2.23)
bT y min,

AT y c,

(2.24)

y Rm .
(2.23) (2.24)
f (x) =

n
X

cj xj max,

(2.25)

j=1
n
X

aij xj = bi ,

i = 1, m

(2.26)

j=1

xj 0, j = 1, n;
m
X
g(y) =
bi yi min,

(2.27)
(2.28)

i=1
m
X

aij yi cj ,

j = 1, n.

(2.29)

i=1

y (2.28)(2.29) , (2.29), , m .
y = (y1 , y2 , . . . , ym )T (2.28)(2.29). :
a1j1 y1 + . . . + amj1 ym = cj1 ,
.....................................
a1jm y1 + . . . + amjm ym = cjm ,

(2.30)

Aji = (a1ji , . . . , amji )T , i = 1, m, .


Aj1 , . . . , Ajm y . , Aj , , ATj y > cj . ,

76

2.

, . .
y , , n- x, (2.26)
.
, .
b = (b1 , . . . , bm )T Aj1 , . . . , Ajm :
b=

m
X

x0 Aj

bi =

=1

m
X

x0 aij ,

i = 1, m.

(2.31)

=1

x = (x1 , . . . , xn )T , ji - xi0 ,
, . xi0 , i = 1, m, ,
. ,
xi0 , i = 1, m, , x .


y = (y1 , . . . , ym )T . B = (Aj1 , . . . , Ajm ) .
x x10 , . . . , xm0 .
b=

m
X
i=1

xi0 Aji ,

Ak =

m
X

ik Aji ,

k = 1, n.

(2.32)

i=1

ik Ak Aji , i- .
2.6 ( ).
x , x , y .

2.4. -

77

. (2.31) (2.30) :
g(y) =

m
X

bi yi =

m
m
X
X

i=1

!
x0 aij

=1
i=1
m
X

yi =

m
X

x0

=1

cj x0 =

=1

n
X

m
X

!
aij yi

i=1

cj xj = f (x).

j=1

ct x dt y,
, .

Ak = Bk ,

(2.33)

k = (1k , 2k , . . . , mk )T , k = B 1 Ak . B 1 = (eij )m
ei = (ei1 , ei2 , . . . , eim ) i- B 1 .
ik =

m
X

ei ak .

(2.34)

=1

, k {j1 , . . . , jm } (2.33)

ik =

1, k = ji ,
0, k =
6 ji .

(2.35)

y() = (y1 (), . . . , ym ())T = y + eTi , , y,


Aji . (2.24) ,
k , k = 1, . . . , n, = AT y c, m
m
P
P
ak y ck 0. k () =
ak y () ck , k = 1, n.
k =
=1

=1

, y = ()
.
2.3.

k 6= ji ,
0,
,
k = ji ,
k () =

k + ik k
/ {j1 , . . . , jm }.

(2.36)

78

2.
m
P

=1

ak y () =

m
P

m
P

ak y +

=1

ak ei , -

=1

(2.34) (2.35),
Pm
k 6= ji ,
P=1 ak y ,
m
k = ji ,
ak y () =
=1 ak y + ,
Pm

=1
/ {j1 , . . . , jm }.
=1 ak y + ik , k

m
X

Pm
k 6= ji ,
P=1 ak y ck ,
m
k 6= ji ,
k () =
=
=1 ak y ck + ,
Pm
/ {j1 , . . . , jm }
=1 ak y ck + ik , k

k 6= ji ,
k ,
k + ,
k = ji ,
=

k + ik , k
/ {j1 , . . . , jm },
(2.30) (2.36). .
2.4. ik 0 k = 1, n, y()
0. k = 1, n ik < 0,
y()
k
0 0 , 0 = min ik .
ik <0

. y()
Pm , k = 1, n
k () = =1 ak y () ck 0. y
, k 0 k = 1, n. (2.36)
. (2.36)
k () = k + ik 0, k
/ {j1 , . . . , jm }. .
2.7. x xi0 , ik 0 k = 1, n,
.
. (2.32)
Pm
T
T
1
b = B(x10 , . . . , xm0 ) , (x10 , . . . , xm0 ) = B b, xi0 = =1 ei b .

g(y()) =

m
X

b y () =

m
X
=1

b (y + ei ) = g(y) +

m
X

b ei = g(y) + xi0 .

=1

(2.37)

2.4. -

79

2.4 , y() ( , Aji ) . (2.37) , g(y())


. 3 .
.
2.8. xi0 , ik k =
1, . . . , n, .

k
r
0 = min
=
.
ik <0
i,k
i,r
y(0 ) = y + ei
,
g(y(0 )) = g(y) 0 |xi0 |

(2.38)

Aj1 , . . . , Aji1 , Ar , Aji+1 , . . . , Ajm

(2.39)

.
. 5 , y(0 )
. (2.36) , k (0 ) = 0 k {j1 , . . . , ji1 , jr , ji+1 , . . . , jm }.
, 3- , , b (2.39) . y(0 )
(2.39) . (2.38)
(2.37). .
,


-
.
xi0
x, ik k .
1. xi0 x
i = 1, n , 7 x , .

80

2.

2. xi0 , ,
ik 0 k = 1, n , 8 ,
.
3. x
xi0 , ik , k = 1, n . y ,
9, y(0 )
. ,
, .

1. ?
2. ?
3.
, II III (2.4)?
4. (xT , uT )T (2.21).
(2.6), u = Om ?
2
1.
x1 + 3x2 + x3 x4 max,
x1 + 2x2 +
+ x4 =
3,
x1 + x2 + x3
=
1,
xi 0,

i = 1, 4

x0 = (0, 0, 1, 3)T .
2.
3x1 + 7x2 + 4x3 3x4 + 2x5 + 2x6 max,
x1 + 3x2 + 2x3 + x4 + x5 + 3x6 =
3,
4x1 2x2 3x3 4x4 + x5 7x6 = 2,
xi 0,

i = 1, 6,

x0 = (0, 0, 1, 0, 1, 0)T .

2.4. -

81

3.
x1 + 3x2 + 2x3
x1 +
x3
x2 x3
2x1 + x2 +

+ 4x4 2x5
2x4
+ x4 2x5
+ 5x4 + x5

xi 0,

min,
= 2,
=
0,
=
7,

i = 1, 5,

x0 = (3, 1, 1, 0, 0, )T .
4.
x1 2x2 + x3 max,
x1 + 4x2 + x3 =
5,
x1 2x2 x3 = 1,
xi 0,

i = 1, 3

x0 = (1, 1, 0)T .
5.
x1 + x2 + x3 max,
x1 + x2 + x3 =
2,
3x1 x2 + x3 =
0,
xi 0,

i = 1, 3

x0 = (0, 1, 1)T .;
6.
2x1 + x2 + 3x3 + x4 max,
x1 + 2x2 + 5x3 x4 =
4,
x1 x2 x3 + 2x4 =
1,
xi 0, i = 1, 4
x0 = (0, 0, 1, 1).
7.
6x1 + x2 + 4x3 5x4 max,
3x1 + x2 x3 + x4 =
4,
5x1 + x2 + x3 x4 =
4,
xi 0, i = 1, 4
x0 = (1, 0, 0, 1).

82

2.
8.
x1 + 2x2 + 3x3 x4 max,
x1 3x2 x3 2x4 = 4,
x1 x2 + x3
=
0,
xi 0, i = 1, 4
x0 = (0, 1, 1, 0).
9.
x1 3x2 5x3 x4 max,
x1 + 4x2 + 4x3 + x4 =
5,
x1 + 7x2 + 8x3 + 2x4 =
9,
xi 0, i = 1, 4
x0 = (1, 0, 1, 0).

10.
x1 + x2 + x3 + x4 max,
x1 + 3x2 + x3 + 2x4 =
5,
2x1
x3 + x4 =
1,
xi 0, i = 1, 4
x0 = (0, 1, 0, 1).
11.
x1 + x2 + x3 + x4 + x5 max,
2x1 + 3x2 + 5x3 + 7x4 + 9x5 = 19,
x1 x2
+ x4 + 2x5 =
2,
xi 0, i = 1, 5
x0 = (0, 0, 1, 2, 0).
12.
2x1 + x2 + x3 x4 + 4x5 + x6 max,
3x1 + x2 + 2x3 + 6x4 + 9x5 + 3x6 = 15,
x1
+ 2x2 x3 + 2x4 + 3x5 + x6 =
5,
xi 0, i = 1, 6
x0 = (1, 0, 0, 0, 0, 4).

2.4. -

83

13.
x1
x1
x1
x1

+
+
+

x2
x2
x2
x2

+
+

x3
x3
x3
x3

+ x4
+ 3x4
+ x4
+ x4

max,
=
3,
=
1,
=
1,

xi 0, i = 1, 4
x0 = (0, 0, 0, 1).
14.
x1 + 2x2 + x3
x1 + x2
x1 + x2 + x3
x2 + x3

+
+
+
+

3x4
2x4
3x4
2x4

+ x5
+ x5
+ 2x5
+ x5

max,
=
5,
=
9,
=
6,

xi 0, i = 1, 5
x0 = (0, 0, 1, 2, 1).
15.
x1 + 2x2 + 2x3 + x4
x1 + 3x2 + 3x3 + x4
x1 + 5x2
+ 2x4
x3

+ 6x5
+ 9x5
+ 8x5
+ x5

max,
= 18,
= 13,
=
3,

xi 0, i = 1, 5
x0 = (0, 1, 2, 0, 1).
16.
x1 +
x1 +
x1

x2
x2
2x2
x2

+ x3 + x4 + x5
+ x3
2x3 + x4 x5
+ 6x3 + x4 + x5
xi 0, i = 1, 5
x0 = (1, 1, 2, 0, 0).

max,
=
4,
= 6,
= 12,

84

2.

