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(SQP).
SQP

, 2012

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Abstract
The most effective algorithms for constrained optimization that solve the
subproblem of Quadratic Programming (QP) from theoretical and practical
point of view are the problems of Sequential Quadratic Programming (SQP).
This method is characteristic in solving nonlinear constrained optimization
problems in most effective way, which is so useful in practice. That is the
motivation for this master thesis, where is given an explanation for practical
application of this method in spline curve approximation.
This master thesis consists of two parts. In first part, there is given theoretical
basis, results and most used terms. Namely, we become familiar with basic
definitions of terms and the most important results of convex optimization
convex sets and convex functions, and a results and terms associated with
quadratic programming and QP problems and also we become familiar with
contrained optimization methods. At the end of theoretical part of the thesis,
we are going to make an introduction to SQP and in theory of spline curves,
which have significant contribution in robotics i.e in trajectory generation
algorithms for robotic motion. Those Chapters is the most familiar with main
problematic of the thesis.
In second part, there is a mathematical formulation of practical optimization
problem, which explain a way of designing and approximating spline curve via
optimization of control parametars (knot vector), using SQP. In addition, there
is shown a main algorithm which gives a numerical solution of practical
problem in second part , an algorithm implementation in MATLAB
programming language, and there is a numerical results of specific tested
examples and appropriate analysis of them.
Key Words: spline curves, B-spline, constrained optimization, quadratic
programming, sequential quadratic programming, approximation, optimal
control


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xi

I.

xv

21

1.1

........................................................................... 21

1.2

. .................................................. 24

1.3

. ................................................................... 30

1.4

............................................................................... 34

1.5

.................................................................... 39

2
.

41

2.1

........................................... 41

2.2

................................................................................ 43

2.3

............................................................................. 46

2.4

................................ 49

2.5

.......................................................... 54

2.6

. . ................................. 56

2.7

. .
........................................................................................ 64

73

3.1

............................ 73

3.2

............................................ 77

xii
3.3

................. 84

3.4

............................................................... 94

3.5

....................................................................................... 107

3.6

- ................................ 114

3.6.1 .................................................................................... 117

3.6.2 -
................................................................ 120
4
(SQP)

123

4.1 SQP .................................................................................. 123

4.1.1 SQP ................... 126
4.1.2 SQP ............... 128
4.1.3 IQP v.s EQP ........................................................................................ 130
4.2

................................................................... 131

4.2.1 ............................................. 131

4.2.2 ......................................... 135
4.3

........................................................... 137

4.3.1 ...................................... 137

4.3.2 ................................. 140
4.3.3 ....................................... 141
4.4

.............................................................. 144

4.5

SQP .................................................. 149

4.6

SQP ..................................................... 150

4.6.1 ....................... 151

4.6.2 152
4.6.3 ......................................... 155
4.7

SQP ...................................................... 157

4.7.1 1: ................................. 159

xiii

4.7.2 2: ....................................... 161

4.7.3 3: S l 1 QP ( l 1 ) 162
4.8

SQP .............................. 166

4.9

.................................................................... 171

4.9.1 ...... 174

4.10 ................................................................................. 176
5
.

181

5.1

............................................................... 181

5.2

.................................................................................. 185

5.2.1 .............................................................. 185

5.2.2 .................................................................. 189
5.2.3 ....................................................................... 196
5.2.4 ................................................................................... 204
5.2.5 - ................................................................................... 211

II.

6


225
6.1

........................................................................................... 225

6.2

................................................................. 227

6.2.1 CAGD .......................................................... 227

6.2.2 Schoenberg-Whitney......................................................... 231
6.2.3 () .......... 232
6.2.4 .
. .............................. 235

xiv
6.3

.................................................................................. 237

6.3.1 ........................................................................... 237

6.3.2 ......................................................................... 238
6.4

.......................................................................... 241

247

249

253



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q(u ) f ( x)
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q
f .
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xvi
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xvii

I.

 1

1.1

- R n

1.1.

n -

xT x1 , x2 , ..., xn n x1 , x2 , ... , xn n -

:
x R n , y R n . :

x + y = x1 y1 , x2 y2 , ... , xn yn ()

x = x1 ,x2 , ... ,xn

( )

x, y x i y i

( )

i 1

T
x x1 , x2 , ..., xn ()

x1 , x2 , ... , xn .
( )

x x, x
:

1
2

22

x 0, x Rn
x 0 x 0 ;

x x , R , x R n
x y x y , x, y R n

- - :

x, y x y , x, y R n .
R n .

xm R n
x m . lim xm x
m

lim xm x 0

x . , ,
:

1.2. U ( x) y : y x

x .
1.3. X En
.
X .
1.4. x X
X x
X .
1.5. x X ()
X
X . X

X
X .
1.6. X

n -

R n x R n , y R n
x, y , X .
X x, y X

z x 1 y X 0 1 . , R 2 ,
, , , , ,
.
X

X x : Ax a , Bx b
(
).
.
Karmanov [10].
1.1.
.
1.2. C D , R .
C D x y : x C, y D .
1.7.

x1 , x2 , ..., xm z 1 x1 2 x2 ..... m xm , i 0
m

i 1

i 1, m

1.

1.2. C R n
.

23

24
1.8. A R n .

R n A
A conv A .
1.3. A
A .
1.4.
.
o

1.5.

C C .

C C .

1.2 . .
1.9. v X
p X

p v inf x v (v, X )
xX

(1.1)

(v, X ) v X .
1.6. X v ,
p X v X . ,
X , p .
1.7. p X v
X ,
x X

x p,v p 0

(1.2)

1.10. R n
:

x : c, x , c 0 c R n
R n

x:

c, x

x:

c, x .

1.8 ( ).
X v X

c, v ,

(1.3)

c, x ,

(1.4)

x X ,

. :
v X
. (.1.1)

1.1 -

25

26
1.9 ( ).
x 0 X

c 0 x : c, x

c , x0

c, x x X .

.
x 0 ,
(.1.2) .
,
. .1.3
x 0

c1 c 2 c .

.1.2

.1.3

1.10

).

X
o

X Y ( X Y )
X Y ,
. c 0 :

c, y c, x
y Y x X .
o

. X
,
X
R n . , z -
z 0
.
1.11. x X
X x x , x x

x x (1 ) x
0 ,1 .
1.11 ( ). x 0
, X

.
. ( n R n
X ).
n 1 , X .

27

28
n k 1 .

X R n . .
(1)
x 0 X .
X :

x: c, x c, x0

X 0 X
X ,
X 0
(k 1) -
0
X 0 ( X 0 ). x X 0

x1 , x2 , . . . , x N X 0 :
N

x 0 i xi ,

0, i 1, N

i 1

i 1

x1 , x2 , . . . , x N

1.
X .

, xi x, x X , x x

0,1

xi x (1 ) x
xi X 0 :

c, xi c, x 0

X ,
c, x c, x 0 ,

c, x c, x 0 .

, 0 1

c, x

c, xi (1 ) c, x

c, x 0 (1 ) c, x 0 c , x 0

x ( c, x c, x 0 ).
, x X x X 0 X .
x X 0 .
xi X 0 .
(2)

x 0 X .

l x 0 . l X x
x X x 0
X , 0,1 :
(3)

x 0 x (1 ) x .
x x
x 0 . , :
N1

x i yi ,
i 1

N2

x i zi ,
i 1

N1

i 1

1,

i 0, i 1, N1

1,

i 0, i 1, N 2

N2

i 1

y i z i X . ,
N1

x i yi
0

i 1

N2

(1 ) z
i 1

i i

29

30

1.3 .

.

.
1.12. K x K
x K 0 . , R n
.
x : x 0 .

x : Ax 0 y : y Ax, x 0 .

.
1.12. Y y : y Ax, x 0 .
n
B m n v R .

1.13 ( ).

v, x 0

x x : Bx 0 u 0
v B u .
T

. : u 0 v B u . x x : Bx 0
T

v, x B T u, x u, Bx 0 .

: v, x 0 x x : Bx 0.

W w : w B T u, u 0

v W . v W . W
, 1.8 c 0

c, w c, v

(1.5)

wW .
wW 0 (1.5)

c, w c, v 0 . , c, w 0 .
,

c, w c, B T u u, Bc 0
u 0

Bc 0

(1.6)

, w 0 W (1.5)

c, v

(1.7)

x c , (1.6) (1.7)
.
,
.

b1T

B b2T
b3T

K x : Bx 0.

31

32
K x
b1 , b2 b3 ( .1.4, K

W w : w BT u, u 0 ).

1.4
:
v x K
v W .
1.1. B v :

Bx 0,

v, x 0 ,

(1.8)

, ,

v B T u,

u0

(1.9)

.

.

1.2. B v
:

Bx 0,

x0

v, x 0 ,

(1.10)

, ,

v B T u,

u0

(1.11)

.
S x : Bx 0 , x 0 .
1.13. x S
S x , x, x x , 1 0 2 0
x 1 x 2 x .

n

L x : xi 1, xi 0 , i 1,
i 1

Q S L .
*

x1 , x2 , ... , xk Q ,
1x1* , 2 x2* , ... , k xk* , i 0 (i 1, k )

S . , z j x *j , x S x S
z 1 x 2 x 1 , 2 0 . Q

1 , 2 0

y 1 x Q , y 2 x Q .

, 2 2 ,
j 1
j 2

x *j

z 1 y 2 y ,
k

i 1

z i 1,

y
i 1

1,

y
i 1

1,

33

34
1 2 1 , x *j
Q .
1.14 ( ). x
S
.
x

1 0, 2 0, ......, k 0

x
i 1

*
i

1.4
1.14. (x) X
x, y X 0,1
:

( x (1 ) y) ( x) (1 ) ( y)
1.5 .

1.5

(1.12)

35

(x) .
1.15. (x)
(x) . ,

( x (1 ) y) ( x) (1 ) ( y)

(1.13)

x, y X 0,1,

(x)

.
1.16. (1.12) 0,1

x y , (x)
.

.
1.17. n x n B
( )
T
T
p R n p B p 0 ( p B p 0 ).

1.15:

( x)

x, Bx p , x

B
.
. (x)
B
.
, , .
1.16. (x)

X , Z x X : ( x)
.

36
.

(x) ,

Z x X : ( x) .
1.17 ( ). (x)
X
m

z i xi ,
i 1

i 1

1,

i 0 , xi X , i 1, m ,

i 1

i xi i ( xi )
i 1

(1.14)

:
1.17: (x)

s ( s 1) :
( x)
( x s ) ( x )
.
lim
0
s

.
1.1.
1) (x) X ,

( x) max ( x),0

X .

2) (x)
X ,

2 ( x)

X .
a
.
1.19. (x) ,
X x, y X ,

( x) , y x ( y) ( x)

(1.15)

( x) , y x ( y) ( x)
.

,
,
.

, , , , ,
,
.
, x *
X , (x)
. (
) x * arg min ( x) : x X . ( ).

37

38
1.20. (x) ,
x * X
(x) X
1.21. (x)

X ,

X * x * X : ( x * ) min ( x) arg min ( x) : x X

xX

.
(x)

1.22.

X x * X .

( x * ) min ( x) ,
xX

( x) ( x * )
x X
.

x x * x *

1.2. ( ) (x)
, z x, y

( y ) ( z ) ( y ) ( x) ( z ) ( x)
yz

1.23.

yx

zx

, s,

x s X , 0 x X .

s 1 ,

1.24.

f (x)

X ,
X ( ) x X : f ( x)

X ( ) x X : f ( x)

1.5

,
, , , .
1.18. (x) X
0

x, y X

x, y X

0,1

x (1 ) y ( x) (1 ) ( y) (1 ) x y

.
1.1 ( )

( x) x, Bx p, x ,
B .

x (1 ) y ( x) (1 ) ( y) (1 ) x y, B( x y)

x y, B( x y )

x y

B .

39

40
,
.
1.3. (x)
X , y X

X 0 x X : ( x) ( y )

x * arg min ( x) : x X .
1.4. (x)
X , :
1)

x X
2

x x*

( x) ( x )

( x) C ( X )
1

2)

x, y X :

( x) ( y) , x y x y
3)
4)

x x*

( x) ,

0 ( x) ( x * )

( x)

 2

.

,

(
) .

2.1

f (x) X R n .

f (x)

.
:

f ( x) min , x X

(2.1)

min f ( x) : x X

min f ( x) ,
xX

:
(1)

*
x * X f ( x ) min f ( x) ,
xX

42 .

(2)

x * f * inf f ( x) ,

(3)

f (x)

xX

X .
(4)
X .
(3) .
X , , X
.
X R n , ,
X R n , .
X f (x) ,
(3.2) .

X x : ci ( x) 0 , i 1, m ,

(2.2)

ci ( x) (i 1, m) .

X (2.2)
ci ( x) (i 1, m) .

ci ( x) (i 1, m) (2.1)
,

f (x) ,

.
f (x) (2.1) .

X (2.1) ,
,

ci ( x) 0
.

x * arg min f ( x) : x X

,
*
. x ,

0 ,

x x* f ( x* ) f ( x) , x X

, x
f (x) .

2.2

.
, .
2.1. s 0
*
x * X 0 x s X

[ 0 , ] (. 2.1).

2.1
, X x : x 0 , s 0, s 0
x 0 ,

43

44 .

x1 0
x 0

x 2
...

x n 0
s ,

s1 0
s
s 2 ,
...

sn
s 2 , s3 ,..., s n , s 0 , .
, x X ,
s x .
f (x)
x X
ci ( x) 0

ci ( x) 0 . ,
:
2.2.

ci ( x) 0

x X , ci ( x) 0 .
,
x X :

I ( x) i : ci ( x) 0 .
f (x)

ci ( x) ( i 1, m ) .

s n

.
x X ,
s :

ci ( x ) , s 0 , i I ( x )

(2.3)

,
x .
2.1. s ( s 0) (2.3)

0 , s x X .
2.2. s x X ,
0 , , s, (2.3).
2.3. X
:

X x : ci ( x) ai , x bi 0, i 1, m ,

ai , s 0, i I ( x)
s
x X .
. Karmanov [10].

45

46 .

2.3
(2.1).
.
,
.
*
2.3. x X

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

0 f ( x* ) f ( x) , x X x x* .
*
2.4. x X

f ( x* ) f ( x) , x X . x *
f ( x* ) f ( x) , x X x x* .
2.5. x * X B( x , ) x *
*

x * X B( x , ) ,
*

x * .
,
.

. , ,
.

. ,
,
. ,
,
.

.

.
f (x)

ci ( x) (i 1, m) .

s :

ci ( x), s 0 , i I ( x),

f ( x), s 0

(2.4)
(2.5)

I (x) x .
2.4. x X
f (x) X

(2.6)

s, (2.4),(2.5).
2.1: x X
f (x) X I (x) ,

f ( x) 0 .
2.5. ci ( x) , i I ( x)
x X ,
f (x) X ,

ui 0 , i I ( x) :
f ( x)

iI ( x )

ci ( x).

(2.7)

47

48 .

. 2.4 (2.4), (2.5) (2.6) .

(2.6) :

0, s 1 0 .

(2.8)

(2.4), (2.5) (2.8)

vi 0, i I ( x) v0 0 :

v c (x) v

iI ( x )

i i

iI ( x )

f ( x) ,

v0

(2.9)

(2.10)

v0 0
ci ( x), i I ( x) v0 0 ,

vi
, i I ( x)
v0

u i

v c (x) v

iI ( x )

i i

f ( x)

iI ( x )

ui ci (x) v0 f ( x) ,

v0 0

f ( x)

iI ( x )

ci ( x) .

. 2.5 :
ui 0 , (i 1, m)
m

f ( x) ui ci ( x),
i 1

u c ( x) 0 ,
i 1

i i

x
.
: u i 0
i I (x) .

(2.7) :
ci ( x), i I ( x)
ci ( x) 0 x , (2.7)
:

f ( x)

u [c ( x)],

iI ( x )

ui 0, i I ( x)

(2.7)
, ,
x .
,
x .

