Методы оптимизации. Решения задач (Поспелов) (2003) (1125436), страница 2
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J(u) → inf,u∈U"!"" !' =' $ ! "8#G% J∗ > −∞#H% U∗ = ∅4#I% !'" !'" !$" !' !$ !!$! U∗ ( "#G% C$ ! U ⊆ U0 J∗ = inf J(u) inf J(u) = J0 > −∞.UU0#H% U∗ = ∅ (!" * !$ !$!!$$ {uk }∞k=1 ) !$ . '! " " δ > 0 !" k '!$. K ∈ N !""uk ∈ U(δ) = u ∈ U0 | gi+ δ, i = 1, m + s .0' !!$$ {vk }∞k=1 ) ! U(δ) H 6 !$' !!$ {vk }∞k=1 $!' !$ $ $ {vk }∞6"!=1!$$ {vk }∞k=1lim J(uk ) = lim J(uk ) ∈ U(δ)→∞k→∞ u0 6 !' !$ {vk }∞=1 J" !' !+$ J(u), gi (u) J(u0 ) lim J(uk ) = J∗ ,→∞ " 0 gi+ (u0 ) lim gi+ (uk ) = 0.→∞) ! !' U0 ! u0 ∈ U0 !"" $ u0 ∈ U - ' !.$ " J(u0 ) = J∗ $ u0 ∈ U∗ = ∅#I% 1 ! " . ! J(uk ) −−−→ J∗ !' !$ {uk }∞k=1 " U∗ k→∞< ($ ' ! ! Rn 5( !" !' ! U ⊂ Rn !' x ∈ Rn , x ∈/ U " ψ ∈ Rn ψ, u ψ, x!" !' u ∈ U = " ' ! x=0∈/ U ' $ ψ, u ψ, 0 = 0, ∀ u ∈ U 7 U 6 U B U ! U ⊆ U $ ! ψ, u 0, ∀ u ∈ U ' ! ' .
C " f (h) = h !$ U " v = prU 0 6 !$ " !" !'h ! ! U #' h0 % )$ $!' h ∈ U h(λ) = λh + (1 − λ)h0 = λ(h − h0 ) + h0 , λ ∈ [0, 1]! ! U ! h ∈ U !' λ ∈ [0, 1] -***h(λ)*2 h0 2 , h(λ) 6 U h0 6 '!. ! ψ = −h0 !" ! 0'**z(λ) = *h(λ)* = λ(h − h0 ) + h0 .)" z !z 2 (λ) = λ(h − h0 ) + h0 , λ(h − h0 ) + h0 = λ2 h − h0 2 + 2λ h − h0 , h0 + h0 2 h0 2 . ! !λ2 h − h0 2 + 2λ h − h0 , h0 0.- λ ∈ [0, 1] ! !8λ h − h0 2 + 2 h − h0 , h0 0.J!"" λ ! ! h − h0 , h0 0 !" !' h ∈ U 0! 8ψ, h = −h0 , h − h0 , h0 = − h0 2 0,∀ h ∈ U.1 ! !" h ∈ U > $ A ∈ L(H → F ) H, F 6 !$' ($ F = Im A ⊕ Ker A∗ H = Im A∗ + Ker A< (Im A)⊥ = Ker A∗ (!$ ! y ⊥ Im A !$ .
y, AxF = 0 !" x ∈ H ! y ∈ Ker A∗ 6 . A∗ y, xH = 0 !" x ∈ H =y, AxF = A∗ y, xH - ' ! $ ! !$' F !$ ! F1 "!"" F2 F = F1 ⊕ F2 (!$ $ x ∈ F x1 6 '!." x F1 ! x2 = x − x1 x2 ∈ F2 ) ! $ y ∈ F1 " t f (t) = x − x1 + ty2 t = 0 B f (0) = 0 =x2 + ty2 − x2 2= x2 , yF + y, x2 F = 2 x2 , yF = 0.t→0tf (0) = lim x2 , yF = 0 $ x2 ∈ H2 / ! H "!"" H1 H2 - * "" !$ H1 H2 8 !x ∈ H1 ∩ H2 x, xF = 0 $ x = 03! !$ (Ker A∗ )⊥ = Im A !$ Ker A∗ = (Im A)⊥ !,! $ ? / M R2 M = {x = (x1 , x2 ) | F (x) = 0} ! F (x) = x21 − x42 = T0 M !$ M 0 = (0, 0) " Ker F (0) ) ! T0 M = Ker F (0)@ ! h = (h1 , h2 )T "!"" !$ M 0 !$ ! th + ϕ(t) ∈ M;ϕ(t) = o(t),!" ϕ(t) = (ϕ1 (t), ϕ2 (t))T ).
! !" ! F (t)8(th1 + ϕ1 (t))2 − (th2 + 2th2 ϕ2 (t) − ϕ22 (t))4 = 0.0 *! !+th1 + ϕ1 (t) = −t2 h22 − 2th2 ϕ2 (t) − ϕ22 (t),th1 + ϕ1 (t) = t2 h22 + 2th2 ϕ2 (t) + ϕ22 (t).C * !$ t $ t → 0 0 ! !$ "!"$" !.$ (0, α), α ∈ R (!$ !" α "$ ϕ2 (t) = 0, ϕ1 (t) = ±t2 α2 >- ' !$ ! M !" ' ! ) " $ ! "!"" F (x) = (2x1 , 4x32 ) ! !" ' ! F " R2 ' 6{0} = R * & A 3 $ ! ! & .$ ! J(u) = Au, uH uH = 1 !$' H B$ A ∈ L(H → H), A = A∗ 0 #! dim H = ∞ ." !"%3! ." !#dim H = n% B ' {ek }nk=1 ' $ !" * ' -J(u) =, ni=1ui Aei ,ni=1ui ei=n nui uj Aei , ej i=1 j=1n=i=1u2i Aei , ei +n nui uj Aei , ej 0i=1 j=i ! !$ #!!$% ! #" " !$% ) " $ J(u) "!"" !!$ J(u) * ! !$" $ $ " u∗ " ! ) &L(u, λ) = λ0 Au, u + λ1 u2 − 1 .;! J(u) H !!$ '!$.
!$ ' !" !$ "!""λ∗0 0 L (u∗, λ∗ ) = 0 1 *! λ∗0 0,λ∗0 · 2Au∗ + λ∗1 · 2u∗ = 0.F! !$ λ0 = 0 ' λ1 = 0 u∗ = 0 !" = * ! ' *& " !$ ?!$ ' ! & ! "' !$. λ∗0 = 1 ) * ! " ! 8Au∗ = −λ∗1 u∗ ,λ∗1 0.(!" " ' " −λ∗1 !$ ' "!"$" * ' " ' 0 A 0 !!$ ' " !$ $ $"! ' !!$ λ1 +E ($ " ! " " "!"" C" ! " Rn " ! '8J(u) = c, u → inf , U = u ∈ Rn | ai , u = bi , ui 0, i = 1, nU ) &L(u, λ) = 1 · J(u) −ni=1λi u i +nλn+i ai , u ,i=1u ∈ Rn , λ ∈ Λ0 = λ ∈ R2n | λi 0, i = 1, n .0' μ = (λn+1 , . .
. , λ2n ) ∈ Rn - ( ' "!"$" !"G(μ) = b, μ → sup, Λ = μ ∈ Rn | aTi , μ = ci , μi 0, i = 1, n .Λ) "!$ b c A !$ 0 " " A.