17.
x1 2x2
2x1 + x2
x1
x2

+
+

x3 + x4
x3 + 3x4
x3
x3 + 2x4

x5
+ 3x5
+ x5
+ x5

x6 max,
+ 2x6 =
7,
x6 =
5,
= 6,

xi 0, i = 1, 6
x0 = (0, 0, 2, 0, 1, 1).
18.
x1 + x2 + x3 + 3x4 x5
x1 + 2x2
x1 + 3x2 + 2x3
x2 + 3x3 + 2x4 + 2x5
x3 + 3x4 + x5

+
+

2x6
3x6
2x6
3x6
2x6

+ x7
+ x7
+ 3x7
+ 3x7
+ x7

max,
=
8,
= 15,
= 11,
=
5,

+ 2x7
+ x7
+ 3x7
+ 3x7
+ x7

max,
=
7,
= 15,
=
8,
=
4,

xi 0, i = 1, 7
x0 = (1, 0, 0, 1, 0, 1, 4).
19.
x1 + x2 + x3 + 5x4
x1 + 2x2
x1 + 3x2 + 2x3
x2 + 3x3 + 2x4
x3 + 3x4

+ x5 2x6
+ 6x5 + 3x6
+ 2x6
+ 4x5 3x6
+ x5 2x6

xi 0, i = 1, 7
x0 = (1, 0, 0, 1, 0, 1, 3).

3



, .
. ,
.
.

3.1

z(x) = c1 x1 + c2 x2 + + cn xn max,

n
P

aij xj bi , i = 1, k;

j=1
n
P

aij xj = bi , i = k + 1, m;

j=1

xj 0, j = 1, l,

k m, l n.
.
85

(3.1)

86

3.

. (3.1)
:

w(u) = b1 u1 + + bm um min,

aij ui cj , j = 1, l;

i=1
(3.2)
m
P

aij ui = bi , j = l + 1, n;

i=1

u 0, i = 1, k.
j

, :
1) ,
;
2) w(u) bi (
m );
3) cj ( n
);
4)
;
5) - ,
(, )
;
6) - ,
-
.
(3.1) (3.2) . , , (3.2)
(3.1), , (3.1).
, .

3.1.

87

z(x) = hc, xi max,


Ax = b,
(3.3)

x 0,
c, x Rn , b Rm , A m n.

w(u) = hb, ui min,


AT u c,

(3.4)

u Rm .

z(x) = hc, xi max,


Ax b,

x 0,

(3.5)

c, x Rn , b Rm , A m n.

w(u) = hb, ui min,


AT u c,

u 0,
u Rm .
3.1. :

x1 + x2 2x3 x4 max;

x1 2x2 + x4 2;
x1 2x2 + x3 2x4 3;

x1 x3 + x4 = 1;

xj 0, j = 1, 2, 3.

x1 + 2x2 x3 + 2x4 3,

(3.6)

88

3.

(3.1). :

2u1 3u2 + u3 min;

u1 u2 u3 1;

2u1 + 2u2 1;
u2 u3 2;

u + 2u2 + u3 = 1;

1
ui 0, j = 1, 2.

3.2

,
, .
3.1 ( ). :
1. x (3.1), u
(3.2).
z(x) w(u).
2. x (3.1), u (3.2) z(x ) = w(u ).
x (3.1), u
(3.2).
3. (3.1) , .. max z(x) = +,
(3.2) . , (3.2) , .. min w(u) = , (3.1) .
4. (3.1) (3.2) ,
.
. ,
(3.3) (3.4).
1. , x 0, Ax = b, AT u c.
w(u) = hb, ui = hAx, ui = hx, AT ui hx, ci = z(x).

3.2.

89

2. z(x ) = w(u ). x (3.3).


z(x) w(u ). ,
z(x) z(x ). , x .
, u (3.4).
3. (3.3) . , (3.4)
u. x (3.3) z(x) w(u),
(3.3). , . .
4. (3.3) (3.4) , (3.3) . , -,
. (3.4)
2.
.
3.2 ( ). (3.1) , (3.2),
, x (3.1), u
(3.2), z(x ) = w(u ).
.
(3.3) (3.4).
x (3.3). ,
, x -
x = (x1 , . . . , xm , 0, . . . , 0)T , m A1 , A2 , . . . , Am A. Bx0 = b, B = (A1 A2 . . . Am )
m m, x0 = (x1 . . . , xm )T . x0 = B 1 b.

u = B 1 c0 ,
c0 = (c1 , . . . , cm )T .
, u (3.4). ,
AT u c.
,
T

AT u = AT (B 1 )T c0 = (B 1 A)T c0 = B 1 A1 , B 1 A2 , . . . B 1 An c0 =

T
= hB 1 A1 , c0 i, hB 1 A2 , c0 i, . . . , hB 1 An , c0 i .

90

3.

x , -,
1- hB 1 Ai , c0 i ci i = 1, n. , AT u c.
w u :
w(u ) = hb, u i = hb, (B 1 )T c0 i = hB 1 b, c0 i = hx0 , c0 i = hx , ci = z(x ),
.. w(u ) = z(x ). 2-
, u (3.4).
(3.3) , (3.4) , . .
(3.4) . , , ,
, . (3.3). , (3.3)
. .
, ,
.

3.3

, , ,
.
(3.5) (6.6).

3.3.1

, n ,
m .
i- aji j- ci (i = 1, 2, . . . , n).
bj j- (j = 1, 2, . . . , m). : , ?

3.3.

91

. xi i- , z
.
:

z = c1 x1 + + cn xn max;

a11 x1 + a12 x2 + + a1n xn b1 ;

a21 x1 + a22 x2 + + a2n xn b2 ;


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

a x + am2 x2 + + amn xn bm ;

m1 1
xi 0, i = 1, . . . , n.
, (3.5).
, ci 0, aji 0, bj 0.

3.3.2

. , . ,
, . ,
uj j- (j = 1, 2, . . . , m)?
1- a11 1, a21 2,. . . , am1 m.
,
c1 1- , ..
a11 u1 + a21 u2 + + am1 um c1 .

. , , w = b1 u1 + + bm um
. .

92

3.

w = b1 u1 + + bm um min;
a11 u1 + a21 u2 + + am1 um c1 ;
a12 u1 + a22 u2 + + am2 um c2 ;
.................................
a1n u1 + a2n u2 + + amn um cn ;
uj 0, j = 1, . . . , m,
, (6.6), (3.5).
u1 , . . . , um , , . ( ) (3.5).
x = (x1 , . . . , xn ) u = (u1 , . . . , um )
(3.5) (6.6) . ,
1 j m
uj = 0,
uj > 0,

aj1 x1 + + ajn xn < bj ;


aj1 x1 + + ajn xn = bj .

, bj , uj > 0.
. .
, .

uj ? , ,
zmax b1 , . . . , bm .
zmax = (b1 , . . . , bm ). ,
(3.5) , ..
,
(b1 , . . . , bm )
= uj ,
bj

j = 1, . . . , m.

, ,
.

3.3.

93

1.
?
2.
?
3. , ?
4. . , ?
5. , , .
6. ?

3
:
1.
x1
11x1
2x1
x1

5x2
+ 10x2
+ x2
+ 15x2

4x3
+ 3x3
+ 6x3
13x3

+ x4
10x4
11x4
9x4

+ 6x5 9x6
2x5 + x6
9x5 + 11x6
+ x5

max,

1,
=
3,
2,

x2 0, x4 0.
2.
9x1 +
12x1
8x1

14x2
13x2
2x2
+ 6x2

+ 4x3
+ 7x3
5x3
x3

+ 13x4
+ 6x4
+ 3x4
+ 2x4

6x5 13x6
2x5 5x6
+ x5 + 7x6
x5

x1 0, x4 0.

min,

8,
=
7,
11,

94

3.
3.
11x1
13x1
5x1
4x1

4x2 8x3
+ 8x2 + 11x3
15x2
+ 13x2

x4 + 15x5 + x6
+ 7x4 + 6x5
9x4
+ 9x6
6x4 + 7x5 + x6

min,
15,
=
1,
= 11,

x2 0.
4.
15x1 4x2
8x1
13x1 + 3x2
x2

7x3
6x3
2x3
6x3

+ 5x4 6x5
+ 7x4 12x5
15x4
+ 11x4 + 7x5

+ 3x6
+ x6
+ 11x6
8x6

max,
1,

3,
= 12,

x3 0, x5 0.
5.
15x1
10x1
11x1
14x1

+ 7x2 2x3
4x5 9x6
+ 5x2 + 8x3 2x4 + 4x5 13x6
12x2
+ x4
+ 2x6
+ 6x2 2x3
+ 9x5

min,
= 12,

5,
2,

x4 0.
6.
10x1 +
15x1 +
x1 +

8x2 + 7x3 11x4


7x2
6x2 + 8x3 7x4
14x2 + 5x3 2x4

9x5
+ 4x5
+ 2x5
+ 11x5

6x6
15x6
+ 11x6
5x6

max,
10,
4,
=
3,

2x6
+ 5x6
x6
+ 2x6

min,
=
7,
=
2,

5,

x4 0, x6 0.
7.
5x1
x1
2x1

5x2 + 4x3
12x2
6x3
3x2 + x3
4x2

+ 13x4
+ x4
+ 14x4
+ 3x4

+ 7x5
+ 6x5
12x5
x5

x3 0, x6 0.

