Giaitichloi

L DNGMU v NGUYNVNHIN
NHP MN
GII TCH LI NG DNG
Nh xut bn
Khoa hc t nhin v Cng ngh
H Ni 2009
2
Mc lc
Mc lc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
M u. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Chng 1. Cc khi nim c bn . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.1. T hp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2. Tp a-phin, tp li a din . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3. Nn li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Chng 2. im trong tng i v phim hm Minkowski .
25
2.1. im trong tng i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.2. Phim hm Minkowski . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.3. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Chng 3. Bao li v nh l Carathodory . . . . . . . . . . . . . . 35
3.1. Bao li, bao a-phin, bao nn li . . . . . . . . . . . . . . . . . . . . 35
3.2. nh l Carathodory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.3. Mt ng dng trong quy hoch ton hc. . . . . . . . . . . 44
3.4. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
4 Mc lc
Chng 4. Cu trc bin v biu din tp li . . . . . . . . . . . . . 49
4.1. Din, im v hng cc bin, siu phng ta . . . . . 49
4.2. Trng hp tp li a din. . . . . . . . . . . . . . . . . . . . . . . . . 53
4.3. nh l biu din . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.4. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
Chng 5. Php chiu vung gc v xp x tuyn tnh ca tp
li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
5.1. Ton t chiu v bt ng thc bin phn. . . . . . . . . . 68
5.2. Xp x tp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.3. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
Chng 6. nh l tch cc tp li. . . . . . . . . . . . . . . . . . . . . . . . 81
6.1. Cc nh l tch v b Farkas . . . . . . . . . . . . . . . . . . . 82
6.2. M rng v ng dng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
6.3. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Chng 7. i cc ca tp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
7.1. nh ngha v tnh cht c bn. . . . . . . . . . . . . . . . . . . . . 96
7.2. Trng hp tp li a din. . . . . . . . . . . . . . . . . . . . . . . . . 99
7.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Chng 8. nh ngha v cc tnh cht c bn ca hm li . . . .
103
8.1. nh ngha v v d . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
8.2. Tnh lin tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
8.3. Cc php ton bo ton tnh li . . . . . . . . . . . . . . . . . . . 116
8.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
Mc lc 5
Chng 9. Tnh cht cc tr, bt ng thc li v nh l
Helley. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
9.1. Cc i v cc tiu ca hm li . . . . . . . . . . . . . . . . . . . 128
9.2. Hng ca hm li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
9.3. Bt ng thc li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
9.4. nh l Helley. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
9.5. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
Chng 10. Hm lin hp v xp x tuyn tnh. . . . . . . . . . 153
10.1. nh ngha v minh ho hm lin hp . . . . . . . . . . . 154
10.2. Cc tnh cht v php tnh c bn. . . . . . . . . . . . . . . . 156
10.3. Xp x tuyn tnh ca hm li . . . . . . . . . . . . . . . . . . . . 159
10.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
Chng 11. o hm theo hng v di vi phn . . . . . . 167
11.1. o hm theo hng . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
11.2. Di vi phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
11.3. Tnh kh vi ca hm li . . . . . . . . . . . . . . . . . . . . . . . . . . 180
11.4. Tnh n iu v lin tc ca di vi phn. . . . . . . 184
11.5. Php tnh vi di o hm. . . . . . . . . . . . . . . . . . . . . . 190
11.6. Di vi phn xp x . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
11.7. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
Chng 12. Minimax v cn bng. . . . . . . . . . . . . . . . . . . . . . . 205
12.1. Hm yn nga . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
12.2. nh l minimax . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
12.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
6 Mc lc
Ti liu tham kho . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
Danh mc t kha . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
M u
Gii tch li l mt b mn c bn ca gii tch hin i,
nghin cu v tp li v hm li cng vi nhng vn lin
quan. B mn ny c vai tr quan trng trong nhiu lnh vc
khc nhau ca ton hc ng dng, c bit l trong ti u ho,
bt ng thc bin phn, cc bi ton cn bng v.v... C th ni,
gii tch li l mt trong nhng b mn quan trng nht lm c
s ton hc ca ti u ho v mt s lnh vc khc.