2.4

X x : ci ( x) 0 , i 1, m ,
ci (x)
2.5
.
1 i m xi X

ci ( xi ) 0

.

(2.11)

. x X

ci ( x) 0
i 1, m .

(2.12)

49

50 .

(2.11) (2.12) .
(2.12) (2.11).
, (2.11).
m

x i xi ,
i 1

i 1

1, i 0 , i 1, m .

, (3.12)
ci (x) .
2.6. ci (x)

X x : ci ( x) 0 , i 1, m

x X f (x) X ,
ui 0 , i I ( x) ,

f ( x)

iI ( x )

ci ( x) .

. 2.6 Karmanov[10]
:

vi 0 , i I ( x ) , v 0 0 ,
0

iI ( x )

vi ci ( x) v0 f ( x) ,

iI ( x )

v0 .

(2.13)

(2.14)

v0 0 .
v0 0 . (2.14)
vl 0 , l I ( x) . X ,
z X ci ( z ) 0 , (i 1, m) . ,
s z x . , cl (x)
, :

cl ( x), s cl ( z ) cl ( x) 0 .
(2.13) s :

iI ( x )

ci ( x), s .

(2.15)

s x , 2.2

ci ( x), s 0 , i I ( x) .

(2.15) , , l -,
: vl cl ( x), s 0 ,
.
.

ci ( x) (i 1, m) .
, ci ( x) (i 1, m) ,

f ( x)

u c ( x),

iI ( x )

i i

ui 0 ,

x
f (x) X .
n
u R

ci ( x), u 0 , i I ( x)

f ( x), u 0 .
u
,
. u z x z
x ci ( z ) 0 , i 1,...., n \ I ( x) . z
X :

51

52 .

ci ( z ) ci ( z ) ci ( x) ci ( x), z x 0 , i I ( x) .
f ( x), z x 0 ,

f ( z ) f ( x) f ( x), z x o z x 0
,

zx

x .
2.7.

ci (x) ,

X x : ci ( x) 0 , i 1, m

, x X f (x)
X ,

x p ( x f ( x)) .
, p(v) v X .

, 2.6
X .

2.8.

ci ( x) (i 1, m)

x X x : ci ( x) ai , x bi 0 , i 1, m

f (x) X ,
ui 0 , i I ( x)

f ( x)

iI ( x )

ai .

. 0

U ( x) y X : y x
x

f ( y ) f ( x) .
z x X .
X x ( x z ) U ( x)
(0, ]

min 1,

.
z x

lim

f ( x) f x ( x z )

f ( x) , x z 0 .

s x z , s x ,

f ( x) , s 0

(2.16)

s x ,
(2.16) s

ai , s 0 , i I ( x)

(2.17)

(2.16) (2.17)
.
(2.16)
X
x
:
x
X
f (x) X ,
:

f ( x)
0.
( s)

53

54 .

2.5
2.9 x X

ui 0 , i I ( x) ,

f ( x)

iI ( x )

ci ( x) .

2.10 ( -- - )
ci (x) ,

f (x)

X x : ci ( x) 0 , i 1, m
,

x X

ui 0 , (i 1, m )
m

c ( x) ui ci ( x) ,
i 1

u
i 1

ci ( x) 0 .

X
, :

X x : ci ( x) 0 , i 1, m , x 0 .
2.10 --
:
,

ci (x)

f (x)

, x X
ui 0 (i 1, m)

v j 0 ( j 1, n) :
m

i 1

j 1

f ( x) u i c ( x) v j e j ,

u
i 1

i ci ( x ) 0 ,

j 1

xj 0.

, e j ( j 1, n) j - eTj 0,....,1,....,0
1 j - .

( ).
2.2 2.9
: x
f (x)

X x : ai , x bi 0 , i 1, m

ui 0 (i 1, m)
m

f ( x) u i ai ,
i 1

u
m

i 1

ai , x bi 0 .

2.11. x X
,
s

ci ( x) , s 0 , i I ( x)

(2.18)

f ( x) , s 0

(2.19)

55

56 .

2.6 .
.
n - x

R n y 0 m - .
L ( x, y) x ,
y

y : y 0 R m .
*

2.6. x , y

L ( x, y) x y 0

x* , y * 0
L ( x * , y) L ( x * , y * ) L ( x, y * )

(2.20)

x y 0 .
(2.20) :

L ( x * , y * ) min max L ( x, y) max min L ( x, y)

x

y 0

y 0

Rn {x: x 0} R n .
L ( x, y) x x 0 ,
y y 0
x y .

2.12. x , y ( x 0 , y 0)
*

L ( x, y) x 0 , y 0
:

L*
0,
x
x* ,

L*
x

(2.21)

0,

(2.22)

x* 0 ,

(2.23)

L*
0,
y

(2.24)

y* ,

L*
y

0,

(2.25)

y* 0 ,

(2.26)

L* L( x, y )

x
x

x x* , y y *

L* L( x, y )

x
x

x x* , y y *

, R n

L*
0
x
(2.24)-(2.26).
T
c(x) m - c ( x) c1 ( x), c2 ( x), ... , cm ( x) .

min f ( x) : x X , X x : c( x) 0.

(2.27)

57

58 .

, , f (x) ,
ci (x) . ,
,

En (2.27)

.
2.7.

L ( x, y) f ( x) y, c( x)

(2.28)

R n y 0
(2.27).
(
)
:
L ( x, y) .

L
L
0,
0.
x
y
( ) ,
. ,
,
.
*

2.13. ( ). x , y
(2.28)

x , y 0 , x *
(2.27).
. (2.28) (2.20)

f ( x * ) y , c( x * ) f ( x * ) y * , c ( x * ) f ( x) y * , c ( x)
x , y 0 .

(2.29)

y, c( x * ) y * , c( x * ) ,

(2.30)

y 0 (2.30) y 0 ,
*

c( x ) 0 .
*

(2.30) y 0 ,

y * , c( x * ) 0 ,
y 0 c( x ) 0 ,
*

y * , c( x * ) 0

(2.31)

x X (2.27) c( x) 0 , x X

y * , c( x) 0

(2.32)

(2.29) x ,
x X , (2.29) (2.31)
(2.32)

( x * ) f ( x) y * , c( x) f ( x)
x X . , x * X ( x * c( x ) 0 ),
*

x * .
. 2.13
f (x) ,
ci ( x) , (i 1, m) ,
*

. , x , y
x *
.
x *
*

x , y

59

60 .

, ,
.
-- . ,

ci ( x) , (i 1, m)

f (x)

,
2.5 2.12.

X x :ci ( x) 0 , i 1, m , x 0 .
f (x)
ci ( x) , (i 1, m) .
2.14. ( --). X

min f ( x) : x X

X x : ci ( x) 0 , i 1, m , x 0

(2.11) ,

y * 0 x * , y *

L ( x, y) f ( x) y, c( x)
x 0 , y 0 ,
x * X .
. : 2.13 x : x 0 .

: 2.12 (
):
m

f ( x * ) yi* ci ( x * )
i 1

v e
j 1

*
j

(2.33)

y c (x
*
i i

i 1

)0

yi* 0 , i 1, m
n

(2.34)

(2.35)

x *j 0

(2.36)

v *j 0 , j 1, n

(2.37)

j 1

*
j

2.12
L ( x, y) :

L*
0,
x

(2.38)

L*
x

(2.39)

x* ,

x* 0

(2.40)

L*
0,
y

(2.41)

L*
y

(2.42)

y* ,

y* 0

(2.43)

. .

v v1 , v2 , ... , vn
T

c T ( x) c1 ( x), c2 ( x), ... , cm ( x) .

m
L*
f ( x * ) yi* ci ( x * ) v
x
i 1

61

62 .

L*
c ( x * ) .
y

(2.38)(2.37),
(2.39)(2.36),
(2.42)(2.34),
(2.43)(2.35).
(2.40) (2.41) x * X .
, - :

X x : ci ( x) 0 , i 1, m

,
y 0 x , y
*

x R n , y 0 ,
x * X .
:

f (x) ,

X x : ai , x bi 0 , i 1, m , x 0 ,
x * X ,
y 0 x , y
*

x 0 , y 0 .
--
.

.
:

min max L ( x, y) .
x

y 0

. --
, ,

f ( x * ) 0 , ci ( x * ) 0 , i 1, m
2.8. g ( x) sup L ( x, y ) .
y0

g ( x) min , x X x : c( x) 0 ,
g ( x) f ( x) x X . .
h ( y) inf L ( x, y) .
xEn

h( y) max , y Rm { y : y 0}
, y1 , y 2 , ... , y m .
2.15.
1) f ( x) h( y) x X , y Rm .
2) ---

*

x , y ,

y * arg max h( y): y Rm f ( x * ) h ( y * )

3) f ( x ) h ( y ) x* X , y * Rm ,
*

63

64 .

x * arg min f ( x) : x X ,

y * arg max h( y): y Rm .

2.9. v x , y
*

f ( x * ) yi* , ci ( x * ) 0 , yi* 0 , yi*ci ( x * ) 0 , i 1, m , ci ( x * ) 0 , i 1, m

i 1

-- ( ), ,
,

y * ( y1* , y2* ,..., ym* )

2.7 .
.

. :
x0 R

xk

, xk
;

xk

,
.
,
x * ,

x * . ,
.

f ( xk )
0 .

f (x)

, ,
f (x) ,
f (x) f
x . ,
Agoston[2] Nocedal&Wright[15].
,

f ( xk )

(2.44)

0 .
(2.44) , f ( xk ) 0 xk
.
xk k - , pk k - k

k - ( Nocedal&Wright [15]
Sun&Yuan[20]). k -

xk 1 xk k pk

(2.45)

(2.45) k pk
( Nocedal&Wright[15], Sun&Yuan[20]).
.
p k ,
k

min f ( xk pk )
0

65

66 .

minn mk ( p) f k f kT p
pR

1 T
p Bk p , p k ,
2

, k
.
p k ,
, pk f ( xk ) ,

f ( xk ) f xk ,
.

pk [ 2 f ( xk )]1 f ( xk ) ,
2 f ( xk ) f x k ,
.

Bk . pk Bk1 f ( xk ) , .
Bk
- .
(SR1 )

Bk 1 Bk

( yk Bk sk )( yk Bk sk )T
( yk Bk sk )T sk

(BFGS )

Bk 1 Bk

Bk sk sk Bk y k ykT
T
T
yk sk
sk Bk sk

(DFP )

Bk 1 ( I k yk skT ) Bk ( I k sk ykT ) k yk ykT

sk xk 1 xk yk f k 1 f k k

1
.
y s
T
k k

p k

pk f ( xk ) k pk 1 ,
k p k pk 1 ,
.

, .

f ( xk 1 ) f ( xk k pk ) f ( xk ) .
k pk d k .
:
2.1.
0. ( )
x0 R 0 .
n

1. ( )
f ( xk ) , .
3. ( )

d k

67

68 .

4. ()
xk 1 xk d k

k k 1;
1.
,
,
.
.

xk

x * .

lim xk x* 0
k

(2.46)

1 0 ,
k

lim

xk

xk 1 x*
xk x*

(2.47)

- Q - . ( Q -

quotient- )
,
1. 1 0,1 , xk Q .
2. 1 0 1 2 0 ,

3.

xk Q -.
2 , xk
.

Q -

Q -
.
Q -, Q - Q .

Q-

Q - ,
. , -
Q - , Q -.
, Q R -. ( R - root - ) .
xk R x * .
n

* k
lim
sup
x

x
,

k
k
Rp
1
lim sup xk x* pk ,
k

p 1
p 1

1. R 1 0 , xk R -
x * .

2. 0 R1 1 , xk R -

x* .

3. R1 1 , xk R -

x* .
R -
.
xk R - ,
qk

xk x* qk , k
qk Q - 0.

69

70 .

qk

xk

R -

Q - 0. xk

R - qk Q - 0.

.
2.16.

xk Q -

x* ,

lim

xk 1 x*
xk x *

(2.48)

! .

. Sun&Yuan[20].
, -.

R,

xk

1
(i 1,2,...)
i!
x2i 2 x2i 1 (i 1,2,...)

x2i1

, x* 0 . ,

xk 1 xk
xk x*

1,
k 2i 1, i 1

1
,
k 2i , i 1
2(i 1)

xk (2.49), Q - x*

Q-

xk x* ,

xk 1 xk .

. :

f ( xk ) f ( x * ) xk x* ,
0 , .
:

f ( xk )

(2.49)

xk 1 xk

(2.50)

f ( xk ) f ( xk 1 )

(2.51)

, (2.50) (2.51).
,
,
(2.49).
Himmeblau [9] , (2.50)
(2.51).
, xk f ( xk ) ,

xk 1 xk

f ( xk ) f ( xk 1 )

(2.52)

xk 1 xk , f ( xk ) f ( xk 1 )

(2.53)

xk

f ( xk )

71

72 .

 3

3.1

.
(QP)

min Q( x)

1 T
x Gx g T x
2

(3.1)

aiT x bi , i E

(3.1)

aiT x bi , i I

(3.1)

G n n , E I

, X x R n : aiT x bi , i E ; aiT x bi , i I
(3.1). G
(Agoston[2] Nocedal&Wright[15]),

x R n .
G , (3.1a)-(3.1)
, x *
. G , (3.1a)-(3.1)
QP x * .

74

G , (3.1a)-(3.1) QP ,
.
g f

f .

3.1 ( ) x *
QP (3.1)-(3.1). *i (i 1,..., m)

g Gx* *i ai

(3.2)

aiT x* bi , i E

(3.2)

aiT x* bi , i I

(3.2)

*i aiT x* bi 0 , i I

(3.2)

i 1

*i 0 , i I

(3.2)

d T Gd 0 , d G( x* , * )

(3.3)

d T ai 0,
iE

G ( x* , * ) d 0 d T ai 0,
i I ( x* )
.
T
*
*

d ai 0, i I ( x ), i 0

3.2. ( ) x * *
.
d Gd 0 , 0 d G( x , ) , x *
T

(3.1)-(3.1).

2.13 2.14
2.6 2,
, .
, (3.1a)(3.1).
3.3. ( ) x *
(3.1)-(3.1). x *
( x , ) , (3.2)*

(3.2) :

d T Gd 0 , d G( x* , * )

d T ai 0,
iE

G ( x * , * ) d 0 d T ai 0,
i I ( x* )
.
T
*
*

d ai 0, i I ( x ), i 0

. x * . 3.1
* (3.2)-(3.2) .

0 d G( x* , * ) . t 0 ,
x* td X
, d , t 0 ,

1
Q( x* ) Q( x * td ) Q( x* ) td T (Gx* g ) t 2 d T Gd
2
m
1
Q( x* ) t *i aiT d t 2 d T Gd
2
i 1
1
Q( x* ) t 2 d T Gd
2
d , (3.3) .

75

76
, . , .
*
x * . , xk x k d k X

Q( xk ) Q( x* k d k ) Q( x* )
k 0 , k 0 , d k d .

d G( x* , * )
, - 2.14 --
:

1
L( x* , * ) L( xk , * ) L( x* , * ) k2 d kT Gdk o( k2 )
2
k ,
2

d T Gd 0

(3.4)

d G( x , ) , (3.4)
*

(3.3). .
,

x* R n * R m , (3.2)-(3.2) .

3.2
,
,
,
.
, G .
3.1 QP (3.1a)(3.1) (3.2)-(3.2).

y A g

(3.5)

t i aiT x b , i I

A aij

i 1,...,n
j 1,...,m

R nm , 1 ,..., m

(3.6)

R m .

