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aceste elemente. P este o reOD LH ELQDU
xi , x j X
GDF SHQWUX RULFH SHUHFKH GH HOHPHQWH
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xi HVWH SULPXO HOHPHQW DILUPD LD xiPxj
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Cvasiordonare (preordonare)
2 UHOD LH ELQDU
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H[LVW
LOH
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, deoarece x yLy xLPSOLF x = y.
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xi x j VH VSXQH F
xj
xi sunt
echivalente n cadrul preordinii date de P pe X.
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xiPxj
sau xjPxi sau ambele, pentru orice xi , x j X . n caz contrar, ordinea sau preordinea
este
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x1PNx2 SHQWUX D DU
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i =1
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i-lea membru dintr-un r-tuplu este un element al celei de-a i-DPXO LPHLVHQXPHWH
component sau
FRRUGRQDW
(OHPHQWHOH PXO LPLL SURGXV FDUWH]LDQ VH QXPHVF
puncte sau vectori.
Adesea se foloseWHQR LXQHD GHVSD LX. Ea are mai multe sensuri. Atunci cnd
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-un
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... , unde HVWH PXO
LPHD QXPHUHORU UHDOH 'DF
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n este un n-tuplu numit punct sau vector,
fiecare dintre coordonatele sale fiind uQQXP
1 .1 .2 .
n SRVHG
UUHDO
0XO LPHFRQYH[
0XO LPHD
X n VH QXPHWH FRQYH[
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puncte x de forma {x n x1 + (1 )x 2 ,0 1}.
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X HVWH R PXO LPH FRQYH[
0 1 . Fie x3
0 1
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t + (1 )x3 X pentru
x1 + (1 )x2 + (1 )x3 X
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Notnd
x1 , x2 X , atunci t = x1 + (1 )x2 X pentru
L
L
3 = (1 )
0 1 , 2 , 3 1
RE LQHP
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x1 , x 2 ,..., x r VXQW
pentru 0 , 1 .
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nct:
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x = y;
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2 PXO LPH
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unctelor y pentru care
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XX
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Un polinom omogen de gradul 2 n n variabile poate fi reprezentat sub forma
n
f (x ) = aij xi x j , unde x = (x1 , x2 ,..., xn ) 'DF
i =1 j =1
vQFkW FRHILFLHQ LL WHUPHQLORU
aij a ji , atunci aij = a ji =
1
2
(a
ij
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xixj L xjxi sunt identici. Expresia f(x) HVWH R IRUP
S WUDWLF 3ULQ WUDQVIRUPDUHD DQWHULRDU PDWULFHD FRHILFLHQ LORU IRUPHL S
QRWDW $ HVWH R PDWULFH VLPHWULF L IRUPD S WUDWLF
unde xTHVWHYHFWRUXOFRORDQ
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tratice,
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x transpus.
f(x) HVWH SR]LWLY QHJDWLY GHILQLW
GDF
f (x ) > 0 (< 0 ) pentru orice
x 0.
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f(x HVWH QHQHJDWLY QHSR]LWLY GHILQLW
GDF
f(x) 0 ( 0) pentru
orice x 0 .
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f(x) QHQHJDWLY QHSR]LWLY GHILQLW
f (x ) > 0 (< 0)LDUSHQWUXDO
LL
f(x)=0VHVSXQHF
FDUH SHQWUX XQLL
x 0 este
HVWHSR]LWLYQHJDWLYVHPLGHILQLW
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S WUDWLFH
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m sau minim) se face n
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UHJXO
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SH P VXUD FUHWHULL VXFFHVLYH D RUGLQXOXL DX DFHOHDL V
emne (au semne alternative).
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f(x), unde x este un vector cu n componente, care descriu o
UHJXO D XQHL DSOLFD LL GLQ
convenabil V
LOH HOHPHQWDUH DOH XQHL IXQF LL GH R YDULDELO
n n 'DF
FRQVLGHU P QXPHUHOH
y=F(x) UHOD LH LQWHUSUHWDW
H[LVW
m IXQF LL GH IRUPD fi(x), este
yi= fi(x) GUHSW FRPSRQHQWH DOH XQXL YHFWRU L V
FD R IRUP SUHVFXUWDW SHQWUX FHOH P UHOD LL
yi=
fi(x).
F(x) HVWH DVWIHO R IXQF LH YHFWRULDO
LDU
fi(x) este a I-D FRPSRQHQW
D YHFWRUXOXL
F(x).