Do phm vi ng dng rng ri ca gii tch li, nn hin nay
nhu cu hc tp, ging dy, nghin cu v ng dng b mn ny
ngy cng nhiu Vit Nam. Hin c mt s sch v gii tch
li bng ting nc ngoi, trong cun "Gii tch li" (Convex
Analysis) ca R. T. Rockafellar l mt sch chuyn kho ting
Anh kh hon chnh v gii tch li trong khng gian hu hn
chiu. Tuy nhin sch c vit t nm 1970 v l mt ti liu
kh c i vi nhng ngi mi bt u lm quen lnh vc ny.
V sch ting Vit, hin mi ch c mt quyn gii tch li vit
trong khng gian v hn chiu v do khng i su c vo
nhng c tnh ring, cng nh nhng kha cnh v mt tnh
ton v nhng ng dng vn rt phong ph ca tp li v hm
li trong cc khng gian hu hn chiu.
Cun sch "Nhp mn gii tch li ng dng" ny s gii thiu
nhng vn c bn nht, nhng kh y v tp li v hm
8 Nhp mn gii tch li ng dng
li trong khng gian hu hn chiu. Trong cun sch, cc kt qu
ca gii tch li c trnh by theo quan im nhn mnh vo
cc kha cnh tnh ton cng nh ng dng ca tp li v hmli
trong ti u ho, bt ng thc bin phn v bi ton cn bng.
i tng ca cun sch c th l cc sinh vin nm cui, hc
vin cao hc, nghin cu sinh cc ngnh ton ng dng. Sch
cng c th lm ti liu tham kho cho cc thy c gio ging
dy mn gii tch li. Nhng ngi lm trong cc lnh vc khc
nh kinh t, ti chnh, qun l v k s cc ngnh khoa hc k
thut mun tmhiu v gii tch li p dng vo ngnh chuyn
mn ca mnh cng c th dng sch nh mt ti liu thamkho.
Cun sch c bin son da theo bi ging ca cc tc gi cho
sinh vin cc nm cui bc i hc, hc vin cao hc, nghin cu
sinh ti Vin Ton hc H Ni, cc trng i hc ti H Ni,
Hu, Quy Nhn, thnh ph H Ch Minh v cc i hc CHLB
c, Cng ho Php, Vng quc B, Canada, v.v...
Chng ti xin chn thnh cm n Vin Ton hc H Ni v
i hc Namur, FUNDP, Vng Quc B to mi iu kin
cho chng ti hon thnh quyn sch ny. Li cm n cng xin
gi n Gio s Jean-Jacques. Strodiot c nhng kin qu
bu cho ni dung v b cc ca cun sch. Xin cm n TS. V
Vn t v anh Trn Vn Thnh gip rt nhiu trong qu
trnh son tho cun sch ny.
Chng ti rt mong nhn c v chn thnh cm n mi s
gp ca c gi.
Namur, Vng Quc B, thng 8-2008
Cc tc gi
L Dng Mu v Nguyn Vn Hin
Bng k hiu
R
n
khng gian Euclide n-chiu trn trng s
thc;
IR
n
+
gc khng m ca IIR
n
(tp cc vct khng
m);
IR trc s thc (IR = IR
1
);
IR trc s thc m rng (IR = IR
, +);
IN tp hp s nguyn dng;
x
i
to th i ca x;
x
T
vc-t hng (chuyn v ca x)
x, y = x
T
y =
xy :=
n
j=1
x
j
y
j
tch v hng c hai vc-t x v y;
[[x[[ =
_
n
j=1
x
2
j
chun Euclide ca x;
[[x[[
1
=
max[x
j
[ [j =
1, ..., n
chun max ca x
x y c ngha l x
j
y
j
vi mi j;
[x, y] on thng ng ni x v y;
(x, y) on thng m ni x v y;
A bao ng ca A;
coA bao li ca A;
coneA: bao nn li ca A;
aff(A) bao afine ca tp A;
ri(A) tp im trong tng i ca tp A;
V(A) tp cc im cc bin (nh) ca A;
coA: bao li ng ca A;
coneA: bao nn li ng ca A;
reA: nn li xa (nn cc hng v hn) ca A;
intA: tp hp cc im trong ca A;
riA: tp hp cc im trong tng i ca A;
A
: i cc ca A;
dimA: th nguyn (s chiu) ca tp A;
linealityA: phng ca tp A;
linA: khng gian thng ca A;
f : hm bao ng ca f ;
L( f ): khng gian thng ca f ;
linf : th nguyn ca L( f );
rankf : hng ca f ;
domf : tp hu dng ca f ;
dimf : th nguyn ca domf ;
f
: hm lin hp ca f ;
epi f : trn th ca f ;
f (x): di vi phn ca f ti x;
f (x): -di vi phn ca f ti x;

f (x) hoc
f
/
(x) :
o hm ca f ti x;
f
/
(x, d): o hm theo hng d ca f ti x;
KKT: Karush-Kuhn-Tucker;
KT: Kuhn-Tucker;
QHTT: quy hoach tuyn tnh;
QHTP: quy hoach ton phng.