(3.2) y Gx , , (3.2)-(3.2)

AT x b 0,...,0, tme 1 ,..., tm

(3.2)-(3.2)

b AT
x 0,...,0, t me 1 ,..., t m ,0,...,0
G 1 y

(3.7)

A y g

(3.7)

i 0 , i I

(3.7)

ti i 0 , i I

(3.7)

ti 0 , i I

(3.7)

77

78
, (3.7)-(3.7)

max bT
,y

1 T 1 def
y G y Q ( , y )
2

(3.8)

A y g

(3.8)

i 0 , i I

(3.8)

(3.1a)-(3.1).
(3.8)-(3.8)

max L( x, )
x ,

1 T
x Gx g T x T ( AT x b)
2

(3.9)

x L( x, ) 0

(3.9)

i 0 , i I

(3.9)

y (3.8) (3.5)
(3.8)-(3.8) :

minm (b AT G 1 g )T
R

1 T T 1
( A G A)
2

(3.10)

i 0, i I

(3.10)

x ( , y) (3.1a)-(3.1)
(3.8)-(3.8) , :

1 T
x Gx
2

T Ax i ti y T G 1 y
2
iI

Q( x) Q ( , y ) xT ( A y )

i ti
iI

1 T
x Gx y T G 1 y 2 x T y
2

(3.11)

t i (3.6). ,

Q( x) Q ( , y)

(3.12)

(3.11) (3.12)

a
i

iI

T
i

x bi 0

(3.13)

x G 1 y

(3.14)

(3.14) (4.13) (3.2)

(3.2) . , ,
.
3.4. G .
, x* X (3.1)(3.1) ( , y ) (3.8)*

(3.8).
3.5. G .
(3.1)-(3.1)
(3.8)-(3.8) .
. (3.12), ,
(3.8)-(3.8)
. ,
,

, bi ~
x 0, i E

, bi ~
x 0, i I

T
i
T
i

(3.15)

(3.15)

0,...,0,1 ~x 0,

(3.15)

79

80
~
x R n1 . 1.13 ,
i i 1,..., m

0,...,0,1 i aiT , bi i aiT bi

iE

iI

.
m

a
i 1

i i

b
i 1

i i

(3.16)

(3.17)

i 0 , i I
i t i , (3.16) A tA 0 . (3.8)
y g . , t , (3.8) (3.17)

Q ( , y) t

, t 0 , t1 ,..., t m

y g

(3.8)-(3.8) .
.

m

L( x, ) Q( x) i (aiT x bi )
i 1

L( x, ) ( x, ) | i 0, i I .
L( x, )

G
2 L ( x, ) T
A

A
0

0 2
0
I G 1 A G
I

L
(
x
,

AT G 1 I
T
1
I 0 A G A

0
L( x, ) n ,
2

A , rank (A) . , L( x, )
. * ,

R m | i 0, i I
, ( x , )
*

L( x* , ) L( x* , * ) L( x, * )

(3.18)

x X , X (3.1) .
, x X ,

max L( x, ) Q( x)

y A g
( , y) (3.8)-(3.8).

( , y )

x L( x, ) 0 ,
minn L( x, ) bT
xR

1 T 1
y G y Q ( , y )
2

81

82
( x , ) (3.2)-(3.2) . y A g .
*

(* , y * ) (3.8)-(3.8), x X
,
L( x, * ) Q (* , y* ) L( x* , * ) Q( x* ) L( x* , )
( x , ) L( x, ) .
*

L( x* , ) L( x* , * ) L( x, * )
x X ,
m

Q( x* ) i (aiT x* bi ) Q( x* ) *i (aiT x* bi )
i 1

i 1

Q( x) *i (aiT x bi )
i 1

,
m

(
i 1

*i )(aiT x* bi ) 0

(
iE

*i )(aiT x* bi ) ( i *i )(aiT x* bi ) 0

(3.19)

iI

, ,

aiT x* bi , i E
aiT x* bi , i I
ak x bk , k E . i *i , i k k *k 1 ,
T

(3.19) ak x bk .
T *

T *
ak x bk k E ,
T *
. ai x bi , i E .

, k I

k *k 1 i *i i k
, ,

akT x* bk 0 , k I
k I ,

aiT x* bi 0 , i I
x * .
0 , (3.18) L( x , ) L( x ,0) ,
*

(a
i 1

*
i

T
i

x* bi ) 0

(3.20)

(3.20) (3.18) * , x X
m

Q( x * ) Q( x * ) *i (aiT x * bi )
i 1

L( x , )
*

L( x, * )
m

L( x, * ) *i (aiT x bi )
i 1

Q( x)
x * .

83

84
, ,
,
.
3.6. ( )
G . , x* X
(3.1)-(3.1) *

x ,
*

L( x, ) .

L( x* , ) L( x* , * ) L( x, * )
x X .

3.3

minn Q( x) g T x
xR

1 T
x Gx
2

AT x b

(3.21)
(3.21)

g R n , b R m , m n , A [ai , j ] i 1, ...,m , G R nn G

j 1, ..., n

.
, rank ( A) m . A
.
, .

x
A
g
G
x B , A B , g B , G BB
xN
AN
g N
GNB
xB R , xN R
m

nm

GBN
GNN

(3.21)

AB .

, (3.21)

ABT xB ANT xN b

(3.21)

AB ,

b A x

xB AB1

T
N

(3.22)

(3.21) :

min

xN R n m

1 T
xN GN xN g TN xN c
2

(3.23)

(3.21),

g N g N AN AB1 g B [GNB AN AB1GBB ] AB1 b

G N GNN GNB ( AB1 )T ANT AN AB1GBN AN AB1GBB ( AB1 )T ANT
c

1 T 1
b AB GBB ( AB1 )T b g BT ABT b
2

G N , (3.23)

x*N G N1 g N
. , (3.21)-(3.21)

xB* ( AB1 )T b ( AB1 )T ANT 1

x *

GN g N
x
0

N
*

* x * .

(3.24)

85

86

g Gx* A*
,

* AB1 ( g B GBB xB* GBN x*N )

G N (3.23) ,

( I G N G N ) g N 0

(3.25)

. g N R(G N ) , (3.23)
,

x*N G N g N ( I G N G N ) ~
x

(3.26)

~
x R nm , G N
G N . , (3.21)-(3.21)
(3.26) (3.22). (3.25) ,
(3.23) , , (3.21)-(3.21)
, .
G N ,
(3.23) , (3.21)(3.21) .

.

3.1.

min Q( x) x12 x 22 x 23

(3.27)

x1 x 2 x 3 1

(3.27)

x2 x3 1

(3.27)

(3.27)

x2 x3 1

(3.28)

(3.27)

x 1 2x 3

, x B x 1

x2

(3.29)

, x N x 3 . (3.28)-

(3.29) (3.27)

min 4 x3 ( x3 1) 2 x3
2

x 3R

(3.30) x3

(3.30)

1
1
. x3
2
2

(3.28)-(3.29)

x 1
2

1
2

(3.27)-(3.27).

g * A* ,
2 1 0 *
3 1 1 1

*
1 1 1 2
*
*
1 2 2 1 .

87

88
.
AB ,
(3.24) .

. R n .

R n R( A) N ( AT ) , R( A) { w: w Av } , v ,
() , N ( AT ) {w: Aw 0}
() . y 1 ,..., ym
N ( A ) . Y [ y 1 ,..., ym ] ,
T

T
R(Y ) R( A) Z [ z1 ,..., znm ] , R(Z ) N ( A ) , Y Z

n m n (n m) . ,

Y Z

. AT Y AT Z 0 .

x Y x Z x
x R , x R
m

nm

, (3.21),

b AT x AT Y x
, (3.21)-(3.21)

x Y ( AT Y ) 1 b Z x

(3.31)

(3.31) (3.21)

min ( g GY ( AT Y ) 1 b)T Z x

xR n m

1 T T
x Z GZ x
2

(3.32)

R nm .
1

, Z T GZ Z ( g GY ( A Y ) b)
T

, . Z T GZ ,
(3.32)

(Z T GZ ) x [Z T GZ ( AT Y ) 1 b Z T g ]

(3.33)

x * (Z T GZ ) 1 Z T ( g GY ( AT Y ) 1 b)

(3.34)

(3.33)
( .2 Nocedal&Wright[15]) . , , (3.34) (3.31)
(3.21)-(3.21)

x* Y ( AT Y ) 1 b Z ( Z T GZ ) 1 Z T ( g GY ( AT Y ) 1 b)
( I Z ( Z T GZ ) 1 Z T G) Y ( AT Y ) 1 b Z ( Z T GZ ) 1 Z T g

(3.35)

, A g Gx , Y T
*

AT Y ,

(Y T A) * Y T ( g Gx* )

* ( AT Y ) T Y T [ g Gx* ]
( AT Y ) T Y T [ Pg GPT Y ( AT Y ) 1 b]

(3.35)

P I GZ (Z T GZ ) 1 Z T

(3.36)

R n R(A) . , Y

AT Y I
AT Y , (3.31)

x Yb Z x
x R nm (3.35)-(3.35)

89

90

x* Yb Z (Z T GZ ) 1 Z T ( g GYb)

PT Yb Z (Z T GZ ) 1 Z T g

(3.37)

* Y T ( g Gx* ) Y T ( Pg GPT Yb)

(3.37)

(3.31) (3.21)-(3.21)
T

N ( A ) .
zi (i 1,..., n m) Z ,
AT ,
(3.21)-(3.21)
(3.32) . ,
().

Z , ()

N ( AT ) . Z
(3.21)-(3.21).
.

A1
Y B
0
AT AT
Z B N
I

QR A .

R
R
A Q Q1 Q2 Q1 R
0
0

nn

( QT Q I ),

R m m

- .

Y A

Q1R T ,

Z Q2

(3.38)

Y Z . Y Z

AT Y I AT Z 0 ,

AT Y
Y

Z I 0

Z , V R n( nm)
1

AT
Z T
V

Y T
1
V T
Z

(3.39)

V R n( nm)

Y Z . ,
0
V

I nm
(3.24).
V Q2 , (3.38)
.

g Gx A
AT x b

91

92

G
AT

A x
g

0
b

(3.40)

G
AT

A
0

(3.41)

(3.21)-(3.21).
A ,

Z T GZ

, (3.41)
.
3.7. A R nm .
Z T GZ .
(3.41) . ,

x ,
*

(3.40).

. . (3.41)
, ( p, v) 0

G
AT

pR

A p
0
0 v

(3.42)

p
v R . , A p 0 .
v
T

(3.42),

p
0
v

G
AT

A p
pT Gp

0 v

p N ( A ) Z [ z1 ,..., znm ] N ( A ) ,
T

p Zu , u R nm

0 pT Gp uT Z T GZu .

Z T GZ u 0 ,

p Zu 0

(3.43)

, (3.43) Av 0 . A
, v 0 , (3.43)
( p, v) 0 . .
. U R nn ,

W R nm T R mm

G
AT

A
0

U W
T
T
W

(3.44)

(3.40)

x* Ug Wb
(3.45)

* W T g T b

(3.45)

(3.41) , (3.44)
,
(3.45)-(3.45).
G A ,

( AT G 1 A) 1 . U , W T (3.44)

U G 1 G 1 A( AT G 1 A) 1 AT G 1

(3.46)

W G 1 A( AT G 1 A) 1

(3.46)

T ( AT G 1 A) 1

(3.46)

93

94
(3.40)

x* G 1 g G 1 A( AT G 1 A) 1[ AT G 1 g b]

(3.47)

* ( AT G 1 A) 1[ AT G 1 g b]

(3.47)

, A Z T GZ
, .
, Y Z (3.39), U , W T
(3.44)

U Z (Z T GZ ) 1 Z T

(3.48)

W PT Y

(3.48)

T Y T GPT Y

(3.48)

P (3.36). (3.48)-(3.48) (3.45)(3.45) (3.37)-(3.37).

.

3.4
QP
(3.1a)-(3.1).

QP
(3.1a)-(3.1) .
? ,
ci ( x) 0 , i 1,..., k ,
, . x

, ci ( x) 0

ci ( x) 0 ci ( x) 0 .
.
ci (x) x x
I (x) ( Nocedal&Wright[15]).
. G
(3.1a)-(3.1) . G
. ,

, ,
.
.
3.1 x * QP (3.1)(3.1). x * :

1
min g T x x T Gx Q( x)
2

aiT x bi , i E I ( x* )

(3.49)
(3.49)

, x * (3.1)-(3.1)
(3.45)-(3.45), *

*i 0 , i I ( x* )

(3.50)

x * (3.1)-(3.1).
. , x * , (3.1a)-(3.1)

(3.49)-(3.49) ,
(3.1a) (3.1) (3.49)-(3.49).
x * (3.1a)-(3.1) (3.49)(3.49). i (i E I ( x* ) )

95

96

Gx* g

i
iE I ( x* )

*
i

*i (aiT x* bi ) 0 , *i 0 , i I ( x* )

(3.51)

(3.51)

*i 0 , i I \ I ( x* )

(3.52)

(3.51)-(3.52) :
m

Gx* g *i ai

(3.53)

aiT x* bi , i E

(3.53)

i 1

aiT x* bi , i I

(3.53)

*i 0 , i I

(3.53)

*i (aiT x* bi ) 0 , i

(3.53)

x * (3.1a)-(3.1).

, ,
.
.
,
*
S k E I ( x ) .

S k
(3.1a)-(3.1), (3.50) .
(3.50) , ,
. , ,
Q() . ,
S k

. QP
S k (3.1a)-(3.1),
S k
.
, xk S k
.
S k . d xk .
QP d .

minn
dR

1
( xk d ) T G ( xk d ) g T ( xk d )
2

aiT d 0 , i S k

(3.54)
(3.54)

1 T
d Gd g kT d
2

(3.55)

aiT d 0 , i S k

(3.55)

minn
dR

g k Q( xk ) G xk g . (3.54)-(3.54)
d k ( k - (3.54)-(3.54))
(ik ) (i S k ) . d k 0 , xk

1 T
x Gx g T x
2

(3.56)

aiT x bi , i S k

(3.56)

minn
xR

, (ik ) 0, i S k I , xk
(3.1a)-(3.1), . ,

97

98
, (ikk ) 0 . ,

ik - S k .
QP . ,
, i 0 , ik

i min (ik )
k

iSk I
(ik ) 0

(3.57)

S k Sk \ ik

d k 0 . xk d k
,

xk 1 xk d k
, d k

xk 1 xk k d k
k . xk k d k
[ xk , xk d k ] xk d k .
k . xk k
. , i S k ,
. ,
i S k .
.
T
ai d k 0 , i S k , k 0

aiT ( xk k d k ) aiT xk bi , i Sk
.
T
ai d k 0 , i S k , k 0

aiT ( xk k d k ) bi , i Sk

bi aiT xk
, i Sk
aiT d k

k min

iSk
aiT d k 0

bi aiT xk
aiT d k

(3.58)

k [0,1]
,

bi aiT xk

k min 1, min

T
iS
aiT dk k 0 ai d k
k 1 . (3.58) , j S k

k
,

b j a Tj xk
a Tj d k

(3.59)

99

100

aTj xk 1 aTj xk k aTj d k b j .

j S k ,
xk 1 . ,
, , S k 1 S k { j } .
k 1 , . S k 1 S k .

.
3.1. ( )
1: x 1 , S1 E I ( x 1 ) , k 1;
2: d k (3.54)-(3.54).
d k 0 , 3;
d k 0 , (ki ) Gxk g

(ik ) 0 , i S k I , ;
ik (3.57).

S k S k \ { ik } , xk 1 xk , 4.
3. k (3.59)

iSk

(k )
i

ai .

xk 1 xk k d k ;
k 1 , 4;
j S k

aTj ( xk k d k ) b j ;
S k S k { j } ;
4. S k 1 S k ; k k 1 , 2.
, 3.1. 3.1
.

xk X , k
.