3.3.

95

8.
12x1 +
3x1
7x1

7x2 + 5x3
6x2 5x3
11x2 4x3
+ 3x3

7x4 11x5
+ 12x4 x5
+ 9x4 12x5
9x4

+ 3x6
+ 6x6
7x6
+ 13x6

max,
8,
= 10,
=
8,

+ 4x6
14x6
2x6
6x6

min,
=
5,

6,
1,

x1 0, x4 0, x5 0.
9.
6x1
7x2
3x1
7x2
15x1 + 12x2
6x2

+
+

9x3
6x3
7x3
9x3

x4
+ 9x4 x5
+ 3x4 + 6x5
8x4 + 10x5

x2 0, x5 0, x6 0.
10.
3x1
2x1
8x1
11x1

6x2
6x2
13x2
+ 6x2

+ 4x3
13x3
+ 11x3
+ 9x3

10x4 3x5
11x4 + 3x5
8x4 + x5
15x4

2x6
5x6
3x6
2x6

max,

7,
1,

1,

xj 0, j = 1, 6.
11.
5x1
6x1
12x1
8x1

x2
+ 3x2
15x2
+ 9x2

+ 8x3
6x3 15x4
+ 7x3
+ 12x3 4x4

+ 12x5 + 7x6
10x5
x5 + 3x6
3x5 + x6

min,
= 15,
=
9,
= 9,

xj 0, j = 1, 6.
12.
3x1
6x1
9x1
5x1

+ x2
+ 5x2
+ x2
+ 11x2

13x3
+ 4x3
15x3
6x3

+ 2x4

9x4
8x4

8x5
+ 15x5
+ 8x5
+ 3x5

5x6
+ 4x6
12x6
12x6

max,
9,

3,

4.

96

3.

13.
11x1
9x1
8x1
10x1

6x2
8x2
6x2
4x2

+ 4x3
7x3
12x3
+ 5x3

12x4
+ x4 12x5
+ 8x4 + 7x5
15x4

14x6
2x6
5x6
+ 11x6

min,
= 15,
=
8,
=
5.

+ x6
x6
+ x6
6x6

max,

4,
15,
=
6,
= 2.

14.
2x1
3x1
7x1
x1
x1

4x2 + 12x3 7x4


12x2
+ x4
+ 5x2 6x3 13x4
4x2 + x3
2x3

x5
15x5
2x5
+ 4x5
+ 4x5

15.
9x1 + 3x3 x4 + x5 2x6 to min,
xj o, j = 1, 6.
16.
5x1 4x3 + 2x4 + 12x5 x6 max .
17.
9x1
7x1
2x1

x2
2x2

+ 5x2

+ 2x3 + 10x4
+ x3
5x3 + x4
11x3 x4

11x5
6x5
5x5
+ 7x5

+ 6x6
+ 7x6
+ 15x6
x6

min,

5,
=
1,
=
9,

x2 0, x4 0.
18.
4x1 x2 + 5x3 7x4 + 8x5 x6 max,
x1 x2 + 13x3 14x4 + 7x5 x6 1,
3x1 6x2 10x3 5x4 +
7x6
5,
xj 0, j = 1, 6.

3.3.

97

19.
3x1 5x2 + x3
7x1 + 9x2 4x3
2x1 + 13x2
6x2 + 2x3

4x4 + 13x5
+ x4 6x5
x4 + 3x5
x4
+7x5

+ x6
8x6
9x6
10x6

min,
= 10,

3,
= 1,

x3 0.
20.
4x1 + 3x2 9x3 14x4 x5 + 2x6 max,
5x1 6x2 + x3 10x4 + x5 10x6 10,
x1 + 5x2 2x3 + 11x4 + 7x5 12x6 = 2,
x2 0, x4 0, x5 0.
21.
n
P
cj xj max,
n
P

j=1

aij xj bi ,

i = 1, 2, . . . , m

j=1

xj 0,

j = 1, 2, . . . , n.

xn+1 , . . . , xn+m ,

n
P
cj xj max,
j=1

n
P

aij xj + xg+i bi ,

i = 1, 2, . . . , m,

j=1

xj 0,

j = 1, 2, . . . , n + m.

,
.
22.
x1
3x1
x1
2x1
3x1

+ x2
+ 2x2
+ 2x2
+ x2
x2

max,

1,
14,
13,

12

0, j = 1, 2.

98

3.

23.
3x1 + x2 min,
3x1 + 5x2 15,
5x1 + 3x2 15,
x1 1, x2 1.
24.
3x1 + 3x2 min,
x1 + 4x2
4,
4x1 + x2
4.
xj 0, j = 1, 2.
25.
6x1 5x2 max,
2x1 + 5x2 10,
5x1 + 2x2 10,
xj 0, j = 1, 2.
26.
8x1
x1
4x1
x1

+ 2x2
4x2
+ x2
+ x2

min,

4,

4,

6,

xj 0, j = 1, 2.
27.
x1
5x1
x1
3x1
3x1

+ 2x2
2x2
+ x2
+ x2
+ 3x2

max,

3,

1,

3,

xj 0, j = 1, 2.

3.3.
28.
2x1
x1
3x1
2x1

+
+
+
+

3x2
5x2
2x2
4x2

min,
10,

4,
10,

x1 1, x2 0.
29.
5x1
x1
4x1
x1

+ 4x2
+ x2
+ x2
+ x2

+ 6x3
+ x3
+ x3
+ 2x3

min,

6,

9,
11,

xj 0, j = 1, 2, 3.
30.
7x1
x1
5x1
3x1
2x1

+ 2x2
+ x2
+ x2
+ x2
+ x2

min,

1,

3,

3,

4,

xj 0, j = 1, 2.
31.
6x1
2x1
x1
3x1

+ 4x2
+ x2
2x2
+ x2

min,

3,

2,

3,

xj 0, j = 1, 2.
32.
x1
5x1
x1
x1

2x2
2x2
+ 2x2
+ x2

min,

4,

4,

4,

xj 0, j = 1, 2.

99

100

3.

33.
x1
5x1
x1
3x1
3x1

+ 2x2
2x2
+ x2
+ x2
+ 3x2

max,

3,

1,

3,

xj 0, j = 1, 2.

34.
3x1
x1
3x1
x1
0 x1 3,

+ 3x2
+ x2
+ x2
+ 5x2

max,

4,

4,

4,

0 x1 3,
0 x2 3.
35.
2x1
x1
5x1
4x1

x2
+ 2x2
+ 2x2
3x2

min,
14,
10,
12,

xj 0, j = 1, 2.
36.
7x1
x1
2x1
3x1
x1
x1

2x2
+ x2
3x2
+ x2
+ x2
x2

max,

5,

6,

3,

2,
3,

xj 0, j = 1, 2.

3.3.
37.
3x1
2x1
3x1
3x1
x1

+ x2
+ 2x2
3x2
3x2
x2

+ 2x3
+ x3
+ 2x3
+ 2x3
+

min,

2,

6,
10,

2,

xj 0, j = 1, 2, 3.
38.
6x1
x1
4x1
3x1

x2
+ x2
x2
2x2
x2

min,

3,
46,
24,

6,

xj 0, j = 1, 2.
39.
3x1
x1
2x1
3x1
x1

2x2
2x2
+ x2
x2
+ x2

max,
35,
10,
5,

3,

xj 0, j = 1, 2.
40.
2x1 + x2
x1
+ 3x2
5x1
x1 + x2

3x3
2x3
+ x3
3x3

max,
42,
12,
4,

xj 0, j = 1, 2, 3.
41.
x1
5x1
3x1
3x1

2x2
+ x2
+ x2
+ 3x2

max,

1,

3,

2,

xj 0, j = 1, 2.

101

102

3.

42.
14x1
4x1
x1
3x1

+ 10x2
+ 2x2
+ x2
+ x2

+ 14x3
+ 2x3
+ x3
+ 2x3

+ 14x4
+ x4
+ 3x4
+ x4

xj 0, j = 1, 2, 3, 4.

max,
35,
30,
40,

4

4.1

, m A1 , A2 , . . . , Am
a1 , a2 , . . . , am . n B1 , B2 , . . . , Bn ,
b1 , b2 , . . . , bn
. cij Ai Bj .
, . . ,
.
xij , i = 1, m, j = 1, n, , i- Ai j- Bj .
xij , {xij }
, . , ,
x = {xij }.
xij . , xij
xij 0,

i = 1, m,

j = 1, n,

(4.1)

.
, xij , .
103

104

4.

, i- Ai
, ai
:
n
X
xij ai , i = 1, m.
(4.2)
j=1

, j- Bj
, bj
:
m
X
xij bj , j = 1, n.
(4.3)
i=1


f (x) =

m X
n
X

cij xij

(4.4)

i=1 j=1

,
f (x) min .