Chng 1
CC KHI NIM C BN
1.1. T hp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2. Tp a-phin, tp li a din . . . . . . . . . . . . . . . . . . . . 14
1.3. Nn li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
Trong gio trnh ny, chng ta s lm vic vi khng gian Eu-
clidean n-chiu trn trng s thc IR. Khng gian ny s c
k hiu l IR
n
. Nh vy mi vc-t x IR
n
s gm n ta l cc
s thc. Thng thng khi vit mt vc-t x, nu khng c qui
nh g thm, ta lun hiu l vc-t ct. Phn ny nhm gii
thiu nhng khi nim c bn nht ca tp li cng vi nhng
tnh cht c trng ca n.
1.1. T hp li
Mt ng thng ni hai im(hai vc-t) a, b trong IR
n
l tp
hp tt c cc vc-t x IR
n
c dng
x IR
n
[x = a + b, , IR, + = 1.
on thng ni hai im a v b trong IR
n
l tp hp cc vc-t x
c dng
x IR
n
[x = a + b, 0, 0, + = 1.
Tp li l mt khi nim c bn nht ca gii tch li, n c
nh ngha nh sau:
nh ngha 1.1. Mt tp C IR
n
c gi l mt tp li , nu C
cha mi on thng i qua hai im bt k ca n. Tc l C li
khi v ch khi
x, y C, [0, 1] x + (1 )y C.
Ta ni x l t hp li ca cc im (vc-t) x
1
, ..., x
k
nu
x =
k
j=1
j
x
j
,
j
> 0 j = 1, ..., k,
k
j=1
j
= 1.
Tng t, x l t hp a-phin ca cc im (vc-t) x
1
, ..., x
k
nu
x =
k
j=1
j
x
j
,
k
j=1
j
= 1.
Tp hp ca cc t hp a-phin ca x
1
, ..., x
k
thng c gi l
bao a-phin ca cc im ny.
Mnh 1.1. Tp hp C l li khi v ch khi n cha mi t hp li ca
cc im ca n. Tc l: C li khi v ch khi
k IN,
1
, ...,
k
> 0 :
k
j=1
j
= 1 , x
1
, ..., x
k
C
k
j=1
j
x
j
C.
Chng minh. iu kin l hin nhin t nh ngha. Ta chng
minh iu kin cn bng quy np theo s im. Vi k = 2, iu
1.1 T hp li 13
cn chng minh suy ra ngay t nh ngha ca tp li v t hp
li. Gi s mnh ng vi k 1 im. Ta cn chng minh vi
k im.
Gi s x l t hp li ca k im x
1
, ..., x
k
C. Tc l
x =
k
j=1
j
x
j
,
j
> 0 j = 1, ..., k,
k
j=1
j
= 1.
t
=
k1
j=1
j
.
Khi 0 < < 1 v
x =
k1
j=1
j
x
j
+
k
x
k
=
k1
j=1
x
j
+
k
x
k
. (1.1)
Do
k1
j=1
= 1
v

j
> 0 vi mi j = 1, ..., k 1, nn theo gi thit quy np, im

y :=
k1
j=1
x
j
C.
Ta c
x = y +
k
x
k
.
Do > 0,
k
> 0 v
+
k
=
k
j=1
j
= 1,
nn x l mt t hp li ca hai im y v x
k
u thuc C. Vy
x C.
Lp cc tp li l ng vi cc php giao, php cng i s v
php nhn tch Descartes. C th, ta c mnh sau:
Mnh 1.2. Nu A, B l cc tp li trong IR
n
, C l li trong IR
m
, th
cc tp sau l li :
A B := x [x A, x B,
A + B := x [x = a + b, a A, b B, , IR,
A C := x IR
n+m
[x = (a, c) : a A, c C.
Chng minh. D dng c suy ra trc tip t nh ngha.