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SDU LDO D OXL
aceasta cu
f(x) ID
GH R FRPSRQHQW D YHFWRUXOXL
x, de exemplu xk L VH QRWHD]
f (x )
'DF QX H[LVW FRQIX]LL VH IRORVHVF L DOWH QRWD L
x k
i pentru derivata
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fk
HVWH R DVWIHO GH QRWD LH 2 IXQF LH
f(x) unde x are n
componente, are nGHULYDWHSDU LDOHSXWkQGILHOHvQVHOHFRQVLGHUDWHGUHSWFRPSRQHQWH
ale unui vector, numit vector gradient DOIXQF LHLIFDUHVHQRWHD]
grad f = ( f1 , f 2 ,..., f n ) =
'DF
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SXWHP FDOFXOD L SHQWUX
fk
f (x ) f (x )
x1
x 2
,..., f x(nx )
JU
ad f sau f .
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GHULYDWHOH SDU LDOH ID
GH RULFDUH GLQ FRPSRQHQWHOH
vectorului x2E LQHPDVWIHOGHULYDWHOHSDU LDOHGHRUGLQXOGRL
f (x ) = 2 f (x ) = f .
rk
xr x
k xr xk
([LVW
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FRQVLGHUDW FDHOHPHQWDOXQHLPDWULFL
H(x)=(frk(x))
H(x)HVWHPDWULFHDKHVVLDQ
FX
nOLQLLLn coloane.
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f(x) HVWHFRQWLQX
HVWHRIXQF LHGHFODV
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f (x ) C 2 , atunci
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f rk = f kr $SDUH DVWIHO R SURSULHWDWH LPSRUWDQW
VLPHWULF
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f(x)FDXUPDUHDXQHLPLFLPRGLILF
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G[L
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f(x) HVWH R IXQF LHOLQLDU
vQ
df = f dx = f k dxk .
k =1
Majoritatea modelelor economice conduc, din punct de vedere matematic, la
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'DF
f (x ) C 2 , ea are un maxim (miQLP SH PXO
LQWHULRU PXO LPLL
X GDF
L QXPDL GDF
SR]LWLYVHPLGHILQLW SH
LPHD FRQYH[
( )
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X n punctul x0
+ HVWH QHJDWLY
X.
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f(x)GHILQLW
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X n HVWHFRQYH[
GDF SHQWUXRULFH
x1 , x 2 X :
( )
( )
f x1 + (1 )x 2 f x1 + (1 ) f x 2 , cu 0 1 .
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x1 x 2 L 0 < < 1 IXQF
LD
HVWHVWULFWFRQYH[
FXQF LD f(x)
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a) RULFHFRPELQD LHOLQLDU
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FRQFDY
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S = x f ( x) f ( x o )
HVWH FRQYH[ 'DF
S = x f ( x) f ( x o )
HVWH FRQYH[ XQGH
f(x)
xo este orice
punct din S;
c) IXQF LD f(x)
HVWH
( ) ( )
FRQYH[
( )(
GDF
L
QXPDL
GDF
SHQWUX
RULFH
x1 , x 2 X :
f x1 f x 2 f x 2 x1 x 2 .
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LOH VWULFWH
GHILQHVFFRQYH[LWDWHDFRQFDYLWDWHDVWULFW
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f(x)
HVWH
FRQYH[
VHPLGHILQLW 'DF
FRQFDY
KHVVLDQD
f(x) este strict cRQYH[
VD
HVWH
SR]LWLY
QHJDWLY
VWULFW FRQFDY KHVVLDQD VD HVWH
SR]LWLYQHJDWLYGHILQLW
e) GDF
xo este un punct critic al
R IXQF LH FRQYH[ FRQFDY DUHXQSXQFW FULWLF
f(x)GDF f (x o ) = 0 ), ea are un minim (maxim) n acel punct.
IXQF LHL
a.
([WUHPXPDOIXQF LHL
7HUPHQXOUHXQHWHQR LXQLOHGHPD[LPLGHPLQLPDOXQHLIXQF LL)LHIXQF LD
GHILQLW SHPXO LPHD
)XQF LD
X n , x = (x1 , x2 ,..., xn ) , n 1 .
f(x) are un maxim (minim) global n punctul x o X GDF
( )
( )
f x o f (x ) ( f x o f (x ) HVWHDGHY
)XQF LD
UDW RULFDUHDUIL
( )
f x o f (x ) ( f x o f (x ) HVWH DGHY
LQHJDOLWDWHD
x X .
f(x) are un maxim (minim) local n punctul x o X GDF
( )
f(x)
UDW RULFDUH DU IL
LQHJDOLWDWHD
x X situat ntr-R YHFLQ
WDWH D
punctului xo.