Q( xk 1 ) Q( xk ) , k
, , d k 0 (. xk (3.56)-(3.56))

k 0 ,
Q( xk 1 ) Q( xk )
,
(3.1a)-(3.1).
;
,

101

102
S k , . ,
k d k 0 .
k xk
(3.56)-(3.56). ,

S k ,
{Q( xk )} . ,
k 0

Q( xk 1 ) Q( xk ) , k k0
k k0 ,

k 0

(3.60)

dk 0

(3.61)

. ,
S k ,
S k .
k

dk 0
k

dk 0

, k2 k1 k0

d k1 0 , d k2 0

(3.62)

d k 0 , k1 k k2

(3.63)

k2 k1 1

(3.64)

4.4.3. k 0

Q( xk 1 ) Q( xk ) , k k0 .
k2 k1 k0 (3.62)-(3.64),

S k2 S k1
. (3.62) i

(k 1)

g Gx

iSk1

(k 1)
i

(3.65)

x xk0 . (3.60)-(4.61), xk x , k k0 .
d k1 1 0 , k1 1 0 ,

j S k1 1
j S k1 2 ,

j I (x )

(3.66)

103

104

aTj d k1 1 0

(3.67)

d k (3.54)-(3.55) . d k
,

( g G x ) T d k11 0

(3.68)

(3.65),(3.68) S k1 1 S k1 \ { ik 1 } ,

(ik ) aiT d k 1 0
1

k1

k1

(3.69)

aiTk1 d k1 1 0
{ ik } . (3.67)-(3.69) j ik1 .
, (3.66) j S k1 . , j S k1 2 S k2 .
S k2 S k1 .
,
.
3.8. k , ai ( i E I ( xk )) ,
, 3.1
(3.1)-(3.1)
, , , (3.1)-(3.1)
.

. (3.1a)-(3.1) ,

{ xk } .
(3.54)-(3.54) d k 0 , xk
(3.56)-(3.56) S k .
(ik ) 0 , i S k I , xk
(3.1a)-(3.1). , (ikk ) 0 , (ik S k I )
d k

aTj d k 0 , j S k , j ik

(3.70)

aiTk d k 0

g kT d k (( k ) )T AkT d k (aiTk d k )(( k ) )T eik (aiTk d k )(ikk ) 0

(3.70) (3.54) .

S k S k \ { ik } , QP
.

k 0
Q( xk 1 ) Q( xk )

, ,
S k , { xk } .

105

106
d k 0 k 1 , S k 1 S k (3.54)-(3.54)
xk 1 , , xk 1 (3.49)-(3.49).
d k 0 k 1, xk 1 (3.49)-(3.49).
(4.55) 3 3.1,

j S k , j - . ,
S k 1 . ,
n , S k n ,
n , (3.55)
d k 0 . , n -. ,
xk (3.56)-(3.56) n
.
,
(3.1a)-(3.1).
,
QP ,
G .
3.3 G S k ,
(3.54)-(3.54) . d k
T
ai d k 0 (i S k ) , ,

d kT Gdk 0
, ,

Q( xk )T d k 0 , d kT Gdk 0

Q( xk ) g G xk .

i S k , aiT d k 0 ,

(3.1a)-(3.1) . ,
T
i S k ai d k 0 . ,

k 0

, xk d k (3.1a)-(3.1).
k , , xk k d k
.

3.5

1 T
x Gx
2

(3.71)

aiT x bi , i E

(3.71)

aiT x bi , i I

(3.71)

minn g T x
xR

G , 3.2

minm (b AT G 1 g )T
R

1 T T 1
( A G A)
2

i 0, i I

(3.72)
(3.72)

107

108

(3.72)-(3.72).

minm (b AT G 1 g )T
R

1 T T 1
( A G A)
2

i 0, i S k

(3.73)
(3.73)

S k I (3.72)-(3.72).
k (3.73)-(3.73).

xk G 1 ( g A k )

G xk g A k

(b AT G 1 g AT G 1 A k )i 0 , i Sk

( AT xk b)i 0 , i Sk
xk

1 T
x Gx
2

(3.74)

aiT x bi , i S k

(3.74)

minn g T x
xR


S k I E \ S k . (3.74)-(3.74)
(3.26)-(3.27).
(3.73)-(3.73) :

( AT G 1 A k b AT G 1 g )i ( AT xk b)i aiT xk bi , i Sk
k (3.72)-(3.72).
(3.73)-(3.73) , xk
(3.71)-(3.71). Ak
ai (i S k ) , k k ,
i S k .

(b AT G 1 g AT G 1 A k )i 0 , i Sk

(3.75)

bi aiT G 1 g aiT G 1 Ak k 0 , i Sk
.

b( k ) AkT G 1 g AkT G 1 Ak k 0

(3.75)

b (k ) b i S k .
(3.75)

k ( AkT G 1 Ak ) 1 [b( k ) AkT G 1 g ]

(3.76)

(3.75) ,
, ik S k

109

110
ik S k . , ik
p . , S k 1 S k { p} .

k k

0 k

k 1
(3.76)

AkT G 1 Ak
T 1
a p G Ak

0
AkT G 1a p k

T
1
a p G a p k bp a p xk

( AkT G 1 Ak ) 1 AkT G 1a p

k 1 k k

(3.77)

xk 1 xk G 1 Ak 1 k 1 k
0

xk k G 1 ( I Ak ( AkT G 1 Ak ) 1 AkT G 1 )a p

Ak* ( AkT G 1 Ak ) 1 AkT G 1

yk Ak*a p

(3.78)

k 1 k 1 0 , (3.77) (3.78)

0 k min

jS k
( yk ) j 0

( k ) j
( yk ) j

G 1 ( I Ak Ak* ) a p 0
yk 0 ,

yk

y
T
1 ( AkT1G 1 Ak 1 ) k 0
1

yk

1 (b( k 1) AkT1G 1 g ) bp aTp xk 0

T

(3.73)-(3.73) . ,
(3.71)-(3.71)
.
3.2. ( )
1. x 1 G 1 g , f1

1 T
g x 1 , S1 ; k 1, 1 , q 0.
2

T
2. ri bi ai xk , i 1,..., m .

ri 0 , .
p rp max ri ;
1i m

k
;
0

3. d k G k a p G 1 ( I Ak Ak* ) a p ; yk Ak*a p .

111

112

j |(y )
k

0 , j Sk ,

k min

( yk ) j 0
jSk

( k ) j
( yk ) j

( k ) l
( yk ) l

k .
4. d k 0 , 5.
k , ( )

S k S k \ { l }; q q 1;

yk
;
1

k k k

*
Ak G k ; 3.

5. (bp aTp xk ) / aTp d k ;

k min{ k , };
xk 1 xk k d k ;

f k 1 f k k aTp d k k (k 1 ) q1 ;
2

yk
;
1

k 1 k k

6. k , 7.

Sk 1 Sk { p}; q q 1;
*
G k 1 Ak 1 , k k 1 ; 2.

7. S k 1 S k \ { l }; q q 1;
l - k k ;
*
G k Ak , 3.

G LLT
1
QR L Ak , .

R
L1 Ak Qk k .
0

G 1 . Powel [18]

R
Ak Qk k Qk(1)
0

R
Qk( 2) k
0
( 2) T

( 2)

[Qk ] G Qk

113

114

U kU kT [Qk( 2) ] T G Qk( 2)
U k - . Powel[18],
(1)

Qk , Rk U k .

3.6 -

-

. ,
.

:

minn cT x
xR

(3.79)

Ax b

x0
c x R n , b R m A m n .
(3.79)

maxm bT
R

AT s c

s0

(3.80)

R m s R n . -
(3.79) (3.80) -- ()
:

AT s c

(3.81)

Ax b

(3.81)

xi si 0 , i 1,..., n

( x, s) 0

(3.81)
(3.81)

s
Ax b x 0 , .
- -
( x* , * , s* )
(3.81)-(3.81)

( x, s) 0
.
-
(3.81)-(3.81)
F : R 2nm R 2nm :

AT s c

F ( x, , s) Ax b 0

XSe

( x, s) 0

(3.82)

(3.83)

X diag ( x 1 , x 2 ,..., xn ) , S diag (s 1 , s 2 ,..., sn ) e (1,1,...,1)T ,

diag (A) A .
-

( x k , k , s k ) (3.83) , .

115

116

( x, s) 0 . x k 0 s k 0 .
.
F ( x, , s) 0 ,
( x, s) 0 , .
F
(x, , s)

x
J ( x, , s ) F ( x, , s)
s
F1
x
1
J
Fm
xm

F1
xn

F .
Fm

xn

, :

0 AT

A 0
S 0

I x 0

0 0
X s XSe

(3.84)

,
( x, s) 0 . ,
,
:

( x, , s) (x, , s)
(0,1] .
,
.

3.6.1
C
- .
(3.79).

3.1. C
0 ( x , , s ) C

AT s c

(3.85)

Ax b

(3.85)

xi si , i 1,2,..., n

(3.85)

( x, s) 0

(3.85)

(3.85). (3.81)
xi si

i . (3.85)-(3.85) :

C ( x , , s ) | 0

117

118
( x , , s )

0 F 0 :

F 00 ( x, , s) | Ax b , AT s c , ( x, s) 0
F

. C .
C F
(3.82), :

0
F ( x , , s ) 0 , ( x , s ) 0
e

(3.86)

(4.85)-(4.85) (4.81)-(4.82)
0. C
0, -
. -
C 0 ,
F .
( x, s) 0 ,

. ,
[0,1]
:

1 n
xT s
x
s

ii n
n i1

xi si .

(3.86),

0 AT

A 0
S 0

I x
0

0
0

X s XSe e

(3.87)

(x, , s) ( x , , s ) C ,
xi si

, (3.84)
(3.81)-(3.82) .
1 , (3.87) .
( x , , s ) C .
0 , (3.87) .
-
.
3.3 (- )
( x 0 , 0 , s 0 ) F
F0
0

k 0,1,2,...

A
S k

AT
0
0

I x k
0

0
0

X k s k X k S k e k k e

k T k
k [0,1] k ( x ) s / n;
k 1
k 1
k 1
k
k
k
k
k
k
( x , , s ) ( x , , s ) k (x , , s )

k ( x k 1 , s k 1 ) 0 .
()

119

120
,

( x 0 , 0 , s 0 ) .
x 0 s 0 .
(3.87).
:

rb Ax b , rc AT s c ,
:

0 AT

A 0
S 0

I x
rc

0
rb

X s XSe e

(3.88)

3.6.2 -

, .

:

min Q( x)

1 T
x Gx x T G
2

Ax b

(3.89)
(3.89)

g R n , b R m , A R mn G R nn
. (3.89)-(3.89)
: x * (3.89)-(3.89),
*

( x, ) ( x* , * ) :

Gx AT g 0

(3.90)

Ax b 0

(3.90)

( Ax b)i i 0 , i 1,2,..., m

(3.90)
(3.90)

y Ax b , :

Gx AT g 0

(3.91)

Ax y b 0

(3.91)

yi i 0 , i 1,2,..., m
( y, ) 0

(3.91)
(3.91)

,
, , (3.89)-(3.89)
. ,
(3.91)-(3.91).
.

Gx AT g

F ( x, , s) Ax y b , ( y, ) 0

Ye

Y diag ( y1 , y2 ,..., ym ) , diag (1 , 2 ,..., m ) , e (1,1, ... ,1)T

( x, , s) ( y, ) 0 ,

1 m
yT
yi i
m i 1
m

121

122
C ( x , y , ) ( 0)
:

0
F ( x , y , ) 0 , ( y , ) 0
e
(x, y, ) ( x , y , )
. (3.88),

G AT

0
A
0
Y

0 x
rg

I y
rb

Se e

rg Gx AT g , rb Ax y b
,

( x , y , ) ( x, y, ) (x, y, )

( y , ) 0 .

-
Wright[22].

4

(SQP)


(SQP). SQP

.
SQP . ,
SQP

. ,

.

4.1 SQP

min f ( x)

(4.1)

c( x) 0

(4.1)

f : R n R c : R n R m .
,

123

124 (SQP)
(4.1), SQP
.
SQP (4.1) xk
,
, xk 1 .


SQP . ,
SQP , ,

(4.1).
2.6 2

L( x, ) f ( x) T c( x) .

A(x) ,

A( x)T c1 ( x), c2 ( x) , ... , cm ( x)

(4.2)

ci (x) i - c(x) .

, n m n m x
:

f ( x) A( x)T
F ( x, )
0
c
(
x
)

(4.3)

A* A( x * ) , ( x* , * )
(4.1) (4.3).

(4.3) ( Chapter 11
Nocedal&Wright[15]).
(4.3)

 (SQP)

W ( x, ) A( x)T

0
A( x)

(4.4)

W ( x, ) 2xx L( x, )

(4.5)

( xk , k ) :

xk 1 xk pk
,
k 1 k p

(4.6)

pk p

Wk

Ak

T
Ak pk f k AkT k

ck
0 p

(4.7)

Ak A( xk ) Wk W ( xk , k ) .
, -
, .
3
.
4.1.
) Ak .
) Wk
. d Wk d 0 d 0 , Ak d 0 .
T

, ,
A( xk )T .

125

126 (SQP)
, ( x, )
( x* , * ) .

(4.6) (4.7)


( x* , * ) .

4.1.1 SQP

(4.6) (4.7).
( xk , k ) :

min
p

1 T
p Wk p f kT p
2

(4.8 )

Ak p ck 0

(4.8 )

4.1 , ,

( pk , k ) :

Wk pk f k AkT k 0

(4.9 )

Ak pk ck 0

(4.9 )

pk k
(4.7). Ak k
T

(4.7), :

Wk

Ak

AkT pk f k

0 k 1 ck

(4.10)

 (SQP)

, ,
p pk

k 1 k .

. SQP
. 4.1 xk ,

( xk 1 , k 1 )

(4.8)
(4.6),(4.7) .
.
, , , SQP

.
SQP .
4.1. ( SQP )
( x0 , 0 ) ;
k 0,1, 2,...
f k , f k , Wk W ( xk , k ) , ck Ak ;
(4.8) pk k ;

xk 1 xk pk ; k 1 k ;

( xk 1 , k 1 ) ;
()
,

F ( x, ) 0 .

127

128 (SQP)
, 4.1 ( x* , * ) (4.1),
f c -
, ( x0 , 0 ) ( x* , * ) ,
4.1
( x* , * ) .
(4.8)
,

f kT p x L( xk , k )T p , (4.8)
. (4.8)

SQP . (4.1)

(4.1).

, (4.8).

4.1.2 SQP

SQP

min f ( x)

(4.11)

ci ( x) 0 , i E

(4.11)

ci ( x) 0 , i I

(4.11)

,
, :

 (SQP)

min

1 T
p Wk p f kT p
2

(4.12)

ci ( xk )T p ci ( xk ) 0 , i E

(4.12)

ci ( xk )T p ci ( xk ) 0 , i I

(4.12)

, 3, .
SQP (4.11) 4.1
, : pk
k 1 ,
(4.12).

.
( x* , * ) i I
i ci ( x ) 0 .
*

4.1. x * (4.11).
A* x *
, d TW* d 0 , d 0 , A* d 0 ,

W* W ( x* , * )

.
, ( xk , k ) ( x* , * ) ,
(4.12), Ak
A( x* )
(4.11) x * .
IQP
, , , QP, QP
.

129

130 (SQP)

4.1.3 IQP v.s EQP

SQP
(4.11).
, (4.12),

. IQP ,
.
, QP (4.12)
,
. QP
, ,
,
, ,
. hot start
.

,
(4.8),
,
.

, . QP

(4.12)
.
QP , (
Chapter 16 Nocedal&Wright[15]). ,
,

. QP
.

T

p Wk p (4.12),

 (SQP)

p k ( Chapter 4
Nocedal&Wright[15]) p
.

(
T

p Wk p ) .

4.2
4.2.1
,
(4.8).

Wk xx L( xk , k ) (4.5).
- Bk ( Chapter 8
Nocedal&Wright[15]), .
4.1 , (4.8)
(4.10). 3
. ,
,
QP , QP .

(n m) (n m)
(4.10) . ,
LDLT , D
1 1 2 2 , L - .
.

131

132 (SQP)
p k
k 1 .
(4.10)
QMR LSQR ( Chapter 16 Nocedal&Wright[15]).
,
.
,
QP .
.

