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Lecture 11
Lecture 11
f(x1,x2,x3,..,xn) f ( x )
x , f ( x )
( ).
f ( x ) x ,
x f ( x ) > f ( x )
, f ( x ) < f ( x ) .
. f ( x )
, x
.
.
,
.
:
1) f ( x ) ;
2) [a1;b1], [a2;b2],..,[an;bn] ,
,
x1( 0)
( 0)
x
x ( 0) = 2 ;
.....
x ( 0)
n
3) .
.
,
.
, .
.
f ( x ) = x12 + x 22 ,
.
x1 ,
x1 x2.
x2
.
.
. ,
.
.
y1 = x12 + x 22 = 1 y 2 = x12 + x 22 = 2
y3 = x12 + x 22 = 3
f(x1,x2)
x1 = 1 x 22
x1 = 2 x 22
x1 = 3 x 22
R1=1=1
R2=2=1.4 R3=3=1.73
x2
x1
:
1)
2)
.
1
0
, . e 1 =
.
0
0
0
1
0
f f
f
e 2 = .. e n = grad(f ( x )) =
e 1+
e 2 + ......... +
en
.
.
x1
x 2
x n
0
1
f
f 1 f 0 x1
grad(f ( x )) =
+
=
x1 0 x 2 1 f
x
2
:
1)
.
2)
, ..
.
,
.
:
1
f ( x ) = x12 + x 22 . x =
2
f
x 2 x 2
grad(f ( x )) = 1 = 1 =
f 2 x 2 4
x 2
1. n f ( x ) . ,
(0)
h x
.
2.
( 0)
x = x
FX= f ( x )
f
x
1
f
f
3. G = = x 2
x ...
f
x n
V =
|| G ||
4. z = x h V
z FZ= f ( z )
5. FZ < FX. ,
z , x = z , FX=FZ 3.
6. , h < , ,
x FX.
7. , h=h/3
3.
( 0)
x , h,
x=x
G=
(0)
f ( x)
; FX = f ( x )
f
1
;V=
G
x
G
z = x h V; FZ = f (z)
h:=h/3
FZ<FX
x; FX
x = z; FX = FZ
n-
n+1 .
n=2
n=3
(n=2)
1. f( x ) ,
h
x , eps
2.
0
1
0
2
0 h
3
x =x
x =x
x = x0 +
0
h
3. F1 = f ( x ) F2 = f ( x ) F3 = f ( x )
4. F
5. .
.
= 0.5 * ( x
+x
) V=x x
=x
+ 2 V ,
= f (x
6. F < F ,
7. h<eps
, x ,
h=h/3 2.
8. .
.
:
2.5
f(x1,x2)=15-4*x1-13*x2+x1 +3*x2 +x1*x2 , h=1, eps=0.2, x =
0
x2
f(x1,x2)
h
x1
1
2.5
0.0
11.25
1
.1,2,3 .1
2
1.5
0.0
11.25
3
2.5
1.0
3.75
4
1.5
1.0
2.75
2,3,4 .2
5
2.5
2.0
2.25
3,4,5 .3
6
1.5
2.0
0.25
4,5,6 .4
7
2.5
3
6.75
1>0.4 h=h/3 = 0.33
1
1.5
2.0
0.25
0.3 .1,2,3, .3
3
2
1.17 2.0
0.0289
3
1.5
2.33 0.742
4
1.17 1.67 0.299
1,2,4 . 4
1
1.17 2.0
0.0289 0.1 .1,2,3 . 3
1
2
1.06 2.0
0.0036
3
1.17 2.11 0.0839
4
1.17 1.67 0.2995
0.11<0.2 . 2
2