Q PRGHOHOH HFRQRPLFH HVWH QHFHVDU V GHWHUPLQ P H[WUHPXPXO XQHL IXQF LL
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f(x)
X n , ci numai acele
SXQFWHFDUHVDWLVIDFXQVHWGHFRQGL LLVXSOLPHQWDUHGHVFULVHGHXQVLVWHPGHUHVWULF LL
hi (x ) 0
P Q DFHVW FD] SXQFWXO GH H[WUHP VH QXPHWH H[WUHPXP
FRQGL LRQDW0XO LPHDSXQFWHORUGLQ
2,,m (m<nHVWHQRWDW
X care satisfaFVLVWHPXOGHFRQGL LL hi (x ) 0 , i=1,
FX6LVHQXPHWHPXO LPHSRVLELO DGPLVLELO
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GHWHUPLQ P H[WUHPXPXO IXQF LHL
f(x) supus reVWULF LLORU hi(x)=0, i=1, 2,,m, unde x
este un vector n-GLPHQVLRQDOLm<n.
2 SULP DERUGDUH FRQVW vQ D H[SULPD
n-m YDULDELOH vQ IXQF LH GH FHOHODOWH m
hi(x)=0 LVXEVWLWXLQGX-le n f(x) se reduce problema la una
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GH J VLUH D H[WUHPXPXOXL QHFRQGL LRQDW SHQWUX R IXQF LH GH
n-m YDULDELOH $FHDVW
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UHVWULF LHVHSRDWHIDFHQXPDLvQFD]XULSDUWLFXODUHFkQGUHVWULF LLOH
hi(x) sunt liniare.
D GRXD DERUGDUH FRQVW vQWU R PHWRG FDUH QX UHGXFH QXP UXO GH YDULDELOH FL
GLPSRWULY OHVSRUHWH$FHDVW PHWRG HVWHFXQRVFXW GUHSW
metoda lagrangeanului.
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L(x, ) = f (x ) i h i (x ),
i =1
unde: = (1 ,..., m ) sunt m variabile arbitrare numite multiplicatori Lagrange.
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i, lagrangeanul
SRDWHILVFULVLVXEIRUPD
L(x, ) = f (x ) + i hi (x ).
i =1
6 REVHUY PF SHQWUX
x S = x hi (x ) = 0 , L(x, ) = f (x )LF
L x, hi (x ), dac x S
.
=
i
0,
dac
x
6 SUHVXSXQHP DFXP F
(xo,o) HVWH XQ SXQFW GH H[WUHP SHQWUX IXQF LD L(x, ) .
5H]XOW F GHULYDWHOHVDOHSDU LDOHvQDFHVWSXQFWVXQWQXOH&XPGHULYDWHOHSDU LDOHv
raport cu VXQWQXOHUH]XOW x o S L L(x o , o ) = f ( x o ) , deci xo este un punct de extrem
pentru f(x)GHILQLW
FRQGL LRQDW
SHQWUX
x S DGLF x
HVWHRVROX LHSHQWUXSUREOHPDGHH[WUHPXP
Prin urmare, cnd avHP GH UH]ROYDW R DVWIHO GH SUREOHP
/DJUDQJH L DQXO P GHULYDWHOH SDU LDOH DOH IXQF LHL
SXQFWHOHFULWLF'HULYDWHOHSDU LDOHvQUDSRUWFX
le, ne asigXU
PF
VFULHP IXQF LD OXL
L(x, ) SHQWUX
D J VL SXQFWXO
VXQWWRFPDLUHVWULF LLOHLDQXOkQGX-
xS .