Wk , (4.10)

pk k 1 :

A W
k

1
k

AkT k 1 AkWk1 f k ck

(4.13)

Wk pk f k AkT k 1

(4.13)

-
H k

Wk1 . (4.13),
1 T
1
AkWk Ak Wk

. , , ,
1

Wk
1 T
AkWk Ak .

 (SQP)

()

QP .
Yk Z k
AT Ak , .
,

pk Yk p Y Z k pZ
(4.10)
p Y p Z :

AkYk p Y

Z W Z p
T
k

ck

Z kTWk Yk p Y Z kT f kT

(4.14)
(4.14)

k 1 , QP
, :

AkYk T k 1 YkT (f k Wk pk )

(4.15)

Wk
T

Z k Wk Z k . 3
,
3.3.

pk .
pk (4.15),
pk k 1 . ,
pk 0 , f k
. , QP
.

133

134 (SQP)

Yk AkT ( Yk Ak
), :

k 1 Ak AkT Ak f k
1

(4.16)

min f k AkT

(4.17)

,
,

(4.3) . ,

. , 4.3 5.6,
pk (4.14) ,
xk 1
k (4.16),
xk 1 .
, ,
QP x
x .
,
T

Z k Wk Yk p Y (4.14),

(Z kTWk Z k ) pZ Z kT f k

(4.18)

T
T
Z k Wk Z k , Z k Wk Yk .

Z k Wk Yk pk

 (SQP)

, p Y 0
p Z , (4.18)
(4.14).

4.2.2
QP
,
(4.12). 3.1
. Wk
,
, .

hot start .
, ~
p
. ,
, QP
QP .
,
-
. hot start
QP
. QP
(4.12) (4.12)
.
, n 1 x 1 x 2 0 ,
xk 3

3 p 1 9 6p 0
.

135

136 (SQP)
, QP
.
, ,
(4.12)-(4.12),
,
min f ( x) eT (v w)

(4.19)

ci ( x) vi wi 0 , i E

(4.19)

ci ( x) vi wi 0 , i I

(4.19)

v0

(4.19)

eT (1,1, ... ,1) .

(4.11)
,

, (4.11) (4.19) . ,

, (4.19)
.

100 f ( xs ) , .
x s
.
,
(4.19).
(4.12)
, 3.6 QP
.
.

 (SQP)

4.3
Wk (4.18).

(4.1) . QP
(4.3) Wk
xx L( xk , k ) ( (4.5)).
2

. ,
, .
,
.
Wk .

4.3.1

Bk

2xx L( xk , k ) . , BFGS
, .
, -
, Chapter 8 Nocedal&Wright[15].
Bk , k - k 1 -
s k y k , :

sk xk 1 xk , yk x L( xk 1 , k 1 ) x L( xk , k 1 )

(4.20)

Bk

Bk 1 Bk

Bk sk skT Bk yk ykT
T
skT Bk sk
y k sk

(BFGS)

137

138 (SQP)
-

L( x, ) ( ).
.
xx L
2

, - {Bk }
,
, BFGS
.
2
xx L , BFGS

. , BFGS s k y k
sk yk 0 ,
T

s k y k (5.20),

.
, BFGS
:

skT yk skT Bk sk

(4.21)

( 102 ).
SQP
. ,
, . BFGS ,
.
.


y k .

 (SQP)

4.1 ( BFGS SQP)

s k y k (4.20)
rk k yk (1 k ) Bk sk

k :

1,

T
k (0.8sk Bk sk )
(sT B s sT y ) ,
k k k k k

skT yk 0.2skT Bk sk
skT yk 0.2skT Bk sk

(4.22)

Bk :

Bk 1 Bk

Bk sk skT Bk rk rkT
T
skT Bk sk
sk rk

(4.23)

(4.23) (BFGS) , y k
rk . Bk 1 ,

k 0 , Bk 1 Bk , k 1
( )
BFGS . , k (0,1)

Bk

BFGS . k

Bk , .
BFGS SQP
. , ,

.
,
. , ,

139

140 (SQP)

2xx L( x, ) .

(4.24)

. ,

(
), .

4.3.2
:

LA ( x, ; ) f ( x) T c( x)

1
c( x)
2

(4.25)

. Chapter 17 Nocedal&Wright[15]

( x* , * ) ,
,

2xx LA 2xx L( x* , * ) 1 A( x* )T A( x* )

(4.26)

* .

(4.25)

A( x)T ,
A(x) . , Wk (4.8)

2xx L( xk , k ; ) , , - Bk
.

, SQP
.
. ,
* ,
, ,

 (SQP)

(5.26)
, .
,
L A ,
T

yk s .
A

, y k :

ykA x LA ( xk 1 , k 1 ; ) x LA ( xk , k 1 ; )
yk 1 AkT1 ck 1
(4.20)
. ,
,

( ykA )T s . ,

y k y k BFGS .
,
SQP .

4.3.3
,
n n .
Z k xx L( xk , k ) Z k ,
T

.
- ,
(4.14)

141

142 (SQP)
(4.16) - (4.18).
:

k ( Ak AkT ) 1 Ak f k

(4.27)

( Ak Yk ) p Y ck

(4.27)

M k pZ Z kT f k

Mk

(4.27)

Bk .
, ,
k ,
. ,
- M k

Z kT 2xx L( xk , k )Z k .

Wk 2xx L( xk , k ) k pZ
( xk , k ) ( xk 1 , k 1 ) . :

Wk 1 k pk [ x L( xk k pk , k 1 ) x L( xk , k 1 )] ,
T
pk xk 1 xk Z k pZ Yk p Y . Z k

Z kT Wk 1Z k k pk Z kT Wk 1Yk k pY
Z kT [ x L( xk k pk , k 1 ) x L( xk , k 1 )]

(4.28)

Mk

Z kTWk 1Yk k p Y
M k 1sk yk

(4.29)

s k y k :
sk k p Z

(4.30)

 (SQP)

yk Z kT [ x L( xk k pk , k 1 ) x L( xk , k 1 )]

(4.30)

, (BFGS)
s k y k
M k 1 . 4.6
sk yk 0 .
T

(4.28) Z k Wk 1Z k Z k 1Wk 1Z k 1 .
Z k 1 (4.28),
y k (4.30)
Z k Z k 1 . ,

.
(4.30) .

yk Z kT [f ( xk 1 ) f ( xk )]

(4.31)

,
,
. , y k

yk Z kT [ x L( xk k pZ , k 1 ) x L( xk , k 1 )]

(4.32)

xk Z k pZ .

5.6.

143

144 (SQP)

4.4
SQP
, .
,
, ,
, (
Chapter 4 Nocedal&Wright[15]) .

,
.
SQP , l 1

1 ( x, ) f ( x)
x max 0 , x

c ( x) c ( x)

iE

iI

l 1 ,
(4.1) , :

1 ( x, ) f ( x)

c( x) 1

(4.33)

xi .
1
i 1

; , x
c(x)
. , ,
, pk SQP
. .

 (SQP)

145

4.1 pk k 1 SQP (4.10) .

1 pk :

D( 1 ( xk , ) ; p k ) pkTWk pk ( 1 k 1 ) ck

(4.34)

max | xi | .
i

: f c i , i 1,2,..., m

1 ( xk p; ) 1 ( xk ; ) f ( xk p) f k 1 c( xk p) 1 1 ck

f kT p 2 p 1 ck Ak p 1 1 ck

f c . p pk (4.10), Ak pk ck ,

1 ( xk pk ; ) 1 ( xk ; ) f kT pk 1 ck

pk .

1 ( xk pk ; ) 1 ( xk ; ) f kT pk 1 ck

pk

, 1 pk

D( 1 ( xk ; ); pk ) f kT pk 1 ck

pk (4.10)

D( 1 ( xk ; ); pk ) pkTWk pk pkT AkT k 1 1 ck 1 .

146 (SQP)
(4.10), pk Ak k 1
T

ckT k 1 ,
ckT k 1 ck

k 1

D( 1 ( xk ; ); pk ) pkTWk pk 1 k 1

k 1.

(4.34) pk 1 Wk

Wk
.
0

1 k 1

(4.35)

, Fletcher-
,
def

F ( x; ) f ( x) ( x)T c( x)
0 ,
x

x
i 1

1
c( x)
2

(4.36)

l 2

( x) A( x) A( x)T A( x)f ( x)
1

(4.37)

(4.17).
Fletcher- (4.36)

 (SQP)

F ( xk ; ) f k AkT k ( k )T ck 1 AkT ck

k m n (x) xk .
pk SQP (4.10) :

F ( xk ; )T pk f kT pk Tk ckT k pk 1 ck

pk Z k pZ Ak p Y , Z k
T

Ak Yk Ak . (4.27)
T

AkT p Y AkT Ak AkT

ck

(4.37) x xk ,

f kT AkT p Y Tk ck .

F ( xk ; )T pk f kT Z k pZ f kT AkT p Y Tk ck ckT k pk 1 ck

f kT Z k pZ ckT k pk 1 ck

(4.10) Wk pk Wk Z k pZ Wk Ak p Y f k .
T

F ( xk ; )T pk pZT Z kT Wk Z k pZ pTY AkWk Z k pZ

c k pk
T
k

ck

(4.38)

, pk Fletcher-

Z kTWk Z k

147

148 (SQP)

1 T T

pZ Z k Wk Z k pZ p TY AkWk Z k pZ ckT k pk

1 2

2
c
k

(4.39)

. ( ck 0 ,

),

1
,
2

pZT Z kTWk Z k pZ . (4.39)

l 1 ,
T
Ak Z k Wk Z k .

.
4.2. xk
(4.1)

Z kTWk Z k . , pk ,
SQP (4.10) l 1
1

(4.35). (4.39),

pk Fletcher- F .

SQP

: 0 :

k 1 ,
k11
1
( 2 ) , k 1

l 1 k 1

(4.40)

(4.39)
Fletcher- .

 (SQP)

4.5 SQP
,
SQP
,
. ,
-
(4.11)
.
4.2 (SQP )
(0,0.5) , (0,1) ; ( x0 , 0 ) ;
n n
Bk ;

f 0 , f 0 , c0 , A0 ;
k 0 ,1, 2 , ...

;
pk (4.12)
k . pk xk ;
k 1 ;
( xk k pk ; k ) ( xk , k ) k D ( xk ; pk )

k k , (0, ) ;
()
xk 1 xk k pk ;

149

150 (SQP)
f k 1 , f k 1 , ck 1 , Ak 1 ;
k 1

k 1 Ak 1 AkT1 Ak 1f k 1 ;
1

sk k pk , yk x L( xk 1 , k 1 ) x L( xk , k 1 ) ;
Bk 1 Bk , -
;
()

Bk Wk .

4.6 SQP

(
, ).

,
.
-
,
(n m) .
(n m) (n m) M k Z k Wk Z k
T

(4.29). ,
(n m) ,
M k ,

 (SQP)

p Z
(4.27) .
, -
, ,

, (safeguard

Bk Bk 1 skT yk 0 )

.


.

4.6.1
,
(4.18).
p Y pk
- Wk , p Y
c( x) 0
( (4.27)), p Y
.
, p Z
, -
. ,

pY
pZ

(4.41)

151

152 (SQP)
p Y , ,
( p Y 0 ). ,
T
Z k Wk Yk .

p Y , pk ,
, (4.10),
.
Coleman-Conn (4.32),
(4.27),(4.27) :

M k pZ Z kT f k

Ak Yk p Y c( x k Z k pZ )

(4.42)
(5.42)

4.6.2



.
Wk
pk ,
1

Wk xx L( xk pk , k 1 )d

(4.43)

, (4.30) y k ,

yk Wk pk Wk Z k pZ Wk Yk p Y

 (SQP)

s k pk , :

ykT sk pZT Z kTWk Z k pZ pZ Z kTWk Yk p Y

(4.44)

,
,
. -
(4.41),

pY

0 p Z . ,
(4.44) ,

ykT sk .
- ,
(4.21) .
BFGS
, .
, (4.44)
,

p Y pZ . p Y
( (4.27)),
, . ,
, p Z ,
,
, .
,

.

153

154 (SQP)
4.2. (-)
k

k 1

yk sk 0 p Y k pZ
T

s k y k (4.30)
M k BFGS M k 1 ;

Bk 1 Bk ;
()

k ;

k 0.1 k 1.1 .
Coleman-Conn , y k (4.32). ,

Wk

pk (4.43)

pZ . , ykT sk

ykT sk pZT Z kTWk Z k pZ ,

T
yk sk

 (SQP)

4.6.3

,
.
4.3. (
)
(0,0.5) , (0,1) ;
( x0 , 0 ) ;
(n m) (n m)
M 0 ;
f 0 , f 0 , c0 , A0 ;
T
Y0 Z 0 - A0

A0 , ;
k 0 ,1, 2 , ...

;
p Y p Z

( Ak Yk ) p Y ck ; M k pZ Z kT f k ;
pk Yk p Y Z k pZ ;
k , pk xk ;
k 1 ;

155

156 (SQP)
( xk k pk ; k ) ( xk ; k ) k D ( xk ; pk )
k k , (0, ) ;
()
xk 1 xk k pk ;
f k 1 , f k 1 , ck 1 , Ak 1 ;
Yk 1 Z k 1 -

AkT1 Ak 1 , ;
k 1

k 1 YkT1 AkT1 YkT1f k 1 ;

1

sk k pZ , yk Z kT [ x Z ( xk 1 , k 1 ) x Z ( xk , k 1 )] ;

M k 1 M k (4.19)

M k 1 M k ;
()
()

 (SQP)

4.7 SQP
SQP
.

.

.

(4.1) (4.8).
,
:

min
p

1 T
p Wk p f kT p
2

(4.45)

Ak p ck 0

(4.45)

p k

(4.45)

l 2 ,

Sp k .

k
.
,
, ,
.
l 2 - ,
(4.45) ,
(4.8). ,
(4.45), (4.45)

157

158 (SQP)
, 4.1. ,
p , ,
.

4.1

(4.45)
(4.45), k ,

p ,

(4.45) .
,

(4.45),(4.45)
(4.1),
.

,

.

 (SQP)

, .

4.7.1 1:
(4.45)

Ak p ck 0

(4.46)

(0,1]
(4.45), (4.45) .
. 4.1


( 4.2).

4.2

159

160 (SQP)
,
p

x k ), (4.45)

c( x) 0 ,
.

,
.

(4.45),
(4.45). , :

min Ak v ck
v

(4.47)
(4.47)

(0,1) . (

0.8 ). v k
. p k
,
. c k

Ak vk (4.46), :
min
p

1 T
p Wk p f kT p
2

Ak p Ak vk

(4.48)
(4.48)

 (SQP)

p k

(4.48)

(4.48) (4.48)
,

p vk

4.7.2 2:
SQP
:

min
p

1 T
p Wk p f kT p
2

Ak p ck

p k

(4.49)
(4.49)
(4.49)

(4.45)

k 0.

k .
p k

.

k Ak p C ck
p

min m(v) Ak v ck
v

2
2

(4.50)

161

162 (SQP)
Chapter 4 Nocedal&Wright[15]
m m(0)
. k
(4.49) (4.49) , p

. ,
(4.50)
, ,

.
k

min

b1 k

Ak p ck

2
2

k min
p

b2 k

Ak p ck

2
2

b1 b 2 0 b 2 b 1 1 .
k , (4.49)
.

4.7.3 3: S l 1 QP ( l 1
)

,
. ,
,
(4.11).
SQP , , (4.12)
, ,
,

 (SQP)

. , S l1 QP
(4.12) (4.12)
, l1 ,
.
:

min f kT p
p

1 T
1
p Wk p
2
k

c (x

c ( x

iE

iI

) ci ( x k ) T p
) ci ( x k ) p
T

(4.51)

[ x] max{ 0, x} . k

,

.
l ,
.

.

(4.51),
hot start .