1.2. Tp a-phin, tp li a din
Trong gii tch c in, ta lmquen vi cc khng gian con,
cc siu phng v.v... l cc trng hp ring ca tp a-phin (a
tp a-phin) c nh ngha nh sau:
nh ngha 1.2. Mt tp C c gi l tp a-phin nu n cha
ng thng i qua hai im bt k ca n, tc l
x, y C, IR x + (1 )y C.
Vy tp a-phin l mt trng hp ring ca tp li. Nh nu,
mt v d in hnh ca tp a-phin l cc khng gian con. Mt v
d khc v tp a-phin l siu phng c nh ngha di y.
nh ngha 1.3. Siu phng trong khng gian IR
n
l mt tp hp
cc im c dng
x IR
n
[ a
T
x = ,
trong a IR
n
l mt vc-t khc 0 v IR.
1.2 Tp a-phin, tp li a din 15
Vc-t a thng c gi l vc-t php tuyn ca siu phng.
Mt siu phng s chia khng gian ra hai na khng gian. Na
khng gian c nh ngha nh sau:
nh ngha 1.4. Na khng gian l mt tp hp c dng
x [ a
T
x ,
trong a ,= 0 v IR.
y l na khng gian ng. Tp
x [ a
T
x > .
l na khng gian m.
Nh vy mt siu phng chia khng gian ra lm hai na khng
gian, mi na khng gian v mt pha ca siu phng. Nu hai
na khng gian ny l ng th phn chung ca chng chnh l
siu phng .
Mnh di y cho thy tp a-phin chnh l nh tnh tin
ca mt khng gian con.
Mnh 1.3. M ,= l tp a-phin khi v ch khi n c dng M =
L + a vi L l mt khng gian con v a M, Khng gian con L ny
c xc nh duy nht.
Chng minh. Gi s M l tp a-phin v a M. Khi L = Ma
l mt khng gian con. Vy M = L +a. Ngc li, nu M = L +a
vi L l khng gian con, th vi mi x, y M, IR ta c
(1 )x + y = a + (1 )(x a) + (y a).
Do x a v y a u thuc L v do L l khng gian con, nn
(1 )(x a) + (y a) L.
Vy
(1 )x + y M.
Suy ra M l tp a-phin.
Khng gian con L trn l duy nht. Tht vy, nu M = a + L
v M = a
/
+ L
/
, th
L
/
= Ma
/
= a + L a
/
= L + (a a
/
).
Do a
/
M = a + L, nn a
/
a L. Suy ra L
/
= L + a a
/
= L.
Khng gian L trong mnh trn c gi l khng gian con
song song vi M, hoc ni ngn gn hn l khng gian con ca M.
Th nguyn (hay chiu) ca mt tp a-phin M c nh ngha
bi th nguyn ca khng gian song song vi M v c k hiu
l dimM.
Mnh 1.4. Bt k mt tp a-phin M IR
n
c s chiu r u c
dng
M = x IR
n
[ Ax = b, (1.2)
trong A l ma trn cp (mn), b IR
m
v rankA = n r. Ngc
li, mi tp hp c dng (1.2) vi rankA = n r u l tp a-phin c
s chiu l r.
Chng minh. Gi s M l tp a-phin c s chiu l r v M =
L + a vi a M. Vy L = M a l mt khng gian con c s
chiu l r. Theo i s tuyn tnh, khng gian con r chiu ny c
dng
L = x [Ax = 0
vi A l mt ma trn cp mn v rankA = n r. T M = L + a,
suy ra
M = x [A(x a) = 0 = x [Ax = Aa = b.
1.2 Tp a-phin, tp li a din 17
Ngc li, gi s M c cho bi (1.2). D kim ta c rng M
l mt tp a-phin v khng gian con ca M l tp x[Ax = 0.
Do rankA = n r, nn dimL = r. Vy dimM = r.
tin vic theo di, ta nhc li khi nim c lp a-phin
quen bit trong i s tuyn tnh.
nh ngha 1.5. Cc im x
0
, x
1
, ..., x
k
trong IR
n
c gi l c
lp a-phin, nu bao a-phin ca chng c th nguyn l k.
Mnh di y cho mt tnh cht c trng ca cc im
c lp a-phin.
Mnh 1.5. Cc iu sau y l tng ng:
(i) Cc im x
0
, x
1
, ..., x
k
c lp a-phin,
(ii) Vi mi i, cc im x
j
x
i
( j = 0, 1, ..., k, j ,= i) c lp tuyn
tnh trong IR
n
.