$QXODUHD GHULYDWHORU SDU LDOH DOH ODJUDQJHDQXOXL vQ UDSRUW FX
x, conduce la
VLVWHPXOGHHFXD LL
f k i hki = 0 , k=1,2,,n.
i =1
2E LQHUHD SXQFWHORU FULWLFH DOH IXQF LHL
L(x, ) constnd n rezolvarea sistemului
GH HFXD LL UH]XOWDW GLQ DQXODUHD GHULYDWHORU SDU LDOH HVWH FXQRVFXW VXE GHQXPLUHD GH
FRQGL LLGHRUGLQXO, de extremum:
L x,
=0
x
L x,
=0
i
k = 1,2,..., n
i = 1,2,..., m
sau:
m
i
f k i hk = 0
(I )
i =1
h i (x ) = 0
k = 1,2,..., n
i = 1,2,..., m
Acest sistem de (n+m) HFXD LL FX (n+m) necunoscute constituie, deci, cRQGL LLOH
QHFHVDUH GH H[WUHPXP (OH QX GDX LQIRUPD LL GLQ FDUH V GLVWLQJHP SHQWUX
f(x)
SXQFWHOH GH PD[LP GH FHOH GH PLQLP 3HQWUX D IDFH DFHVW OXFUX WUHEXLH H[DPLQDWH L
FRQGL LLOHGHRUGLQXO,, de extremum.
$P Y ]XW F DFHVWH FRQGL LL GH RUGLQXO ,, SHQWUX R SUREOHP GH H[WUHPXP
QHFRQGL LRQDWVHH[SULP vQWHUPHQLLXQHLKHVVLHQHRPDWULFHDGHULYDWHORUSDU LDOHGH
RUGLQXO ,, L D VHPQHORU PLQRULORU V L SULQFLSDOL 'DF DP SULYL SUREOHPD FD XQ
H[WUHPXP QHFRQGL LRQDW DO IXQF LHL
L(x, ) s-DU S
UHD F HVWH VXILFLHQ V FHUFHW P
KHVVLDQD DVRFLDW DFHVWHL IXQF LL 1X SXWHP V SURFHG P DVWIHO GHRDUHFH GDW ILLQG XQ
xo punct de extrem, L(xo, ) = f(xo) L UH]XOW
PRGLILF UL DOH OXL
'H DVHPHQHD PRGLILF
F
L(x, ) HVWH VWD LRQDU
ULOH OXL
SHQWUX RULFH
xo nu pot fi oarecare, ca n cazul
XQXLH[WUHPXPQHFRQGL LRQDWFLHOHWUHEXLHV VDWLVIDF VLVWHPXOGHUHVWULF LL
3HQWUXDGHGXFHFRQGL LLOHGHRUGLQXO,,FRQVLGHU P
L LQkQGFRQWQXPDLGHPRGLILF ULOHFRQGL LRQDWHDOHOXL
L(x, )FDIXQF LHQXPDLGHx
x.
Avem:
m
2 L x,
= f rk i hrki .
xr x
i =1
k
(YDOX P DFHVWH GHULYDWH GH RUGLQXO ,, vQ SXQFWXO FULWLF
PDWULFHDVLPHWULF GHRUGLQXO
(xo, o)
L QRW P FX
nn:
2 L xo ,o
A = x x
.
r k
'LIHUHQ LLQGVLVWHPXOGHFRQGL LLUH]XOW
dhi = hki dxk = 0 , i=1,2,,m.
k =1
1RW PFX
B matricea m n DGHULYDWHORUUHVWULF LLORU
[ ]
B = hki
L
FX
u
YHFWRUXO
FRORDQ
Q GLPHQVLRQDO
DO
YDULD LLORU
OXL
x
DGLF
u T = (dx1 , dx2 ,..., dxn ).
&RQGL LLOHGHRUGLQXO,,GHYLQDVWIHO
SHQWUXPLQLPIRUPDS WUDWLF
SHQWUXPD[LPIRUPDS WUDWLF
uTAu>0 sub restric LDBu=0;
uTAu<0 sub restric LDBu=0.
&RQVWUXLPDFXPPDWULFHDP UJLQLW
H, astfel:
A BT
H =
.
B 0
Matricea H are ordinul (n + m ) (n + m ) ILLQG FRPSXV
GLQ
A de ordin n n , B de
ordin m n , BT de ordin n m LPDWULFHDGHRUGLQ m m &RQGL LLOHGHRSWLPDOLWDWH
GHRUGLQXO,,VHHQXQ
DVWIHO
a) pentru minim, determinantul matricii H L WR L PLQRULL V
mai mare dect (m+1) WUHEXLH V
DLE VHPQXO
L SULQFLSDOL GH RUGLQ
(-1)m XQGH P HVWH QXP
UXO
UHVWULF LLORU
b) pentru maxim, determinantul matricii H WUHEXLH V
DLE VHPQXO
HVWH QXP UXO YDULDELOHORU LDU PLQRUXO SULQFLSDO GH RUGLXQ
(-1)n, unde n
l (m+n-1) WUHEXLH V
DLE VHPQXORSXVGHWHUPLQDQWXOXLOXL
H. Succesiv, minorii principali mai mici
WUHEXLHV DLE VHPQHDOWHUQDWLYHSkQ ODPLQRUXOSULQFLSDOGHRUGLQXO
Matricea H
FRQ LQH
PXOWLSOLFDWRULL
/DJUDQJH
8WLOL]kQG
m+1.