(4.51),
... ( 4.2.2)
l1 1

1 ( x; ) f ( x)

c ( x) c ( x)

iE

iI

(4.52)

163

164 (SQP)
(4.51).
, (4.51)
(4.52) k ,
ci ,

.
S l1 QP (4.51) ,
1
. , k
.
.
(4.51)
, ,
Ak .
(4.51), Wk
-
,
. , , k (

(4.52))

,
1 , , (4.11),
.
, (4.51) p k .
1 ,

. , (4.51)

ci ( xk ) ci ( xk )T p

ci ( xk ) ci ( xk )T p

1 T 2
p ci ( x k ) p
2

(4.53)

 (SQP)

165

, ,
, .
,

xk pk .
,

ci ( xk pk ) ci ( xk ) ci ( xk )T pk

1 T 2
pk ci ( x)T pk
2

(4.54)

p ,
(4.53) ,
:

p T 2 ci ( x)T p pkT 2 ci ( x)T pk

(4.55)

(4.55) (4.53) (4.54)

:

min f kT p
p

1 T
1
p Wk p
2
k

d
iE

ci ( xk )T p

d
iI

ci ( xk )T p

(4.56)

d i ci ( xk pk ) ci ( xk )T pk
(4.51) .
(4.56)
(4.51),
hot start (4.26),
.
,
ci ( xk pk ) i E I ,
. ,
(4.55) ,

166 (SQP)

.

4.8 SQP

, SQP
. , 1, (4.47) (4.48)
.

v p ,
(4.47)
(4.48) ,
. (4.47)
( Algorithm 4.3
Chapter 4 Nocedal&Wright[15]) dogleg .
Ak
dogleg
Ak v ck 0 . (:
,
(4.47))

p B AkT [ Ak AkT ]1 ck
, (4.48).

.
T
, v k Ak ,

p k

 (SQP)

pk vk Z k u k , u R nm

(4.57)

T
Z k Ak . ,
T
p k , Ak , v k ,

() . p k
(4.48) (4.48),
u :
def
1
min mk (u ) (f k Wk vk )T Z k u u T Z kT Wk Z k u
u
2

Zku

2k vk

2
2

(4.58)

(4.58)

(4.58)
v k Z k u k (4.57)
.
(4.58)
, Z k , ,
. , (4.58)

u T S k2u 2k , S k2 Z kT Z k
S k , Z k
. Z k u k (4.58) .
4.3

.
f (x) , .
,
.

167

168 (SQP)
x k ( Z k )
.
xk vk ,
. p k
.

4.3 pk vk Z k u k

l 2

( x; ) f ( x)

c( x)

(4.59)

l 2
, .

 (SQP)

p k
:

ared ( xk ; k ) ( xk pk ; k )
, ,

pred mk (0) mk (u) k1 vred

mk (4.58), vpred
(4.47) v k :

vpred c( xk ) c( xk ) Ak vk
k , pred
vpred .

pred k1 vpred

(4.60)

0 1 ( 0.3 )

k

k1

mk (0) mk (u )
(1 ) vpred

(4.61)

SQP
(4.1) .

169

170 (SQP)
4.4. (SQP )
0 , , (0,1) ;
x 0 , 0 0 ;
k 0 ,1, 2 , ...
f k , ck , f k , Ak ;
k (4.16);
f k AkT k

ck

x k ;
(4.47) v k ;
Z k
Ak ;
Wk ;
(4.58) u k ;
pk vk Z k u k ;
k

ared
;
pred

k n
xk 1 xk pk ;
k 1 k 1 k ;

 (SQP)

xk 1 xk ;
k 1 k 1 pk ;
()

(4.47), 0.8,
.

4.9

SQP , ,
. ,
4.1 4.1
,
- .
-
Bk .
.
4.2
) x * * ,
A*
, , xx L( x , )
2

.
1
) {Bk } {Bk } , 2 .

Bk 2 ,

Bk1 2 , k

171

172 (SQP)
SQP ,
.
4.3. 4.2 () f c
, -

( x * , * ) . , x0 0 x * * ,
( xk , k ) 4.1 Wk
, ( x , ) .
*

, 4.1
F ( x, ) 0 .
- 4.1
Wk 2xx L( xk , k )
- Bk .
Pk k

Pk I AkT [ Ak AkT ]1 Ak Z k Z kT
Z k .
R n .
PkWk .
, (4.10) Pk
T
Pk Ak 0 ,

PkWk pk Pk f k

Wk Wk .
, -

 (SQP)

Pk Bk PkWk ,
Pk Bk PkWk .
,
.
4.4.

4.2 x k

4.1 -
Bk , x * . x k

lim

Pk ( Bk W* ) ( xk 1 xk )
xk 1 xk

0.

(4.62)

-
.
BFGS (4.20).
,

.
4.5. W* B0
4.2 .

x0 x *

B0 W*

, x k 4.1
BFGS Bk (4.20) (4.23) (

rk sk ) (4.62). , x k
x * .
BFGS 4.1,
. x k
x * ,
R-.

173

174 (SQP)

4.9.1

SQP M k

Z kT Wk Z k . Pk Z kT M k Z k

PkWk Pk . ,

PkWk , (4.62) .

(4.62)

P ( B W* ) Pk ( xk 1 xk )
P ( B W* ) ( I Pk ) ( xk 1 xk )
lim k k
k k
0
k
xk 1 xk
xk 1 xk

nn

(4.63)

Bk Z k M k Z .
T
k

(4.63) 0
,
.
4.6. 4.2 ()

Bk . x k
4.1 Bk x *

lim

Pk ( Bk W* ) Pk ( xk 1 xk )
xk 1 xk

(4.64)

{xk } x * .

lim

xk 2 x *
xk x *

0.

 (SQP)

,

( (4.41)). , :

lim

( I Pk ) ( xk 1 xk )
xk 1 xk

0.

, (4.63) (4.64)
.

Pk ( Bk W* ) ( I Pk ) .

BFGS . xk 1 xk Yk p Y Z k pZ ,

p Y p Z (4.27). M k
BFGS ,
(4.30) M 0
. Z k
(4.30),
.

Z k Z * O xk x *

(4.65)

4.6.
4.7. 4.2 (). x k
. {xk }
1
x * R - , {M k } {M k }

x k .

175

176 (SQP)

4.10
4.8
SQP
.
.
, SQP p k
,
.
,
.
4.1.

min f ( x1 , x2 ) 2( x12 x22 1) x1

x1 x2 1 0
2

x (1,0)
*

4.4)

3
2

2xx L( x * , * ) I .
T
x k xk (cos , sin )

. ,

pk

Bk 2xx L( x* , * ) I .

(4.8)

 (SQP)

4.4 : 4.1

4 cos 1
2 cos
T
f ( xk ) cos , f ( xk )
, A( xk )

,
4 sin
2 sin
(4.8)

min cos (4 cos 1) p1 4 sin p2

1 2 1 2
p1 p2
2
2

p2 cot p1 .
,

sin 2
pk

sin cos

(4.66)

177

178 (SQP)

cos sin 2
xk pk

sin (1 cos )
sin 0 ,

xk p k x *

2 sin 2 ,
2

xk x *

2 sin ,
2

xk pk x *
xk x

1
2

Q -
.

f ( xk pk ) sin 2 cos cos f ( xk )

c( xk pk ) sin 2 c( xk ) 0
,
.

SQP
2
(1,1) .

4.4
x

( 0)

(1,0) x (1)

,
.

( x; ) f ( x)

h(c( x))

 (SQP)

( h() h(0) 0 )
(4.66),
.
,
.
watchdog ()
Chapter 18 Nocedal&Wright[15].

179

 5
.

5.1
,

,
,
.
, :
?
.


.(Agoston[1], De Boor [5] G. Farin [6])
,

...
,
.
,
,
. .
(Agoston[1]):

182 .
. 5.1. 1, 2,..., k.
ci .:
k

g ( x) ci i ( x)

(5.1)

i 1

g (x) f (x) .
i (x) .
,

f (x)

, i (x) x i ,
g (x) f (x) .
:
1) g f
;
2) ci .
?

D , f (x) .

:

d (a, b) a( x) b( x) dx ,
D

d (a, b) a(x) b(x) .

,, f (x)

x1 , x2 ,..., xs ,

x j .
, . ,

g,

(5.1) ci ,
g ( x; c1 , c2 ,..., ck )
. , ,

.
5.2. g ( x; c1 , c2 ,..., ck )
s

E (c1 , c2 ,..., ck ) f ( x j ) g ( x j ; c1 , c2 ,..., ck )

j 1

f (x) .

E / ci , i 1,2,.., k
ci ,

i 1,2,.., k . :
1) :

g ( x j ) f ( x j ) , x j , j 1,2,.., s
2) 1)

g ( x j ) f ( x j ) , j 1,2,.., s
3) ()

f g ,i 0, i , i 1,2,.., k
4)

f g min f h ,
hA

A X
i , i 1,2,.., k .
5)
.

183

184 .

CAGD (Control
Aided Geometric Design) Farin[6]:
,
.

,
... -
.

.
,
Agoston[2].

p : [a, b] R m , p(u) p1 (u), p2 (u),..., pm (u) .

pi , i 1,2,.., m u ,
.
5.3. pi , i 1,2,.., m ,
p . , pi , i 1,2,.., m
( )
p . pi ,

i 1,2,.., m , ,
p , .

5.2
5.2.1
:
( x0 , y0 ), ( x1 , y1 ),..., ( xn , yn ).

p(x) . p( xi ) yi , i 0,1,..., n .
5.1. p(x) n

.

.
n

Li ,n ( x) Li ,n ( x; x0 , x1 ,..., xn )
j 0
j i

x xj
xi x j

(5.2)

Li ,n
x0 , x1 ,..., xn .

i j
i j

(5.3)

p( x) yi Li ,n ( x)

(5.4)

1 ,
Li ,n ( x j ) ij
0 ,
n -
n

i 0

.
. ,
q(x) n - ,
n - h( x) p( x) q( x) n 1
x0 , x1 ,..., xn . , h(x) ,

185

186 .
n - n
.(Corollary E 5.4 Agoston[2]) . .

:
n

L
i 0

i ,n

( x) 1

(5.5)

x . ,

x x j n -
n .

R m ,
(5.4) m - .
, u0 , u1 , ..., un

p0 , p1 ,..., pn R m ,
n

p(u ) Li ,n (u; u0 , u1 , ..., u n ) pi

(5.6)

i 0

n -
pi u i .
.
,
. n 3 .
:

L0,3 (u )

(u u1 )(u u 2 )(u u3 )
(u 0 u1 )(u 0 u 2 )(u 0 u3 )

L1,3 (u )

(u u 0 )(u u 2 )(u u3 )
(u1 u 0 )(u1 u 2 )(u1 u3 )

(u u 0 )(u u1 )(u u3 )
L2,3 (u )
(u 2 u 0 )(u 2 u1 )(u 2 u3 )
L3,3 (u )

187

(5.7)

(u u 0 )(u u1 )(u u 2 )
(u3 u 0 )(u3 u1 )(u3 u 2 )

i (ui u j )
j 0
j i

u1 u 2 u3

0
M
uu u u u u
1 2 2 3 3 1
0

uu u
1 2 3

1
1
u u u
0 2 3
1
u 0 u 2 u 2 u 3 u 3u 0
1
uuu
0 2 3
1

1
2
u u u
0 1 3
3
u0u1 u1u3 u3u0
2
u uu
0 1 3
2

u0 u1 u 2

3
u0u1 u1u 2 u 2u0

u0u1u 2

p(u )
:

p(u ) u 3

u2

p0
p
u 1 M 1
p2

p3

(5.8)

188 .

u1 u 0 p0 p1 ,
u 2 u1 d p1 p2 .
u 3 u 2 p 2 p3
pi p j pi p j .
u i .
d ,
p1 p 2 , .

2.1. u i
5.1.
,
. , ,
. , ,

.

5.2.2

, ,
, ().
.
,

.
5.1.

y0 , y1 , m0 , m1 ,

p(x) :
p(0) y0 , p(1) y1 , p(0) m0 , p(1) m1

.
p( x) a bx cx 2 dx 3

. .

, a, b, c d .
.

p( x) b 2cx 3dx 2

0
1

0
1
0
2

0
1
1
1

1 d y0
1 c y1

0 b m0

0 a m1

(5.9)

44 (5.9) .
M h

189

190 .

1
2 2 1
3 3 2 1

Mh
0
0
1
0

0
0
0
1

(5.10)

y0
d

c
M h y1
m0
b


a
m1

(5.11)

p( x) x 3

x2

y0
y
x 1 Mh 1
m0

m1

(5.12)

F1 , F2 , F3 F4

F1 ( x)

F2 ( x) F3 ( x) F4 ( x) [ x 3

x2

x 1] M h

(5.13)

F1 ( x) x 1 2 x 1
2

F2 ( x) x 2 3 2 x
F3 ( x) x 1 x
2

(5.14)

F4 ( x) x 2 x 1

p( x) y0 F1 ( x) y1 F2 ( x) m0 F3 ( x) m1 F4 ( x)

Fi (x) , i 1,2,3,4 :

(5.15)

F1 (0) 1, F1 (1) 0, F1(0) 0, F1(1) 0

F2 (0) 0 , F2 (1) 1, F2(0) 0, F2(1) 0
F3 (0) 0 , F3 (1) 0, F3(0) 1, F3(1) 0

(5.16)

F4 (0) 0 , F4 (1) 0, F4(0) 0, F4(1) 1

(5.15).

5.2.
5.4. M h (5.10)
. Fi (x) (5.13) (5.14)
.
5.2 .
,

F1 ( x) F2 ( x) 1

(5.17)

x . Fi
, ,
:

H 0,3 F1 , H1,3 F3 , H 2,3 F4 , H 3,3 F2

5.1 :

(5.18)

191

192 .

x0 , y0 , m0 , x1 , y1 , m1 , ... , xn , yn , mn ,

pi ( x) , i 0,1, ..., n 1 , :

pi ( xi ) yi
pi ( xi ) mi
pi ( xi 1 ) yi 1
pi ( xi 1 ) mi 1

, i 0,1,..., n 1

(5.19)

5.3.
.
. (5.12).
(5.12) x

x xi
xi 1 xi

,

,

ds
1

dx xi 1 xi
,
.
pi (x) :

pi ( x ) s 3

s2

yi

yi 1

, i 0,1,..., n 1 .
s 1 Mh
mi ( xi 1 xi )

mi 1 ( xi 1 xi )

2
d3
3
M h (d ) 2
d
0
1

2
d3
3
d2
0
0

1
d2
2

d
1
0

1
d2
1
, d 0
d
0
0

(5.20)

p i ( x ) ( x xi ) 3

( x xi ) 2

yi
y
( x xi ) 1 M h ( xi ) i 1
mi

mi 1

(5.21)

xi xi 1 xi , i 0,1,..., n 1 .
(5.21) 5.1
pi (x)

pi ( x) f1 ( x) yi f 2 ( x) yi 1 f 3 ( x)mi f 4 ( x)mi 1 , i 0,1,..., n 1

(5.22)

f j (x) , j 1,2,3,4 , i ) :

[ f1 ( x) f 2 ( x) f 3 ( x) f 4 ( x)] [( x xi ) 3 ( x xi ) 2 ( x xi ) 1 ] M h ( xi )

(5.23)

i 0,1,..., n 1

f1 ( x ) f 2 ( x ) 1

(5.24)

x . ,
(5.17), f i ( x) , i 1,2,3,4 ,
(5.14).