(4.5)

, (4.1)(4.5) .
.
, , , (4.1)(4.3).
, . ,
, (4.1)(4.5).
, .
(4.1)(4.5), , , , . (4.2)(4.3) (
), .
(. 4.1).
Bj Ai .
bj ai .
P
P
j bj i ai .

4.1.

105

4.1:

A1
..
.
Ai
..
.
Am

B1
c11
x11

ci1
xi1

cm1
xm1
b1

Bj
c1j

cij

xij

x1j

cmj
xmj

bi

Bn
c1n
x1n

cin
xin

cmn
xmn
bn

a1
..
.
ai
..
.
am
P
P
b
\
j
j
i ai

cij ,
xij , .
, , , .
( ) ( )
, .
,
m
X

ai =

i=1

n
X

bj ,

(4.6)

j=1

.
,
m
X
i=1

ai 6=

n
X

bj ,

(4.7)

j=1

106

4.

4.2

(4.6) (4.2) (4.3)


.
, Ai
, ai :
n
X

xij = ai ,

i = 1, m.

(4.8)

j=1

, Bj
, bj :
m
X

xij bj ,

j = 1, n.

(4.9)

i=1

(4.8)(4.9) m + n mn xij . (4.6) , m + n


(4.8)(4.9) ( ,
(4.8) i = 1, m
(4.9) j = 1, n, , ).
, r (4.8)(4.9) r = m+n1
r . p = mn (m + n 1) = (m 1)(n 1)
, , p .
, , , , xij :
P
nj=1 xij ai
;
P
m
i=1 xij bj
.
,
. , .

4.3.

107

, , -, - , , -, .
.
, ,
:
f (x) =

m X
n
X

cij xij min;

(4.10)

xij ai ,

i = 1, m;

(4.11)

xij bj ,

j = 1, n;

(4.12)

i=1 j=1
n
X
j=1
m
X
i=1

xij 0,

i = 1, m;

j = 1, n

(4.13)

P
ai = nj=1 bj .
-
.

Pm

4.3

i=1

, , xij > 0,
, , xij = 0, . n + n 1 .
-.
, xij

xij = min

Ai ;
Bj .

(4.14)

xij = 0 ,
.

108

4.3.1

4.

(4.14), x11 ,
- .
4.1. ,
. 4.2.
4.2:

A1

B1
2

A2

B2
3

10
1

10
2

10

10
20

B3
4

5
30
30

20
40
60

. - , x1 1 x11 = min{20, 10} = 10. B1


, , x21 = 0 ( . 4.2 A2 B1 ). .
- , x12 = min{(20
10), 20} = 10. A1 x13 = 0 ( . 3.2
). .
- , x22 = min{40, (2010)} =
10. B2 ,
.
, - : x23 = min{(40 10), 30} = 30. ,
:
x11 = 10,

x12 = 10,

x13 = 0,

x21 = 0,

x22 = 10,

x23 = 30


f (x) = 2 10 + 3 10 + 4 0 + 1 0 + 2 10 + 5 30 = 220.
m + n 1 = 2 + 3 1 = 4.

4.3.

109

4.3:

A1
A2
A3

B1
1

B2
2

30
4

20
1

0
2

30

20

B3
3

1
40
5
10
50

B4
5

10
50
50

50
40
60
150

,
, xij , Bj ,
Ai .
. ( )
. ( 0),
m + n 1.
4.2. - , . 4.3.
. - :
x11 = min{50, 30} = 30,

x21 = x31 = 0 ( ).

- :
x12 = min{(50 30), 20} = 20
, ;
x13 = x14 = x22 = x32 = 0.
A2 B2 ,
min{3; 5; 1; 2} = 1. .
- :
x23 = min{40, 50} = 40,

x24 = 0 ( ).

110

4.

.
- :
x33 = min{60, (50 40)} = 10, x34 = min{(60 10), 50} = 50.
, :
x11 = 30, x12 = 20, x13 = x14 = 0,
x21 = x22 = 0, x23 = 40, x24 = 0,
x31 = x32 = 0, x33 = 10, x34 = 50

f (x) = 1 30 + 2 20 + 1 40 + 5 10 + 10 50 = 660.
m+n1 = 3+41 =
6.

4.3.2

-
. .
, , , , .
(4.14)
.
, .
4.3.
, . 4.4.
. A2 B1 ,
1: x21 = min{40, 10} = 10. B1 , , x11 = 0 ( ).
.
: x22 = min{(40 10, 20} = 20. x12 = 0 ( ),
B2
.

4.4.

111

4.4:

A1
A2

B1
2

1
10
10

B2
3

2
20
20

B3

4
20
5
10
30

20
40
60

: x13 = min{20, 30} = 20. A1 ,


x23 = min{(40 30), (30 20)} = 10.
, :
x11 = 0,

x12 = 0,

x13 = 20,

x21 = 10,

x22 = 20,

x23 = 10


f (x) = 2 0 + 3 0 + 4 20 + 1 10 + 2 20 + 5 10 = 180.
, -
(. 4.1). m + n 1 = 2 + 3 1 =
4.

4.4

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

112

4.
4.5:

A1
A2
A3
A4
A5
A6

B1

B2

B3

B4

a1

c11
+
c21

c31
+
c41

c12

c22
+
c32

c13

c14

c23

c34

a2

c42

c43

c24
+
c34

c44

c51

c61

c52
+
c62

b2

c53

c54

a5

c63
+
b3

c64

a6

b1

b4

a3
a4

j bj =

P
i

ai

, ,
.
. 4.5 . :
A1 B1 , A1 B2 , A2 B2 A2 B1 , : A2 B3 , A2 B4 , A3 B4 , A3 B1 ,
A5 B1 , A5 B2 , A6 B2 A6 B3 .
, , ,
, , , ,
. , , , ,
, , - .
, ,
1 , , 0, , , ,
.
. ,
, "+ "".

4.4.

113

.

. , ,
" .
q.
. q
f
( = 1), ,
, , .
, i
Ai j
Bj . sij = i + j
Ai Bj .
i j , ,
.
Ai
Bj .
4.1. {
Pi ,mj }P
n
(x) = i=1 j=1 sij xij ,
.
. ,
(x) =

m X
n
X

m X
n
m X
n
m X
n
X
X
X
sij xij =
(i + j )xij =
i xij +
j xij =

i=1 j=1
m
X

n
X

i=1

j=1

i=1 j=1
n
X

m
X

j=1

i=1

xij +

i=1 j=1

xij =

m
X
i=1

i ai +

n
X

i=1 j=1

j bj = const,

j=1

(x) xij ,
{i , j }, {ai } {bj }.
{i , j } ,
i + j = cij ,

(4.15)

114

4.

sij
sij = i + j ,

(4.16)

cij sij
.
{i , j } , sij = cij , sij
, cij .
4.1 ( ).
x = {xij }
{i , j } sij (4.15)(4.16).
x cij
sij ,
cij sij = i + j ,

(4.17)

.
. {i , j }, (4.15)
(4.17). , x
. , f (x) =
Pm P
n
i=1
j=1 cij xij x
, P

sij = cij , ,
m Pn
(x) = i=1 j=1 sij xij , , ,
, :
f (x) =

m X
n
X

cij xij = (x) =

i=1 j=1

m X
n
X

sij xij .

i=1 j=1

x, x .

f (x ) =

m X
n
X
i=1 j=1

cij xij

m X
n
X

sij xij .

i=1 j=1

x , , x.
x x
cij = sij = sij ,

4.4.

115

x (
) (4.17)
sij cij = sij .
, 4.1,

f (x ) =

m X
n
X
i=1 j=1

cij xij

m X
n
X

sij xij

= const =

i=1 j=1

m X
n
X

sij xij = f (x). (4.18)

i=1 j=1

(4.18) , x,
, , . ,
x .
,
:
cij = sij ,
cij sij .
cij sij ij ,
ij = cij sij . :
ij = 0,
ij 0.
4.2. , {i , j },
i + j = cij , qkl ,
Ak Bl , ,
kl Ak Bl , qkl = kl .
. .
, Ak Bl "+".
Ak Bl , , cij = sij = i + j .

116

4.

( k l )
, "+ "".
k l qkl "".
qkl :
qkl = ckl (k + l ) = ckl skl = kl .
. ,
ij 0 (cij sij )
qij = cij sij 0. Ak Bl
kl ,
,
|kl |,
r
(r + 1)
f r+1 = f r + kl .

(4.19)

, .
,
.
:
1. (, -
);
2.
i + j = cij .
(m + n 1)
(m + n) ( ),
1 = 0.
;
3.

ij = cij (i + j );

4.4.

117

4. ij :
) , ij 0,
, , ;
) ij , . kl .
;
5. Ak Bl kl . , Ak Bl ,
. Ak Bl "+";
6. . 5 , , .
, ,
, , . .
,
, , ,
. (m + n 1), .
, , .
. 2.
, , = 0. (
).
4.4. , . 4.6.
. .
1. - :
x11 = min{30, 40} = 30; x21 = x31 = 0 ( . 4.7 );
x12 = min{(40 30), 70} = 10; x22 = min{30, (70 10} = 30;
x32 = min{30, (70 10 30)} = 30.

118

4.