FRQGL LLOH
GH
optimalitaWH GH RUGLQXO , HL SRW IL HOLPLQD L UH]XOWkQG R PDWULFH FDUH FRQ LQH
QXPDLGHULYDWHOHSDU LDOHGHRUGLQXO,L,,DOHIXQF LHL LDOHUHVWULF LLORU
3HQWUX H[HPSOLILFDUH V FRQVLGHU P FD]XO
UHVWULF LH
m=1
hi.
DGLF H[LVW R VLQJXU
h(x)=0.
L(x, ) = f (x ) h(x ).
L (x, ) = f h = 0
k
k
x
(I ) k
L (x, ) = h(x ) = 0
k = 1,2,..., n
Matricea A este:
f11 h11
f h
12
A = 12
...
f1n h1n
f12 h12
f 22 h22
f1n h1n
f 2 n h2 n
...
f nn hnn
...
...
...
...
f 2 n h2 n ...
Matricea B este:
B = [h1 h2 ... hn ].
Matricea H este:
f11 h11
f h
12
12
...
H =
f1n h1n
h1
&HDPDLVLPSO IRUP DPDWULFLL
acest caz hk=ctLhrk=0, rezultnd:
f12 h12
f 22 h22
...
f 2 n h2 n
...
...
...
...
f1n h1n
f 2 n h2 n
...
f nn hnn
h2
...
hn
h1
h2
...
.
hn
UHVWULF LD
h(x)=0HVWHOLQLDU
HVHRE LQHGDF
Q
f11
f
12
...
H =
f1n
h1
f12
f 22
...
...
f1n
f2n
... ...
f 2 n ...
...
f nn
h2
hn
...
h1
h2
... H f
=
hn grad h
(grad h )T
unde Hf HVWHKHVVLDQDIXQF LHLf.
LQkQG FRQW GH FRQGL LLOH GH RUGLQXO , SXWHP vQORFXL SH
RE LQkQGRPDWULFH
hk prin fk, unde = 1 ,
HFDUHFRQ LQHGRDUGHULYDWHOHSDU LDOHDOHIXQF Lei f:
H
H = f
f
(f )T
.
0
$WXQFL FkQG VLVWHPXO GH UHVWULF LL HVWH GDW VXE IRUP GH LQHJDOLW
h i (x ) 0 L DYHP L UHVWULF
LL GH QHQHJDWLYLWDWH DVXSUD YDULDELOHORU
L GH H[HPSOX
x 0 DD FXP VH
petrec lucrurile cel PDLIUHFYHQWvQPRGHOHOHHFRQRPLFHSXWHPSURFHGDODDG
unor variabile auxiliare ui SHQWUX D WUDQVIRUPD LQHJDOLW
LOH vQ HJDOLW
XJDUHD
L &HD GH D L
-a
UHVWULF LHGHYLQH
h i (x ) + ui = 0 , ui 0 , i=1,2,,m.
)XQF LD/DJUDQJHDWDDW HVWH
i =1
i =1
L(x, u , ) = f (x ) i h i (x )+ ui = f (x ) i h i (x ) i ui
i =1
&RQGL LLOHGHRSWLPDOLWDWHGHRUGLQXO,vQUDSRUWFXYDULDELOHOH
x vor fi identice cu
cele din cazul anterior. n raport cu variabilele ui, avem:
L x,u ,
= i .
ui
Cum i 0 UH]XOW
te sunt negative, implicnd fie i=0, fie ui=0.
F DFHVWHGHULYD
$FHVWHFRQGL LLQXLPSXQUHVWULF LLGLUHFWHDVXSUDYDULDELOHORU
echivalent sub forma: hi (x ) 0 , i=1,2,,m, 0 ,
x. Acestea pot fi redate
h (x ) = 0 . Scriind lagrangeanul
i
i =1
I U D LQHVHDPDGHUHVWULF LLOHVXEIRUP GHLQHJDOLW
LUH]XOW
L(x, ) = f (x ) i hi (x ), 0 .
i =1
5H]XOW F WRDWH SXQFWHOH RSWLPDOH vQ UDSRUWFX YDULDELOHOH
u DOH IXQF LHL L(x,u, )
VDWLVIDFUHOD LD
L(x, u, ) = L(x, ).