193

194 .
,
R m . ,
u0 , u1 , ..., un , p0 , p1 , ... , pn
n
v0 , v1 , ... , vn R , p : [u0 , un ] R

:
1.

p(ui ) pi , i 0,1,..., n

2.

p(ui ) vi , i 0,1,..., n

3.

pi p ui ,ui 1 , i 0,1,..., n 1

pi (u ) (u ui ) 3

(u ui ) 2

pi
p
(u ui ) 1 M h (ui ) i 1
vi

vi 1

(5.25)

ui ui 1 ui , i 0,1,..., n . (5.22), (5.23) (5.25)

pi (u) f1 (u) pi f 2 (u) pi 1 f 3 (u)vi f 4 (u)vi 1

(5.26)

f j (u ) , j 1,2,3,4 , (5.22).
p(u ) , ,
, ,
, ,
,
vi .
,
.
A R k p : A R m

p(u) f1 (u) p1 ... f s (u) ps g1 (u)v1 ... g t (u)vt

pi , v j R

195

(5.27)

pi , v j , f i (u ) g i (u )

. , ,
.
T R m v (
v ), T (0)T (v) .
T R m
T (q) M (q) q0

M ( 2.5.8, Chapter 2
Agoston[1])
X p( A) R m . ,
Y T (X ) ?

p(u ) X , T
f1 (u)M ( p1 ) ... f s (u)M ( ps ) g1 (u)M (v1 ) ... g t (u)M (vt ) q0 (5.28)

pi vi (5.27)
, :

f1 (u )M ( p1 ) q0 ... f s (u )M ( p s ) q0 g1 (u ) M (v1 ) ... g t (u ) M (vt )

s

f1 (u ) M ( p1 ) ... f s (u ) M ( p s ) f j (u ) q0
j 1

g1 (u ) M (v1 ) ... g t (u ) M (vt )

(5.29)

5.5. p(u ) , (5.27)

(5.28) (5.29) .
5.4. p(u ) (5.27)

s

f
j 1

(u ) 1

196 .
. (5.28) (5.29)
.
5.1.
.
. (2.5)
(2.54).

5.2.3
5.6. m - m 1
S : [a, b] R , xi , i 0,1,..., n
. a x0 x1 ... xn b , :
1.

S m [ xi , xi 1 ]
i 0 ,1,..., n 1

2.

S C m1 .

xi , x0

x1

...

xn

n 1 , .

( xi , yi ): i 0,..., n

xi , xi1

( xi , yi )

xi 1 xi xi 1 ... xi d 1 xi d

xi

x1 , xn1 ,

xi d

S , 1,2
3 .
,

.

[ x0 , xn ] ,

.
5.7. n 1 ( x0 , y0 ) ,

( x1 , y1 ) ,..., ( xn , yn )

x0 , x1 ,..., xn

a x0 , x1 ... xn b . S (x) si , 0 , si ,1 , si , 2

si ,3 ,
1)

S ( x) Si ( x) si ,0 si ,1 ( x xi ) si , 2 ( x xi ) 2 si ,3 ( x xi ) 3
x [ xi , xi 1 ] i 0 ,1,..., n 1

2)

S ( xi ) yi , i 0 ,1, ..., n

3)

Si ( xi 1 ) Si 1 ( xi 1 ) , i 0 ,1,..., n 2

4)

Si( xi 1 ) Si1 ( xi 1 ) , i 0 ,1,..., n 2

5)

Si( xi 1 ) Si1 ( xi 1 ) , i 0 ,1,..., n 2

.
5.8. 1)
5) .
5.5. ( )
.
. Mathews&Kurtis[12].

S (x)

Si ( x) , i 0,1,..., n 1 . 4

, , 4n .
, , 2) n 1 , 3)-5)
n 1 , n 1 3(n 1) 4n 2
. 2
.
, .
S (x) [ x0 , xn ] (

xi , xi1 )

197

198 .
. xi , xi 1 , S (x)
, S ( xi ) S ( xi 1 ) ,

xi , S ( xi )

xi 1 , S ( xi 1 )

S ( x) S ( xi )

x xi
x xi
S ( xi 1 )
xi xi 1
xi 1 xi

(5.30)

S ( xi ) mi , i 0,1,..., n
h i xi 1 xi , i 0,1,..., n 1
(5.30)

S i( x)

mi
m
( x xi1 ) i1 ( x xi )
hi
hi

(5.31)

(5.31)

m
m

Si( x) i ( x xi1 ) 2 pi i1 ( x xi ) 2 qi
2h i
2h i

(5.32)

, (5.32),

Si ( x)

mi
m
( x xi1 )3 pi ( x xi1 ) i1 ( x xi )3 qi ( x xi ) (5.33)
6hi
6hi

(5.33) x xi ,
2

mi h i
m
Si ( xi ) yi i ( xi xi1 )3 pi ( xi xi1 )
pi hi
6hi
6
(5.33) x xi1 ,

(5.34)

199

mi1 h i
m
Si ( xi1 ) yi1 i1 ( xi1 xi )3 qi ( xi1 xi )
qi hi (5.35)
6hi1
6
(5.34) (5.35)

yi

mi h i
6

pi h i , yi1

mi1 hi
6

qi hi

pi qi :

pi

mi h i

qi

yi1 mi1 h i

hi
6

yi
hi

(5.36)

(5.37)

pi qi (5.36) (5.37) (5.33), :

mi h i yi
mi
( x xi 1 ) 3
( x xi 1 )
6
6h i
h i

y
mi 1 h i
m
( x x i )
i 1 ( x xi ) 3 i 1
(5.38)
hi

6h i
6

y mi h i

m h
m
m
( xi 1 x) yi 1 i 1 i ( x xi )
i ( xi 1 x) 3 i 1 ( x xi ) 3 i
hi
hi
6h i
6h i
6
6

S i ( x)

(5.38) mi .

S i ( x)

y mi hi

m h
mi
m
( xi1 x) yi1 i1 i ( x xi )
( xi1 x)3 i1 ( x xi )3 i
hi
hi
6h i
6h i
6
6

200 .

y mi h i yi 1 mi 1h i
mi
m

( xi 1 x) 2 i 1 ( x xi ) 2 i

hi
hi
2h i
2h i
6
6

S i( x)

(5.39)

(5.39) x xi ,

Si( xi )

mi h i
2

mi
y mi h i yi1 mi1h i
( xi1 xi ) 2 i

2h i
hi
6
hi
6

mi h i mi1h i yi1 yi
yi mi h i yi1 mi1hi

hi
6
hi
6
3
6
hi

(5.40)

di

yi 1 yi
hi

(5.41)

(5.40)

Si( x)

mi h i

mi1h i
6

di

(5.42)

, (5.38), i i 1
:

Si1 ( x)

mi h i1
3

mi1h i1
6

d i1

(5.43)

4)
Si1 ( x) Si( x) , i 1,2,..., n 1

(5.42) (5.43)
n 1 :

mi h i
3

mi1h i
6

di

mi h i1
3

mi1h i1
6

d i1

2mi hi mi1hi 6di 2mi hi1 mi1hi1 6di1

2mi hi1 2mi hi mi1hi1 mi1hi 6(di di1 )
hi1mi1 2(hi1 hi )mi mi1hi ui

(5.44)

ui 6(di di1 )

(5.45)

(5.31) n 1 mi , i 0,1,..., n .
(5.44) 2 .
- ,
2 -
.
,
. ,
:
i.

- S ( x0 ) S ( xn ) .
(5.44) 2 :

m0

mn

ii.

3
d0 S ( x0 ) m1
h0
2

3
S ( xn ) d n1 mn1
h n1
2

- -
. (5.44) 2
m0 0 ; mn 0

iii.

S (5.44)

201

202 .

m0 m1

h 0 (m2 m1 )

mn mn1
iv.

h1

h n1 (mn1 mn2 )
h n2

S -
(5.44) :
m0 m1 ; mn mn1

v.

S ( x0 ) S ( xn ) -
m0 S ( x0 ) ; mn S ( xn )

,
.
,
( Chapter 3 Mathews&Kurtis[12])

b0
a
0
0

0
0

c0
0
0

0 m0 extra1

b1 c1
0

0 m1 u1
a1 b2
c2

0 m2 u2

0 0 an2 bn1 cn1 mn1 un1

0 0 0 an1 bn m extra 2

(5.46)

extra1 extra 2 (i) (v),

.
, (5.46) m0 , m1 , m2 ,...,
mn1 , mn . ,

si , 0 , si ,1 , si , 2 si ,3
S (x) 1):

203

si , 0 yi
si ,1 d i

h i (2mi mi 1 )
6

, i 0,..., n 1

mi
2
m mi
si ,3 i1
6h i
si , 2

(5.47)

, Si (x) :

Si ( x) (si ,3 w si , 2 )w si ,1 w yi ,

w x xi

(5.48)

, .

. , f (x)
[a, b]

xi , yi in0 ,

. .
5.6.

f C 2 [a, b]

S (x)

f (x)

xi , f ( xi )in0

i) . S (a) f (a)

S (b) f (b) .
b

2
2
S ( x) dx f ( x) dx
a

(5.49)

. ,
b

S ( x) f ( x) S ( x)dx S ( x)( f ( x) S ( x))|

a

x b
x a

S ( x)( f ( x) S ( x))dx
a

0 0 S ( x)( f ( x) S ( x))dx
a

204 .
S ( x) 6si ,3 , xi , xi1
xi 1

S ( x) f ( x) S ( x)dx 6s f ( x) S ( x)|
i ,3

xi

x xi 1
x xi

0, i 0,1,..., N 1 .

xi 1

S ( x) f ( x) S ( x)dx 0 ,
xi
b

S ( x) f ( x)dx S ( x) dx
2

(5.50)

0 f ( x) S ( x) , ,
2

0 f ( x) S ( x) dx f ( x) dx 2 f ( x) S ( x)dx S ( x) dx
2

, (5.50)
b

0 f ( x) dx S ( x) dx
2

5.2.4

, , .
, ,
.
, ,


. 5.3 p(u )
p0 , p1 , p2 , p3 , p0 , p3 .

5.3
p1 p2
p0 p3
.

p(0) p0 p1
p(1) p2 p3

(5.51)

. 3
.
p(u ) ( Chapter 11.3 Agoston[1])
M hb Bb ,

M hb

1
0

0 0
0 0
3 0
0 3

0
p0

p
1
1
Bb .
p2
0

3
p3

Bb .

p(u) UM h Bh UM h M hb Bb UMb Bb Fb Bb

M h Fb UM b ,

(5.52)

205

206 .

1 3 3
3 6 3
M b M h M hb
3 3
0

0
0
1

1
0
0

(5.53)

5.9. Bb , pi

i 0,1,2,3 ,
p(u ) . M b .
p(u ) : ( Agoston[1])

p(u) (1 u)3 p0 3u(1 u) 2 p1 3u 2 (1 u) p2 u 3 p3

(5.54)

pi . ,
pi , i 0,1,2,3
( 3 )
,
, .
:
1)

.
2) .
. Section
11.5.2 Agoston[1].

5.10.

f : [0,1] R m

n
i
Fn ( f )(u ) f Bi ,n (u )
n
i 0

(5.55)

n
Bi ,n (u ) u i (1 u ) ni
i

(5.56)

Fn ( f )(u )
n - f .
5.11. pi R m , i 0,1,..., n
p(u ) , u [0,1]
n

p(u ) Bi ,n (u ) pi

(5.57)

i 0

pi p(u ) ,
,
p(u ) . Bi ,n (u )
.
. Pierre Bzier,
, (5.57)
,
( Farin[6]).
.
.
1.72 Agoston[1]

207

208 .
1)

Bi ,n (u ) 0

2)

i 0

i ,n

(u ) 1 .

n
2) 1 1 (1 u) u .
n

, ,
. p(0) p0 p(1) pn .
. ,
, .

Bi ,n (u) Bni ,n (1 u) , i 0,1,2,3

(5.58)

,
, ,

n n 1 n 1

i i i 1

(5.59)

n
n 1 n

p(u ) Bi ,n (u ) pi (1 u ) n p0 u i (1 u ) ni pi u n pn
i 0
i 1 i
n 1 n 1
n 1 n 1

i
u (1 u ) ni pi
u (1 u ) ni pi u n pn
(1 u ) n p0
i
i

1
i 1
i 1

n 1 n 1

i
u (1 u ) ni1 pi
(1 u ) (1 u ) n1 p0
i 1 i

n1 n 1 i1

u (1 u ) ni pi u n1 pn
u
i1 i 1

n . pi , j (u )
pi , pi1 ,..., p j . ,

p0,n (u ) p(u ) .

p(u ) (1 u ) p0,n1 (u ) up1,n (u )

p0,n1 (u ) u p1,n (u ) p0,n1 (u )

(5.60)

, n 1
( 1 1.7)
n .
p(u )
( Chapter 11.4.1 [1])
p(u ) :

d
d n i
u (1 u ) ni
Bi ,n (u )
du
du i
i n!
(n i ) n! i

u i1 (1 u ) ni
u (1 u ) ni1
i ! (n i )!
i ! (n i )!
n Bi1,n1 (u ) Bi ,n1 (u )

(5.61)

n
d
p(u ) n Bk 1,n1 (u ) Bk ,n1 (u ) pk
du
k 0
n

n 1

k 1

k 0

n 1

n 1

k 0

k 0

n Bk 1,n1 (u ) pk n Bk ,n1 (u ) pk
n Bk ,n1 (u ) pk 1 n Bk ,n1 (u ) pk

1,n1

(u) Bn,n1 (u) 0 . ,

209

210 .
n1
d
p(u ) n pk 1 pk Bk ,n1 (u )
du
k 0

(5.62)

.
(5.62) p(u ) p(u )
p(0) n p1 p0 , p(1) n pn pn1

(5.63)

p(0) n (n 1) p2 2 p1 p0 , p(1) n (n 1) pn 2 pn1 pn2 (5.64)

(5.63) :
p0 p1 , pn1 pn
. 5.4.

5.4 ()
,
[0,1] . , , .

va
q (v ) p

ba

(5.65)

p(u ) [0,1] (5.57),

q : [a, b] R m

, :
1)
;
2) .

,
.
,

. -
, .

5.2.5 -
,
, -
.
.
- :
1)
( 5.7, );
2) () (
Agoston[1]);
3) (

Ni ,k (u ) ,

);
4) ( );
5) ( Section 11.5.2
Agoston[1])
1) , 3) 4).

211

212 .
- .
X pi xi , yi , i 0,1,..., n . S
S i , i 0,1,..., n 1 :
Si (t ) (1 t ) yi t yi1 , i 0,1,..., n 1

(5.66)

y0 ,

t x
i
S (t ) S
xi 1 xi

yn ,

t x0

, xi t xi 1

xn t

(5.67)

S ti xi ,
x0 , xn .
S i

xi , xi1

X i pi , pi1 X S i

X i .
, pi ,
Si 1 S i . S
,
. , i
bi (t ) :

t xi
0,
t xi1
, xi 1 t xi

xi xi 1
bi (t )
x t
i 1
, xi t xi 1
xi1 xi
0,
xi1 t

(5.68)

bi , i 1,..., n -,

. ( 5.5 () )

5.5 -
,
, 1, .:
n 1

b (t ) 1,
i 1

x1 t xn1

(5.69)

, ,
. ,

Si (t ) yi bi (t ) yi1bi 1 (t ) , 0 i n 1

(5.70)

5.5 (b). , ,

n 1

S (t ) yi bi (t ) , x1 t xn1

(5.71)

i 1

, (5.71)
X :

n1
n1
t (t , S (t )) t , yi bi (t ) bi (t )xi , yi
i 1
i 1

n 1

t bi ( x) xi
i 1

213

214 .
(5.71) yi xi ,

S (t ) t . ,
:
n

p(u ) bi (u ) pi

(5.72)

i 0

bi (u ) pi .
-
m
1) m - ;
2) ( m 1 ) - .

.
5.7

xi2 , xi1 , xi , xi1

xi 2 .

bi (t ) :
1) bi (t ) 0 , t xi2 xi2 t
2) bi ( xi1 ) bi ( xi ) bi ( xi1 ) 1
. ( Bartels,Beatty&Barsky[4])
, , 16
.
,
15 . ( xi 2 xi 2
0). 2)

. :

t xi2
1 3

u ,
u

6
xi1 xi 2

1
3u 3 3u 2 3u 1 , u t xi1
6
xi xi1
bi (t )
t xi
1 3

3u 6u 2 4 ,
u
xi 1 xi
6
1
t xi1
3
2
u 3u 3u 1 , u
xi 2 xi 1
6

(5.73)

t xi2 , xi1 , xi1 , xi , xi , xi 1 xi1 , xi2

. ( 5.6). 2) .