4.6:

A1
A2
A3

B1
1

B2
2

30

70

40
30
30
100

4.7:

A1
A2
A3

B1
1
30
3

B2

2
30 +30 10
2 2

30
1
2 4
+30
30 30
30
70
1 = 1
2 = 2

40

1 = 0
2 = 0

30
30
100

3 = 2

4.4.

119


f (x1 ) = 1 30 + 2 10 + 2 30 + 4 30 = 230.
21 . ,
i + j = cij .
1 = 0. A1 B1 A1 B2
1 + 1 = 1,

1 + 2 = 2.

1 = 1, 2 = 2.
, A2 B2 A3 B2
2 + 2 = 2,

3 + 2 = 4.

2 = 0, 3 = 2.
31 . :
21 = c21 (2 + 1 ) = 3 (0 + 1) = 2 > 0,
31 = c31 (3 + 1 ) = 1 (2 + 1) = 2 < 0.
.
41 . .
ij 0 , .
: 31 .
51 . A3 B1 . , , . "+"
A3 B1 , .
61 . = min{30, 30} = 30, ,
.
= 30: , ,
30, , , 30
(. . 4.7). = 30
, A3 B2 ,
A1 B1 .
, , . . 4.8. 2.
22 . . A1 B1 A1 B2
1 + 1 = 1,
1 = 0, 1 = 1, 2 = 2.

1 + 2 = 2.

120

4.
4.8:

B1

B2

A1

2
0
2

A2

40
2

30

30
2

30
1 = 1

70
2 = 2

A3

40

1 = 0

30

2 = 0

30

3 = 0

100

A2 B2 2 + 2 = 2, 2 = 0.
A3 B1 3 + 1 = 1, 3 = 0.
32 . :
21 = c21 (2 + 1 ) = 3 (0 + 1) = 2 > 0,
32 = c32 (3 + 2 ) = 4 (0 + 2) = 2 > 0.
42 . ij 0, . :
x11 = 0,

x12 = 40,

x21 = 0,

x22 = 30,

x31 = 30,

x32 = 0


f (x2 ) = 2 40 + 2 30 + 1 30 = 170.

4.5


, . :
1) ,
m
X
i=1

ai >

n
X
j=1

bj .

4.5.

121

Bn+1
bn+1 =

m
X

ai

i=1

n
X

bj ;

j=1


: cin+1 = 0, i = 1, m;
2) ,
m
X

ai <

i=1

n
X

bj .

j=1

:
Am+1 , :
am+1 =

n
X
j=1

bj

n
X

ai ;

i=1


: cm+1j = 0, j = 1, n;
.
.

. :
, .
,
M , M .
4.5. , . 4.9.
. .
, A3 , 80 60 = 20
. . , . .

122

4.
4.9:

A1
A2

B1
1

B2
2

B3
3

30

30

20

20
40
80\60

4.10:

A1
A2
A3

B1
1
+10
2

B2

2
10 10 10
0 3

20
0
0
1
10 20 +10

30
30
1 = 1
2 = 2

B3
3

20

1 = 0

40

2 = 1

20

3 = 1

20
0

20
3 = 2

80

.
. 4.104.12.
. 4.10 :

32

13 = 3 (0 + 2) = 1,
21 = 2 (1 + 1) = 0,
= 0 (1 + 2) = 1,
33 = 0 (1 + 1) = 1,
= min{10, 20} = 10.

. 4.11 :
12 = 2 (0 + 1) = 1,
13 = 3 (0 + 1) = 2,
21 = 2 (2 + 1) = 1,
33 = 0 (1 + 1) = 0,
= min{10, 20} = 10.

4.5.

123

4.11:

A1

B1

B2

2
20
1

A2
A3

B3

2
+10
0
10 10
30
1 = 1

3
10 20
0
+10 10
30
2 = 1

20

1 = 0

40

2 = 2

20

3 = 1

20
0
0

20
3 = 1

80

4.12:

A1

B1

B2

2
20

A2

10

30
1 = 1

1 = 0

40

2 = 1

20

3 = 2

20
0

20
30
2 = 2

20

10
A3

B3

20
3 = 2

80

. 4.12 :
12 = 2 (0 + 2) = 0,
31 = 0 (2 + 1) = 1,

13 = 3 (0 + 2) = 1,
33 = 0 (2 + 2) = 0.

ij 0, .
.
, . :
x11 = 20,

x12 = x13 = 0,

x21 = 10,

x22 = 10,

x23 = 20.

x32 = 20 , B2
.

124

4.

4.6. , . 4.13,
A2 .
4.13:

A1
A2

B1
1

B2
2

10

20

25
15
30\40

.
, :
B3 ,
40 30 = 10 ;

: c13 = 0 ( A1 ), c23 = M (
A2 , ).
, .
. - (. . 4.14).
. 4.14 4.15.
4.14:

A1
A2

B1
1

B2

2
10 10 15
3
0 4
+10
5
10
20
1 = 1 2 = 2

B3
0
M + 2
+10

M
10
10
10
3 = M 2

25

1 = 0

15

2 = 2

40

4.5.

125

(. . 4.14): 13 = 0(0+M 2) = M +2, (


M ), 21 = 3 (2 + 1) = 0;
= min{10, 15} = 10.
4.15:

A1

B1

B2

2
10

A2

0
5

B3

10
1 = 1

15
20
2 = 2

25

1 = 0

15

2 = 2

10
M

10
3 = M 2

40

21 = 3(2+1) = 0, 23 = M (2+0) = M 2 > 0 ( M ).


ij 0 .
: x11 = 10, x12 = 5, x21 = 0,
x22 = 15. , A2 , x13 = 10
A1 .


1.
.
2. ?
3. ,
?
4. ?
5. , ?
6. , ?

126

4.

7.
?
8. ?
9. ?
10. ?
11. , .
12. ?
13. - ?
14. ?
15. ?
16. ?
17. ?
18. ?
19. ?
20. ?

4.

, .

4.5.

B1
1

B2
2

B3
4

B4
1

30

30

10

20

90

B1
1

B2
7

B3
9

B4
5

130

220

60

70

480\560

B1
2

B2
3

B3
4

B4
3

70

30

20

40

B1
1

B2
2

30

70

A1
1.

A2
A3

A1
2.

A2
A3

A1
3.

A2
A3

A1
4.

127

A2
A3

40
30
30
100

50
30
10

120
280
160

90
30
40
160

128

4.

B1
1

B2
2

B3
4

50

60

10

B1
1

B2
2

25

15

A1
5.

A2
A3

A1
6.
A2

20
40
60
120

10
20
40\30

. B2 .

B1
1

B2
8

B3
2

B4
3

15

15

40

30

100

B1
2

B2
6

B3
3

B4
4

B5
8

10

20

34

16

10

A1
7.

A2
A3

A1
8.

A2
A3

30
50
20

15

40
30
35
95\105

4.5.

A1
9.

A2
A3

129

B1
2

B2
4

B3
5

B4
1

22

40

30

60
70
20

30

50

150

B1
2

B2
4

B3
1

B4
3

35

20

55

30

140

B1
4

B2
5

B3
5

B4
7

140

130

90

140

A1
A2
10.
A3
A4

A1
A2
11.
A3
A4

30
20
40
50

100
120
150
130
500

130

4.

B1
1

B2
3

B3
3

B4
4

40

30

35

15

120

B1
2

B2
4

B3
5

B4
1

40

30

30

50

150

B1
1

B2
2

B3
6

B4
4

30

25

18

20

93\90

B1
2

B2
4

B3
3

B4
2

40

60

70

25

A1
A2
12.
A3
A4

A1
13.

A2
A3

A1
14.

A2
A3

A1
15.

A2
A3

50
20
30
20

60
70
20

40
30
20

60
65
70
195

4.5.

A1
16.

A2
A3

B1
10

B2
5

B3
7

B4
4

10

14

30

15

40
25
35

15

B1
3

B2
2

B3
4

B4
1

30

25

35

20

B1
8

B2
12

B3
4

B4
9

B5
10

15

12

30

80

65

35

40

B1
2

B2
3

B3
6

B4
8

B5
2

B6
1

110

50

30

80

100

90

A2
A3

A1
A2
18.
A3
A4

A1
A2
19.
A3
A4

40

A1
17.

131

100

50
40
20
110

60
40
100
50
250

130
90
100
140
460

132

4.

A1

20.

A2
A3

B1
18

B2
2

B3
9

B4
7

30

55

68
55
40

B1
1

B2
2

B3
9

B4
7

40

15

24

45

70

A1
A2
21.
A3
A4

70

B1
2

B2
3

B3
9

B4
7

16

18

12

15

A1
A2
22.
A3
A4

16

24\163

60
55
40
35
190

20
16
14
11
61

4.5.

B1
3

B2
7

B3
1

B4
5

B5
4

10

35

15

25

35

B1
4

B2
5

B3
6

B4
8

B5
10

10

15

10

16

50

80

A1
A2
23.
A3
A4

A1
24.

A2
A3

30
5
45
70
120\150

110

B1
1

B2
3

B3
3

B4
8

35

30

40

15

120\125

B1
2

B2
5

B3
3

B4
4

20

60

55

45

A2
25.
A3
A4

A1
A2
A3

30

A1

26.

133

90

20
20
40
45

45
35
70
180\150

130
90
40
360\260

134

4.