/XkQGDFXPGHULYDWHOHSDU LDOHvQUDSRUWFX
RE LQHP
L x,
= h i (x ) .
i
'DU FXP UHVWULF LLOH FHU FD
h i (x ) = 0 sau i = 0 UH]XOW
L (x, )
0
i
(sau
h i (x ) 0 LDU FRQGL
LLOH GH RSWLPDOLWDWH VXQW
F
L (x, )
=0
i
sau i = 0 sau ambele)
FHHD FH DUDW F WUHEXLHV DYHP XQ PLQLP DO IXQF LHL
ILLQGUHVWULF LDGHQHQHJDWLYLWDWH
'HFLGDF
VXEUHVWULF LLOH
0,
L(x, ) n raport cu GDW
0.
(x , ) este un punct optimal pentru problema de maximizare a lui f(x)
o
h i (x ) 0 , i=1,2,,m, x 0 HOWUHEXLHV
i =1
i =1
YHULILFHFRQGL LLOH
a) f k i hki 0 (sau f k i hki = 0 sau xk = 0 sau ambele);
b) 0 , hi 0 (sau hi = 0 sau i = 0 sau ambele).
$FHVWHFRQGL LLVXQWFXQRVFXWHVXEQXPHOHGHFRQGL LLOH.XKQ
DuS
FXP V D REVHUYDW IXQF LD ODJUDQJHDQ
L(x, ) FD IXQF
-Tucker.
LH GH GRX PXO LPL
de variabile (x1 ,..., xn )L (1 ,..., n ) are un maxim n raport cu unele (x)LXQPLQLP
n raport cu celelalte (). Un astfel de punct se nuPHWHSXQFWD.
6ROX LD SUREOHPHL JHQHUDOH GH H[WUHPXP FRQGL LRQDW UHYLQH GHFL OD J VLUHD
XQXLSXQFWDSHQWUXIXQF LDOXL/DJUDQJH
L(x, ) .
8QUH]XOWDWLPSRUWDQWDODQDOL]HLPDWHPDWLFHDUDW F GDF
RSWLPDOSXQFWDSHQWUX
(x , ) este un punct
L(x, ) , atunci:
L x o , o = max min L(x, ) = min max L(x, ),
x
cunoscut sub numele de teorema minimax.
6 REVHUY PF IXQF LD/DJUDQJHVHSRDWHVFULHLVXEIRUPD
L(x, ) = f (x ) + i h i (x )
i =1
FXUHVWULF LLOH
x 0 , 0, h i (x ) 0 .
Cum L(x, ) HVWHRIXQF LHOLQLDU
HDHVWHLFRQYH[
de x, L(x, ) HVWH R FRPELQD LH OLQLDU
HVWHFRQYH[ 5H]XOW F
HVWHFRQYH[
vQ
SR]LWLY D IXQF LLORU
acestea sunt concave, L(x, ) HVWH FRQFDY
[h (x )]
[h (x )]
3ULYLW
vQ
)XQF LD
L(x, ) HVWHFRQFDY
2E LQHP DVWIHO R WHRUHP GH H[LVWHQ
FDIXQF LH
f(x) L [ hi (x )] L GDF
[ h (x )]
i
HVWH FRQFDY GDF
vQ GDF
f(x)HVWHFRQFDY
L
D VROX LHL SUREOHPHL JHQHUDOH GH
extremum:
3UREOHPD 0D[ I[ VXE UHVWULF LLOH
h i (x ) 0 L
P L
x 0 DUH VROX
LH
GDF
1) f(x)HVWHFRQFDY
PXO LPHD
2)
LILHFDUH
h i (x ) HVWHFRQYH[
S = x hi (x ) 0, i = 1,2,..., m, x 0
Q DFHVWH FRQGL LL IXQF LD
HVWHP UJLQLW LQHYLG
i =1
HVWH RSWLPDO SHQWUX SUREOHPD GH H[WUHPXP L
FRQGL LLOH.XKQ
'DF
(x , )
satisfac
L(x, ) = f (x ) i hi (x ) DUH XQ SXQFW D x o , o , unde x
o 0 . Valorile
-Tucker care sunt suficiente pentru un optim global.
f(x)HVWHVWULFWFRQFDY
SXQFWXO
xo este unic.