5.6 -
, - Cox-de Boor.
5.11. n n0,0k, k00
U u0 , u1 ,..., unk

N i ,k : R R , 0 i n ,

, :

1,
N i ,1 (u )
0 ,

ui u ui1
u ui , ui1 u

(5.74 )

k 1

N i ,k (u )

u ui
u u
N i ,k 1 (u ) ik
N i1,k 1 (u )
uik 1 ui
uik ui1

(5.74 )

215

216 .

0
0.
0

N i ,k (u ) i - - -
k k 1 U .
-
- .
Seidel[19]. -
.
.

.
N i ,k (u )
n k .

5.7 N i ,1 (u ) n 3, k 1

5.7 N i ,1 (u ) N i , 2 (u ) n 3, k 2
-.

5.12. - k

k . , .
U L
ui , , d 0
ui1 ui d 0 i L 2 . U

ui k ,
. ui1 ui d k i L k .
.
, , ,
-
. (
Piegl&Tiller[17])
, ,

.
5.13. u0 , u1 ,..., unk -

k . ui i ,
u0 u1 ... uk 1 0

ui i k 1, k i n

(5.75)

un1 un2 ... unk n k 2

5.7. N i ,k (u ) (5.74)
:
1) ( )

Ni ,k (u) 0 , u , ui uik ,
N ik 1,k (u ) , N ik 2,k (u ) ,..., N i ,k (u )
ui , ui1 .

217

218 .
2) ( )
N i ,k (u ) C C k 1m
m .

Ni ,k (u ) k 1
3)

Ni ,k (u) 0 , u
n

4)

N
i 0

i ,k

(u ) 1 , u k 1, n 1.

. ,
u 0, n k .

. ( Seidel[19]; Farin [6]; Piegl&Tiller[17]). 1) 3)

k . k 1 ,
. , ,
.
4)
-. , ,
k 1, n 1 0, n k .
5.14. pi , i 0,1,..., n ,
n

p(u ) N i ,k (u ) pi

(5.76)

i 0

- k ( m k 1)
pi , i 0,1,..., n ( )

u0 , u1 ,..., unk .
uk 1 , un1 .

. (
),
u0 , unk .

219

pui , ui1 , k 1 i n , p(u )

.
( ) .
-
p(u ) (5.76)
.
u i, i 1 . Ni ,1 (u ) 0 u ,
(5.76) p j j ,

j i 2, i 1, i .

1
i 1 u 2 pi2 1 u i 1i 1 u i 2 u u i pi1 1 u i 2 pi
2
2
2
qi1 (u), u 0,1 p(u ) i, i 1 ,
p(u )

0,1 .

qi1 (u ) p(i u )

1
1 u 2 pi2 2u 2 2u 1 pi1 u 2 pi
2

i .
( i i 1 ) :

qi (u ) u 2

pi1
u 1 M s 2 pi
pi1

(5.77)

M s 2 -
:

M s2

1 2 1
1
2 2 0
2
1
1 0

(5.78)

220 .
qi (u ) 1 i n 1 u 0,1
- p(u )
u [i 1, i] .
.
,

pi1
qi(u ) 2u 1 0 M s 2 pi
pi1

(5.79)

- p(u ) , . , 1 i n 2

u 0,1 , ,

qi (u ) u 3

u2

pi 1
p
u 1 M s3 i
pi 1

pi 2

(5.80)

p j (5.77) (5.80) i - - .

-. -
, , , , ,

( 5.8)

5.8 v.s -
Bartels,Beatty&Barsky [4] ,
:
p1 2 p0 p1 pn1 2 pn pn1

(5.83)

221

II.

223

6


.
6.1
C (s) ,
( de-Boor) d i t :
n 1

C ( s ) d i N i ,k ( s )

(6.1)

i 0

a s b , N i ,k ( s)
t . N i ,k N i ,k (t , s) .
-:
d
P P0 , P1 ,..., Pm R , d 2,3 ,

C (s) ,
:

: C (s)
s (s0 , ..., sm ) :

C ( si ) Pi

(6.2)

225

226
.

: C (s)
.
s (s0 , ..., sm ) .
:
(6.3)

min D(t , s)
t ,s

D( s, t ) C ( si ) Pi

(6.4)

i 0

- (.)

-.
(.)
,

( .
).

-
. Goldenthal &
Bercovier [8] .
, ,
t u ,
. ,
, MATLAB
, fmincon.

. t
s , Schoenberg-Whitney (
6.2.2). , ,
, ( ),


.
.
, ,
.
:

t , u ,
s ;

.


Schoenberg-Whitney.

6.2 ,
, , 6.3
( ).
6.4.

6.2
6.2.1 CAGD
x ,
. x
u . u
, x u

:

A( x, u) 0
.

(6.5)

227

228
.
J ( x, u )
( x, u ) . .
u ,
x , A( x , u ) 0

J ( x, u ) .

J ( x , u ) min {J ( x, u) | A( x, u) 0}
( x ,u )

- :
n 1

C ( s ) d i N i ,k ( s )
i 0

d i R

de-Boor N i ,k -

; n ,
k .
,
.

(6.5)

:

M (t , s) d P

(6.6)

M C (s)
d
P P0 , P1 ,..., Pm R ,

d 2,3 .( (6.3) (6.4)

(6.2)

).

, d d 0 , ..., d m R , l 2,3 , de-Boor

l


.
x
C (s) . De-Boor -
.

, t
t s .
t ,
,
.

,
,
- , ,
, ,
( (6.4)),
t .
,
L2 .
, t .
, , ,
, ( ),
,

.
, .

, L 1 L2 .

229

230
.
, ,
,
. ,
,
:
-
.
- : ,
( de-Boor d ) ,
, , t , , .

- 1D 2D/3D
.
- : , N
n de-Boor- N n ,
N n ,
.

J ( x, u ) .
:

.

( (6.3) (6.4)).
:

. ,
:
b

J 1 C ( s) ds
2


.
:

. ,
:
b

J 2 C ( s) ds
2

: D.Bernoulli (1742).

:
b

J 3 2 C ( s) ds
a

6.2.2 Schoenberg-Whitney

Schoenberg-Whitney

s j s , 0 j n :
t j s j t j k
k t .

.

231

232
.

6.2.3
()
de-Boor

.
:
s t
.
n 1

Pi C ( si ) N j ,k ( si ) d j
j 0

n n ,
n n M ,

M i , j N j ,k (si ) n d
de-Boor d d 0 , d1 , ..., d n1 P P0 , ..., Pn1 .

M d P
M . ,
, 6.1() (
). ,

.

de-Boor ,
()
de-Boor.
1D -. 6.2()
Schoenberg-Whitney.
6.1().
3.

()

() 3
6.1

6.2(),
.
,
, SVD- (Singular Value
Decomposition) ,
, SVD
.

233

234
.

() Schoenberg-Whitney .

t , , ,

()
6.1()

6.2 SchoenbergWhitney 6.1().

3.
6.3

6.2.4
.
.
,
. 6.3()

6.1().
Ax b , x ,
, x

Ax b . SVD
2

[U , ,V ] SVD(M )

(6.7)

- M M
r n , :

M V 1 U T
V U
n r .
(6.6) , , :

~
P M d

(6.8)

:

M , n r
V

N (M ) [Vnr , ...,Vn ]
,

235

236
.

~
~ r

M d P M d iV( nr )i P
i 0

,
. ,
.
,
( i , 0 i r )
( )
. ,
:
i , ,
.
.
( )

. ,
, , .

.

()

()

6.3 .
4833.46 (); .
1446.07 ()


.
,
(
), ,
.
6.3() 6.3 (),

6.1().

.
MATLAB
,
,
( ).

6.3
6.3.1
d
1 . P P0 ,..., Pn R (d 2,3) ;

2. -
t ;
3. s (, -
) ;
4.
) ;
) ;
5. ;

237

238
.

6.3.2
,
MATLAB fmincon.
,
.
.

(SQP) ( 5).
QP ( 4).

, - BFGS (
5.3.1 MATLAB ).
MATLAB Curve Fitting
Toolbox-.

. ,
, .

t , s
() (
) .

t1 t0 ,..., t m t m1
s1 s0 , ... , sn sn1
,
:

0 min ti ti 1 max T

0 min si si1 max T

n

(t

ti 1 ) T

(s

si 1 ) T

i 0

i 0

T (),
.

: , n , ,
(MATLAB optknt
),
, .

.

()
()
()
()
()
()
()
()
()
()

4
5
6
4
5
5
4
4
4
4

J1
J1
J1
J2
J2
J2
1
2
2
1

3.53
2.29
2.39
137.28
1564.46
756.86
59.81
212.38
1.905103
57.7615

2.18
0.583
1.22
4.49
41.92
125.85
25.17
64.89
24.92
18.36

6.1 6.4
.

239

240
.

() :
,

() :
,

() :
, 5-

() :
, 5-

() :
, 6-

() :
, 6-

6.4
6.5 Turbine- .
140 28
de-Boor. J 3 . 6.6

.
.
,
.
6.4 . ()-()
J 1 , , , ()-()
J 2 .
.

()-() 6.1.
6.7 -
:
x=[0 ,1,1.5, 2.5, 4, 4.5, 5.5, 6, 8, 10];
y=[10,8, 5, 4, 3.5, 3.4, 6, 7.1, 8, 8.5];

(6.9)
(6.9)

Matlab spmak
Curve Fitting Toolbox.
6.1 ()
( 6-10
), J 1 .

241

242
.

6.7 ( 59.81 ) 4
( 25.17)

6.8() -
(6.9).
J 2
.
6.8()
, ()
6.1.

() ( 212.38) (
64.89) () 6.1 ,
.

() ().

243

244
.
6.8 () 6.1
6.9 -
:
x=[1, 2, 3,3.2, 3.4, 3.6, 3.8, 4, 4.2, 4.4, 4.6, 4.8, 5, 6, 7];
y=[1, 1, 1, 1.3, 1.6, 1.75, 1.9, 2, 1.9, 1.75, 1.6, 1.3, 1, 1, 1];

(6.10)
(6.10)

6.1 ()
( 1-3 57 ), J 1 .

6.9 ( 57.7615) 4
( - 18.36)

J 2

.
6.10()
,
() 6.1.

() ( 1.905103)
( 24.92) () 6.1 ,
.

() ().

( )

6.8 () 6.1

245

246
.

6.5 Turbine- :
62.309; 23.854;
0.0831; 0.117

6.6 ,
,
,

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:
, 212, 213
BFGS , 66
DFP , 67
hot start , 135
Q- , 68
QP , 133
QR , 90
R-, 69
SR1 , 66
SVD , 233, 235, 257
Turbine- , 241
, 95
, 44, 94, 95,
96, 100, 104, 106, 108, 109, 129,
131, 135, 163
, 157, 169
, 209
, 5, 6, xv, 123, 128,
131, 133, 135, 137, 139, 140,
143, 149, 150, 151, 152, 155,
164, 172, 173, 174, 175, 182,
183, 188, 206, 207, 228, 229,
230, 232

, 183
, 195
, 182, 186, 191,
192, 212, 215, 216, 228, 232
, 184, 205, 206,
207, 209, 210
, 206
, 207
, 206
-, 5, 184, 211, 212, 214,
215, 216, 217, 218, 219, 220,
221, 228, 232
- , 216
- , 220

- , 211
- , 219
, 196, 216, 217,
225, 230
, 22, 29, 44, 114,
115, 119, 120, 122, 136
, 46
, 65
,
23
, 22, 26, 64
n -
, 21
, 43, 44, 45, 50,
51, 53
, 42, 79, 116
, 42, 73, 90, 94,
95, 130
, 42, 78, 111,
117
, 63, 78, 107
, 21, 166
, 37
, 27, 29, 34
, 189,
192, 194
, 191

, 194
, 191,
210
., 191
, 176

, 42

, 42

249

250 :
,
228
,
42
, 144, 146, 147,
148, 149, 178, 179
, 225
, 5, xv, xvi, xvii, 196, 197, 214,
217, 218, 225, 226, 227, 228,
229, 230, 231, 232, 234, 237,
238, 239, 240, 241, 242, 243,
244, 245
, 116, 124, 125, 129, 147
, 136, 144, 146,
163
(QP),
73
- , 66, 69,
132, 137, 141, 153
, 92
, 64, 74, 75, 76, 92, 95,
96, 97, 101, 102, 104, 105, 106,
108, 109
, 54, 60, 62, 63, 64, 76
, 23, 27,
209
, 24
, 34, 35, 36,
37, 38, 39, 40, 54, 58, 141
, 23, 24, 25,
26, 27, 28, 31, 33, 34, 35, 36, 37,
38, 39, 40, 42, 49, 53, 54, 57, 58,
60, 62, 73, 120, 121, 122, 135
, 35, 36, 50
, 207, 219
, 227
, 226, 227,
228, 229, 230
, xvi, 181, 184,
196, 197, 203, 204, 207, 211,
214, 218, 225, 237
, 30, 34

, 21
, 165, 179
, 66
, 55
, 196, 197, 200, 201,
202, 214, 240
, 206
, 197
, 185
, 185

, 186
, 56, 58, 140,
141, 146, 152, 154
, 185
, 58, 74,
85, 95, 109, 120, 171
-, 212
, 43, 46, 47, 50,
51, 52, 53, 74, 75, 76, 95
, 118, 121
, 66
(),
90
,
67
,
65
, xii,
66, 123, 157, 166, 169, 170

, 123
, 66
,
196, 203
,
134, 142, 146
, 95
, 42
, 42
, 36
, 217

(), 88
- , 125
, 66, 116, 118, 121,
124, 127, 137, 172
, 65, 104, 105,
146, 147, 148, 149, 155
, 239
, 37, 38, 41, 42,
54, 58, 59, 129
, 5, 9, xv, xvii, 41, 46,
73, 88, 123, 124, 137, 138, 144,
162, 171, 226, 236, 237, 242,
243, 244, 245

,
41
, 184, 194,
214
,
35, 39, 73, 77, 79, 84, 85, 88, 92,
93, 94, 107, 125, 132, 138, 139,
141, 146, 149, 155, 164, 167,
175

, 130
, 157, 164,
169
, 63, 134
, 182
, 131
, 181
, 172
, 24, 52, 130, 172, 174
, 227
, 23, 33
, 96, 105, 130
, 227
, 116
, 84,
91, 94, 95, 96, 97, 115, 123, 124,
129, 130, 131, 137, 144, 148,
151, 155, 157, 169, 171

, 217,
220, 221, 237, 239, 240, 242,
244
() , 88
., 196, 212, 214
, 88
, 88, 134, 141,
143, 150, 151, 152, 153, 155,
166, 174, 175
, 219, 220
, 56, 57, 58, 59, 60,
61, 62, 63, 81, 82, 84

, 5, xvii, 238
, 39
, xvi ,196, 241
, 5, xv, xvi, 181, 184,
218, 229

, 217
, 43, 48, 80, 148
, 46
, 46
, 167
,
151, 175
, 167
, 30, 32
, 42,
54, 55
(), 21


, 202
, 49
,
49

, 129
Schoenberg-Whitney,
231
, 197

251

252
, 89
, 65
, 84, 92,
93, 94, 171

, 117
, 118
, 119
, 67

def

-
-

-
-

, -

AT - A
A 1 - A
rank A - A

A B

- A B

-
R

N -
R n -

253

254

N ( f ) - f
arg min -
arg max - -

conv A - A

- A

A - A

xn

- x1 , x2 , ..., xn , ...

p(v) - v
f f - f

2 f f - f
C k - k -
L -
L A -

QP -
SQP -
S l1 QP - l1
EQP -
IQP -
(.) -

- (Karush Kuhn Tucker)

BFGS - Broyden Fletcher Goldfarb Shanno
SR1 - Symmetric Rank 1
DFP - Davidon Fletcher Powel
CAGD - Control Aided Geometry Design
SVD - Singular Value Decomposition

255