B1
1

B2
7

B3
2

B4
5

20

18

44

75

157\120

B1
2

B2
7

B3
3

B4
6

10

40

20

60

130\150

B1
1

B2
9

B3
7

B4
2

35

80

25

70

210\200

B1
1

B2
3

B3
3

B4
8

25

30

40

15

A1
27.

A2
A3

A1
28.

A2
A3

A1
A2
29.
A3
A4

A1
A2
30.
A3
A4

40
30
50

30
70
50

30
40
70
60

10
20
35
45
110

4.5.

135

4.

30 0 0 20
1. x = 0 20 10 0 .
0 10 0 0

120 0
0 0
2. x = 0 220 0 0 .
10
0 60 70

70 0 0 20
3. x = 0 0 20 10 .
0 30 0 10

0 40
4. x = 0 30 .
30 0

10 10 0
5. x = 40 0 0 .
0 50 10

6. x =

10 0
5 15

7. f (x ) = 240.
8. f (x ) = 432.
9. f (x ) = 310.
10. f (x ) = 345.
11. f (x ) = 1880.
12. f (x ) = 320.
13. f (x ) = 320.
14. f (x ) = 220.
15. f (x ) = 265.
16. f (x ) = 555.
17. f (x ) = 190.
18. f (x ) = 1055.
19. f (x ) = 1190.
20. f (x ) = 825.

; . B1 10 .

136

4.
21.
22.
23.
24.
25.
26.
27.
28.
29.
30.

f (x ) = 585.
f (x ) = 133.
f (x ) = 225.
f (x ) = 800.
f (x ) = 275.
f (x ) = 400.
f (x ) = 240.
f (x ) = 176.
f (x ) = 475.
f (x ) = 305.

5.1

, , 0, 1, 2, . . . ,
, , , , ..
().
,
0 1. .
,
, . .
.
, , ,
n . :
aj j- ;
cj j- ;
xj j- , ;
b , .
:
137

138

5.

z=
n
P

n
P

cj xj max;

j=1

aj xj b;

j=1

xj 0,

xj ,

j = 1, . . . , n.

?
, , .
. -,
, , -,
,
.
5.1.
z = 10x1 + 11x2 max;
10x1 + 12x2 59;
x1 , x2 , .
. , (5,9;0). (6;0),
(1;4),
.
, . , .

5.2


z = c1 x1 + c2 x2 + + cn xn max;
n
X

aij xj = bi ,

i = 1, . . . , m;

(5.1)

(5.2)

j=1

xj 0,

j = 1 . . . , n;

(5.3)

5.2.

139

xj Z,

j = 1, . . . , n.

(5.4)

Z .
(5.1)(5.3) (5.4),
.
, ,
,
, , , . . , (5.1)(5.4)
.
.
1. (5.1)(5.3) (5.4) -.
, (5.1) (5.4). .
2. (, , ),
, (5.5) ( ).
3. (5.5)
{b0i0 } {a0io ,m+1 }xm+1 {a0i0 ,n }xn + xn+1 = 0, xn+1 0,
, . 1.
4. . 3 .
,
. . 2.
.
,
x1 , . . . , xm xm+1 , . . . , xn
xi = b0i a0i,m+1 xm+1 a0i,n xn ,

i = 1, . . . , m,

140

5.

.., (b01 , . . . , b0m , 0, . . . , 0) . b0i0 {b0i0 } > 0.



{b0i0 } {a0io ,m+1 }xm+1 {a0i0 ,n }xn 0.

(5.5)

,
{a} = a [a],
[a] , a.
5.1. (5.1)(5.4) ,
.
5.2. (5.1)(5.4), , cj ,
aij bi .
- , ,
.
5.2. :
7x1 + 9x2 max;
x1 + 3x2 6;
7x1 + x2 35;
x1 , x2 0;
x1 , x2 .

(5.6)

. (5.6) .
, x3 x4 :
7x1 + 9x2 max
x1 + 3x2 + x3 = 6;
7x1 + x2 + x4 = 35;
xi 0, i = 1, 2, 3, 4.

(5.7)

-, ,
( 29 , 72 , 0, 0). x1 x2
:
1
3
x1 = 29 + 22
x3 22
x4 ;
7
7
1
x2 = 2 22 x3 22 x4 .

5.3.

141

1
3
7
1
, b01 = 92 , b02 = 27 , a013 = 22
, a014 = 22
. a023 = 22
, a024 = 22
.
i0 i0 = 1 i0 = 2.
, , i0 = 2. (5.5)
7
1
{ 27 } { 22
}x3 { 22
}x4 0,

7
22
x3

1
x
22 4

12

, x5 ,
7
1
1
x3 x4 + x5 = ,
(5.8)
22
22
2
(5.7).
(5.7)(5.8) -
, 3, 11
, 0, 0, ),
( 32
7
7
. i0 i0 = 1

1
6
4
x4 x5 + x6 = ,
7
7
7

(5.9)

(5.7)(5.9) - (4, 3, 1, 4, 0, 0). , (5.6) ,


x1 = 4, x2 = 3.

5.3


.
.

F (x) max, x X,
(5.10)
X , F (x).
X X1 , X2 ,
X3 , . . . , Xn . , Xi R(Xi )
F (x), x Xi F (x) R(Xi ).

142

5.

C F (x)
, Xi , (5.10). ,
.
, . Xi , . ,
.
.
:
1) Xi ;
2) R(Xi )
F (x), ;
3) ,
R(Xi ), Xi .
Xi
. 3 F (x) Xi

.
,
(5.10):
R(Xi ).

.
. . .
,
.
, .. . , xk
. ,

5.3.

143


xk [xk ]

xk [xk ] + 1.


( )
. ,
.
.
, . . ( ),
. , ,
.
, . , , , .
.
,
,
.
5.3.
z = 8x1 + 5x2 max;
x1 + x2 6;
9x1 + 5x2 35;
x1 , x2 0;
x1 , x2 .

(5.11)

. (5.11) . 1. 1 (x1 , x2 ) = ( 15
, 9)
4 4
z = 165
, 4
.

144

5.

1 ,
, , x1 = 15
.
4
1.1 ( 1 x1 4)
1.2 ( 1 x1 3).
, , 1.1. x1 = 4,
x2 = 95 z = 41. x2 .
1.1.1 ( 1.1
x2 2) 1.1.2 ( 1.1 x2 1).
1.2, 1.1.1, 1.1.2.
? . , ,
1.1.1. , ,
.
1.2 1.1.2. , , . (x1 , x2 ) = ( 40
, 1) z = 365
.
9
9
x1 1.1.2.1 ( 1.1.2 x1 5) 1.1.2.2 ( 1.1.2
x1 4).
1.2, 1.1.2.1 1.1.2.2.
. (x1 , x2 ) = (4; 1) z = 37,
. , 37 ( ), (4;1)
(5.11).
1.2 1.1.2.1. , . (x1 , x2 ) = (5; 0) z = 40,
.
40, (5;0)
(5.11).
1.2. (x1 , x2 ) =
(3; 3) z = 39, 40.
, (5.11) . (x1 , x2 ) =
(5; 0) z = 40.
:

1. ?
2. "" ?

5.3.

145

3. {5 23 } 5 32 ?
4. , . 4 , (5.1)(5.4)?
5. ?
6.
?
5

1.
x1 + 4x2 max,
2x1 + 4x2 17,
10x1 + 3x2 15,
xj 0, j = 1, 2,
x1 , x2 .
2.
2x1
x1
x1
2x1

+ x2
+ 2x2
+ 2x2
+ x2

max,
16,

2,
16,

xj 0, j = 1, 2,
x1 , x2 .
3.
x1 + 2x2 max,
2x1 + 2x2
7,
4x1 5x2
9,
xj 0, j = 1, 2,
x1 , x2 .

146

5.

4.
8x1 + 6x2 max,
3x1 + 5x2 11,
4x1 + x2
8,
xj 0, j = 1, 2,
x1 , x2 .
5.
8x1 + 6x2 max,
2x1 + 5x2 12,
4x1 + x2 10,
xj 0, j = 1, 2,
x1 , x2 .
6.
x1 + 4x2 max,
2x1 + 4x2
7,
10x1 + 3x2 15,
xj 0, j = 1, 2,
x1 , x2 .
7.
x1 + 2x2 max,
5x1 + 7x2 21,
x1 + 3x2
8,
xj 0, j = 1, 2,
x1 , x2 .
8.
5x1 + 6x2 + 6x3 min,
2x1 + 4x2
10,
2x1 + 2x2 + 2x3 10,
xj 0, j = 1, 2, 3,
x1 , x2 , x3 .

5.3.

147

9.
x1 + x2 max,
6x1 + 5x2 20,
2x1 + 3x2 10,
xj 0, j = 1, 2,
x1 , x2 .
10.
x1 + 2x2 min,
2x1 + 9x2 36,
x1 + x2
7,
xj 0, j = 1, 2,
x1 , x2 .
11.
8x1 + 6x2 max,
2x1 + 5x2 11,
4x1 + x2 10,
xj 0, j = 1, 2,
x1 , x2 .
12.
x1 + x2 max,
2x1 + x2 18,
x1 + x2 16,
xj 0, j = 1, 2,
x1 , x2 .
13.
x1
x1
x1
2x1

+ x2
+ 2x2
+ 2x2
+ x2

max,
10,

2,
10,

xj 0, j = 1, 2,
x1 , x2 .

148

5.

14.
5x1 + 6x2 + 6x3 min,
2x1 + 4x2
10,
3x1 + 2x2 + 2x3
8,
xj 0, j = 1, 2, 3,
x1 , x2 , x3 .
15.
2x1 + x2 max,
2x1 + 3x2 12,
4x1 + x2 10,
xj 0, j = 1, 2,
x1 , x2 .
16.
2x1 + 3x2 max,
x1 + 4x2 14,
2x1 + 3x2 12,
xj 0, j = 1, 2,
x1 , x2 .
17.
5x1 + 3x2 max,
3x1 + 2x2
5,
x2 , 2
xj 0, j = 1, 2,
x1 , x2 .
18.
x1 + x2 max,
20x1 + 10x2 75,
12x1 + 7x2 55,
xj 0, j = 1, 2,
x1 , x2 .

5.3.

149

19.
5x1 + 3x2 max,
3x1 + 5x2 15,
5x1 + 2x2
1,
xj 0, j = 1, 2,
x1 , x2 .
20.
5x1
3x1
2x1
x1

3x2
+ 2x2
3x2
x2

max,

6,
6,

4,

xj 0, j = 1, 2,
x1 , x2 .
21.
6x1 + 4x2 min,
2x1 + x2
3,
x1 7x2
1,
xj 0, j = 1, 2,
x1 , x2 .
22.
2x1 + x2 max,
2x1 + 3x2 11,
4x1 + x2 10,
xj 0, j = 1, 2,
x1 , x2 .
23.
x1
2x1
x1
4x1

+ x2
+ 11x2
+ x2
5x2

max,
38,

7,

5,

xj 0, j = 1, 2,
x1 , x2 .

150

5.

24.
4x1 + 4x2 max,
2x1 + x2
5,
2x1 + x2
9,
xj 0, j = 1, 2,
x1 , x2 .
25.
2x1
2x1
x1
3x1

x2
+ x2
+ 3x2
+ x2

max,

8,

6,

3,

xj 0, j = 1, 2,
x1 , x2 .
26.
x1 + x2 max,
6x1 + 5x2 20,
2x1 + 3x2 10,
xj 0, j = 1, 2,
x1 , x2 .
27.
7x1
x1
2x1
3x1
x1

2x2
+ x2
3x2
+ x2
x2

max,

5,

6,

2,
3,

xj 0, j = 1, 2,
x1 , x2 .

5.3.

151

28.
x1
2x1
4x1
3x1

3x2 + 3x3
+ x2 x3
3x2
+ 2x2

max,

4,

2,

3,

xj 0, j = 1, 2, 3,
x1 , x2 , x3 .
29.
6x1 + 4x2 min,
2x1 + x2
3,
x1 x2
1,
xj 0, j = 1, 2,
x1 , x2 .
30.
2x1
x1
5x1
4x1

+ x2
+ 2x2
+ 2x2
3x2

max,
14,
10,
12,

xj 0, j = 1, 2,
x1 , x2 .
31.
8x1
x1
4x1
x1

+ 2x2
4x2
+ x2
+ x2

max,

4,

4,

6,

xj 0, j = 1, 2,
x1 , x2 .
32.
2x1 + 3x2 min,
x1 + 2x2 16,
2x1 + x2 16,
xj 0, j = 1, 2,
x1 , x2 .

152

5.

.

33.
6x1
+ x2 max,
2, 9x1 + 6x2 17, 4,
3x1
x2
1,
xj 0, j = 1, 2,
x2 .
34.
x1 max,
+ 3x2 12,
8x2 24,

x1
3x1

xj 0, j = 1, 2,
x1 .
35.
0, 2x1 +
x2
max,
0, 5x1 +
x2
1, 75,
x1
+ 0, 3x2 1, 5,
xj 0, j = 1, 2,
x1 .
36.
x1 + x2 max,
2x1 + x2
4,
x1 + x2
4,
xj 0, j = 1, 2,
x2 .
37.
5x1
x1
2x1
2x1

+ 10x2
+ x2
x2
+ 2x2

+
+
+

7x3
7x3
3x3
8x3

+ 3x4
+ 2x4
+ 3x4
+ x4

xj 0, j = 1, 4,
x2 .

max,
= 3, 5,
= 1, 5,
=
4,

5.3.

153

38.
8x1 + 6x2
max,
3x1 + 5x2 + x3
= 11,
4x1 +
+ x4 =
8,
xj 0, j = 1, 4,
x1 , x3 .

154

5.

() ,
.
50- XX .. ,
.
, ..

. .

6.1

.
( ) s0
s. , n , , , ,
n .
Xk k- k = 1, 2, . . . , n. Xi (Xk , n- , ).
155

156

6.

X(X1 , X2 , . . . , Xn ) , S s0 s. sk k-
.
s0 , s1 , . . . , sk1 , sk , . . . , sn1 , sn = s.

:
Z = F (s0 , X).

(6.1)

:
1. sk k- sk1 k- Xk . .
sk = k (sk1 , Xk ),

k = 1, 2, . . . , n,

(6.2)


2. (6.2) . k-

Zk = fk (sk1 , Xk ),

Z=

n
X

k = 1, 2, . . . , n,

fk (sk1 , Xk ).

(6.3)

(6.4)

k=1

:
X, S s0 s, (6.4) .
:
1. n- .
2. .
3. k-
, (
).

6.2.

157

4. sk k- sk1 Xk ( ).
5. Xk , sk .

6.2

. 1953 .
:
-
,
,
, .
n- :
sn1 n- ,
sn = s ,
Xn n- ,
fn (sn1 , Xn ) () n- .
, sn1 ,
.
Zn (sn1 ) n- ,
S sn1 ,
.
Zn (sn1 ) n-
. ,
Zn (sn1 ) = max fn (sn1 , Xn ).
{Xn }

(6.5)

Xn .
Xn , Zn (sn1 ), sn1
n- . Xn (sn1 ).
(6.5),
sn1 : Zn (sn1 ) Xn (sn1 ).

158

6.

: n- n
1-.
sn2 Xn1 n-

fn1 (sn2 , Xn1 ) + Zn (sn1 ).
(6.6)
sn2 ,
n- . , (??)
Xn1 .

sn2 , Zn1
(sn2 )
.
Xn1 (n 1)-

Xn1
(sn2 ) (n1)-
.

Zn1
(sn2 ) = max {fn1 (sn2 , Xn1 ) + Zn (sn1 )}.
{Xn1 }

(6.7)

, ,
(6.7), sn2 Xn1 , sn1
(6.2) k = n 1
sn1 = n1 (sn2 , Xn1 )
sn1 Zn (sn1 ).
Xn1

(6.7) Zn1
(sn2 ) Xn1
(sn2 ).
:
(n 2)- ..
Zk (sk1 ) , (n k + 1) ,
k- , , k-
sk1 .
Zk (sk1 )

max

{Xk ,...,Xn }

n
X
i=k

fi (si1 , Xi ).

6.2.

Zk+1
(sk )

max

{(xk+1 ,...,xn )}

n
X

159

fi (si1 , Xi ).

i=k+1

n k Xk k- n k

fk (sk1 , Xk ) + Zk+1
(sk ).

Xk , ..

Zk (sk1 ) = max{fk (sk1 , Xk ) + Zk+1


(sk )}.
{Xk }

(6.8)

Xk k- , (6.8),
Xk (sk1 ) k- ( (6.8) sk sk = k (sk1 , Xk ), ).
(6.8) .
, ,
. (6.5) Zn (sn1 ), k = n 1 (6.8)
,

sn2 , Zn1
(sn2 ) Xn1
(sn2 ).

, Zn1 (sn2 ), , (6.8) (6.2), Zn2 (sn3 )


Xn2
(sn3 ).
(6.5) (6.8) .
:

Zn (sn1 ), Zn1
(sn2 ), . . . , Z2 (s1 ), Z1 (s0 )
,
, , ;

Xn (sn1 ), Xn1
(sn2 ), . . . , X2 (s1 ), X1 (s0 )

n-, (n 1)-,. . . , 1- . , n s0 . , Z1 (s0 )

160

6.

n ,
1- s0 , ..
Zmax = Z1 (s0 ).

(6.9)

(6.2).
s0 X1 = X1 (s0 ).
(6.2) s1 = 1 (s0 , X1 ) :
X2 = X2 (s1 )
:
X1 = X1 (s0 ) s1 = 1 (s0 , X1 )
X2 = X2 (s1 ) s2 = 2 (s1 , X2 )

X3 = X3 (s2 ) sn1 = n1 (sn2 , Xn1


)

Xn = Xn (sn1 ).
sk k- ,
k- .
:
X = (X1 , X2 , . . . , Xn ).
( ,
).

6.3

. ()
. : s0 . .
x, k- (k=1,2,3,4), fk (x). fk (x) . 6.1:
:
) fk (x) ;
) ;

6.3.

161

6.1:
x
1
2
3
4
5

f1 (x) f2 (x)
8
6
10
9
11
11
12
13
18
15

f3 (x) f4 (x)
3
4
4
6
7
8
11
13
18
16

) ,
.
, , .
. xk , k-
. 1,2,3,4 .

Z=

4
X

fk (xk )

(6.10)

k=1

x :
4
P
k=1

xk = 5,

(6.11)

xk 0 k = 1, 2, 3, 4.
xk , (6.11) (6.10).
. , , fk (xk ) , .
: s0 = 5 4-,
; x1 , x2 , x3 , x4
I, II, III, IV ; s s = 0 ,
. (6.2) -

162

6.

:
sk = sk1 xk ,

k = 1, 2, 3, 4,

(6.12)

sk , k-
, .. ,
(4 k) .
Zk (sk1 )
, k-, (k + 1)-,. . . ,4- ,
sk1 (0 sk1 5).
k- : 0 xk
sk1 ( k- xk = 0,
, k- : xk sk1 ).
(6.5) (6.8) :
(a) k = 4, s4 = 0
Z4 (s3 ) = max f4 (x4 ),
0x4 s3

(b) Z3 (s2 ) = max {f3 (x3 ) + Z4 (s3 )},


0x3 s2

(c) Z2 (s1 ) = max {f2 (x2 ) + Z3 (s2 )},


0x2 s1

(d) Z1 (5) = max {f1 (x1 ) + Z2 (s1 )}.


0x1 5

, .
IV . 1 f4 (x) , ,
IV , 4- .
s3 = 0, 1, 2, 3, 4, 5 :
Z4 (s3 ) = f4 (s3 ) x4 (s3 ) = s3 .
III . s2
III (.. x1 x2 ). s2
0,1,2,3,4,5 (, s2 =0, 1- 2- ; s2 =5, 1- 2- , ..).
0 x3 s2 , s3 = s2 x3 x3 s2 f3 (x3 )+Z4 (s3 ).
s2 Z3 (s2 ) ,

6.3.

163

s2 3- 4- . 2
k = 3. s2 Z3 (s2 ) X3 (s2 )
5 6 .
II . (b)
2 k=2. s1 Z2 (s1 )
X2 (s1 ) 8 9 ;
7 f2 (x2 ), 1,
5 2 s2 = s1 x2 .
I . ( (d)) 2
k = 1 s0 = 5. : x1 = 0, s1 = 5,
, , s1 = 5
. ,
f1 (0) + Z2 (5) = 0 + 19 = 19. (Z2 (5) 9 2
s1 = 5). x1 = 1, s2 = 4. ,
s2 = 4 .
, f1 (1) + Z2 (4) = 8 + 16 = 24. (f1 (1)
. 6.1, Z2 (4) 9 . 6.2).
,
x1 = 2, s2 = 3 f1 (2) + Z2 (3) = 10 + 13 = 23;
x1 = 3, s1 = 2 f1 (3) + Z2 (2) = 11 + 10 = 21;
x1 = 4, s1 = 1 f1 (4) + Z2 (1) = 12 + 16 = 28;
x1 = 5, s1 = 0 f1 (5) + Z2 (0) = 18 + 0 = 18.
, Z1 (5) = 24 . . = Zmax
x1 = x1 (5) = 1.
(6.2), s1 = 5 1 = 4, 2 9
x2 = x2 (4) = 2. s2 = 4 2 = 2, 2
6 x3 = x3 (2) = 1. , s3 = 2 1 = 1 x4 = x4 (1) = 1, ..
X (1; 2; ; 1; 1).
24 .. ,
1- 1 ., 2- 2
., 3- - 1 ., 4- 1
..
6.1. (6.1)
: .
2. , : fk (x), ,
Zk (s) Xk (s) ,
2.

164

6.
6.2:

sk1

xk

sk

1
0
1

2
0
0
1
0
1
2
0
1
2
3
0
1
2
3
4
0
1
2
3
4
5

3
0
1
0
2
1
0
3
2
1
0
4
3
2
1
0
5
4
3
2
1
0

f3 (x3 )+
+Z4 (s3 )
4
0
0+4=4
3+0=3
0+6=6
3+4=7
4+0=4
0+8=8
3+6=9
4+4=8
7+0=7
0+13=13
3+8=11
4+6=10
7+4=11
11+0=11
0+16=16
3+13=16
4+8=12
7+6=13
11+4=15
18+0=18

k=3
Z4 (s2 )

x3 (s2 )

5
0

6
0

13

18

f2 (x2 )+
+Z3 (s2 )
7
0
0+4=4
6+0=6
0+7=7
6+4=10
9+0=9
0+9=9
6+7=13
9+4=13
11+0=11
0+13=13
6+9=15
9+7=16
11+4=15
13+0=13
0+18=18
6+13=19
9+9=18
11+7=18
13+4=17
15+0=15

k=2
Z2 (s1 )

x2 (s1 )

8
0

9
0

10

13

1
2

16

19

f1 (x1 )+
+Z2 (s1 )
10
0
0+6=6
8+0=8
0+10=10
8+6=14
10+0=10
0+13=13
8+10=18
10+6=16
11+0=11
0+16=16
8+13=21
10+10=20
11+6=17
12+0=12
0+19=19
8+16=24
10+13=23
11+10=21
12+6=18
18+0=18

k=1
Z1 (s0 )

x1 (s0 )

11
0
8

12
0
1

14

18

21

24

6
1. n .
s0 . ,
, f1 (x)
q1 (x) < x; :
f2 (x), q2 (x) (q2 (x) < x). ,
, .
s0 n , n
. :
) ;
) , s0 = 10000 ., n = 4, f1 (x) = 0, 6x,
q1 = 0, 7x, f2 (x) = 0, 5x, q2 (x) = 0, 8x.
: 4 ,
15528 . , 1-
(0; 0; 6400; 4480), 2- (10000; 8000; 0; 0).

6.4

n
R+
= {x Rn :

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

6.4.

165

, x = (x1 , . . . , n) Rtn , xi i, n .

. , - . Rtn "" .
, ,
n
R+
() , . x Rtn
Rtn . x y ,
x , y, x y ( x , y). ,
, .
x y , x y, y x . , x y ,
x y, x y y x. , x Rtn
, x n
. , R+
().
, :
a1 ) : x Rtn x x.
n
a2 ) : x, y, z R+
, x y, y z,
x z.

a3 ) : x, y Rtn x y, y x, x y.
a4 ) : x y y x.
a1 ), a2 ), a3 ), a4 )
n
: X R+
a5 ) : x, y X {(x, y)x y}
X X.
a6 ) : x, y, X x y y x
x y, x 6= y x y.
a7 ) : x, y, X x y x + (1
)y y [0, 1].

166

6.5

6.

.
n
. R+
.
n
1
U () : R+ R , U (x) U (y) x
y ,
.
n
X R+
,
. ,
, ,
x y U (x) = U (y); : x, y X x y
U (x) U (y) x y, x 6= y U (x) > U (y).
a7 ) :
x, y, X [0, 1] U (x + (1 )y) U (x) + (1
)U (y). ,
.
: ? ,
.
, n
R+
.

, .

6.6

. : ,
();

6.7.

167

. , .
n
X = (x1 , . . . , xn ) R+
; p(p1 , . . . , pn ) ; pi (i =
1, . . . , n) i; K () . C
, ,
. xi .
. U (x)
n
, R+
. :
U (x) max
(p, x) K
x0
n
B(p, K) = {x R+
: (p, x) K} , p K,
. :

U (x) max
x B(p, K)
x = (x1 , . . . , xn ), ,
, .
, , , .

6.7

, ()-() K, x =
x( p, K). D : (p, K) x (p, K), U (), . n
. X R+
,
X
2 X,
P .
( ) 1
D, (p, K) (P R+
)

1
D : P R+
2X

168

6.

x D(p, K) ( p K),
, . , x , D = {y X :
y x } , D .
D, () , :

max U (x),

x B(p, K), , U (x ) = xB(p,K)


D(p, K) =
;

, .
() U () ,
D() .
, , . : K(p) = K(p), o.
, , .
0
D(p, K(p)) = D(p, K(p)) = D(p, K(p)),
.
, .

, , , ( ) ( ).
, , i = 1
(), p11 ,

p
K
p
2
n
xi = xi 1, , . . . , ,
(i = 1, . . . , n).
p1
p1 p1

pi
p1

,
0

K
p1

D(p, K(p)) = D(p, K(p)) = D(p, K(p)),


.

.

6.7.

169


, , , ( ) ( ). , , i = 1 ()
1
,
p1
xi = xi (1,

pi
p1

p2
pn
, . . . , ) (i = 1, . . . , n),
p1
p1
K
p1


1. ?
2. .
3. ?
4. ?

170

6.


[1] .. . .: , 1986.
[2] . . .: , 1977.
[3] .. . .: , 1981.
[4] . . . .: ,
1988.
[5] . . .: ,
1989.
[6] .. .
.: , 1980.
[7] ., .. . : -
, 1981.
[8] ., ., . . .: ,
1985.
[9] .. . 1: : : - . -, , 2000.
[10] .. . 2: , : : - . -,
, 2000.
[11] .., .. . .1. : . : - . -,
2002.
171

172

[12] .., .. . : " 1990.


[13] .. .
.: , 1969.
[14] . , . - .: , 1964.
[15] .. . .: ,
1975.
[16] .., .. . .: " 2003.
[17] : / .
.. .: , , 1997.
[18] .., .., .. . .: , 1976.
[19] .., .. . .: , 1995.
[20] .., .. . . : " 1975.
[21] .., .., .. . .: , 1978.
[22] .., .. . .: , 2002.
[23] .. . .: , 1983.
[24] .., .., .. . .: , 1986.
[25] .. . : , 2002.
[26] ., .. . : ,
1969.