(iii) Cc im (x
j
, 1) (j = 0, 1, ..., k) c lp tuyn tnh trong IR
n+1
.
Chng minh. Gi S l tp hp gm cc im x
0
, x
1
, ..., x
k
v L
l khng gian con ca S. Khng gim tng qut, cho i = 0. t
y
j
= x
j
x
0
(j = 1, ..., k). Hin nhin y
j
L vi mi j. Cho x =
k
j=0
j
x
j
l mt t hp a-phin bt k ca cc im x
0
, x
1
, ..., x
k
.
Do
k
j=0
j
= 1, nn
0
= 1
k
j=1
j
. Vy x = x
0
+
k
j=1
j
y
j
.
Suy ra affS = x
0
+ spany
1
, ..., y
k
, trong spany
1
, ..., y
k
k
hiu khng gian con cng bi cc im y
1
, ..., y
k
. Theo mnh
1.3 ta c L = spany
1
, ..., y
k
. Vy dimL = k khi v ch khi
cc im y
1
, ..., y
k
c lp tuyn tnh. Chng t (i) v (ii) l tng
ng.
S tng ng gia (ii) v (iii) d dng c chng minh,
da trc tip vo nh ngha v s c lp tuyn tnh.
Nhc li rng mt tp hp S IR
n
c gi l mt n hnh
c th nguyn bng k (hoc ni ngn gn l k-n hnh), nu S
l t hp li ca k + 1 vc-t c lp a-phin. Cc vc-t ny c
gi l nh ca n hnh. V d, mt tam gic trong khng gian 3
chiu l 2-n hnh. Tp hp
S
k
:= x IR
k
[ x 0,
k
j=1
x
j
1
c gi l n hnh chun tc trong IR
k
.
n hnh l mt trng hp ring ca tp li a din, c
nh ngha ngay di y.
nh ngha 1.6. Mt tp c gi l tp li a din, nu n l
giao ca mt s hu hn cc na khng gian ng.
Nh vy, theo nh ngha, tp li a din l tp hp nghim ca
mt h hu hn cc bt phng trnh tuyn tnh. Dng tng
minh ca mt tp li a din c cho nh sau:
D := x IR
n
[ a
j
, x b
j
, j = 1, ..., m.
Hoc nu ta k hiu A l ma trn c m hng l cc vc-t a
j
(j =
1, ..., m) v vc-t b
T
= (b
1
, ..., b
m
), th h trn vit c l:
D = x IR
n
[Ax b.
Ch rng do mt phng trnh
a, x = b
c th vit mt cch tng ng di dng hai bt phng trnh
a, x b, a, x b,
nn tp nghim ca mt h hu hn cc phng trnh v bt
phng trnh cng l mt tp li a din.
Mt s cc tnh cht c bn ca tp li a din s c trnh
by trong cc phn tip theo.
1.3 Nn li 19
1.3. Nn li
Trong ti u ho, bt ng thc bin phn, l thuyt tr chi
v nhiu b mn ton ng dng khc, khi nim v nn c mt
vai tr quan trng.
nh ngha 1.7. Mt tp C c gi l nn nu
> 0, x C x C.
Theo nh ngha, ta thy rng gc ta c th thuc nn hoc
khng thuc nn. D nhin mt nn khng nht thit l mt tp
li. V d
C := x IR [ x ,= 0
l mt nn, nhng khng li. Mt nn c gi l nn li nu n
ng thi l mt tp li. Mt nn li c gi l nn nhn nu n
khng cha ng thng. Khi ta ni 0 l nh ca nn. Nu
nn li ny li l mt tp li a din th ta ni n l nn li a din.
Mt v d in hnh ca nn li a din, thng c s dng,
l tp hp nghim ca h bt phng trnh tuyn tnh c dng
x[Ax 0,
vi A l mt ma trn thc cp hu hn (s dng v s ct l hu
hn).
Mnh 1.6. Mt tp C l nn li khi v ch khi n c cc tnh cht
sau:
(i) C C > 0,
(ii) C +C C.
Chng minh. Gi s C l mt nn li. Do C l mt nn, nn ta
c (i). Do C l mt tp li, nn vi mi x, y C, th
1
2
(x +y) C.
Vy theo (i) ta c x +y C.
Ngc li, gi s c (i) v (ii). T (i) suy ra ngay C l mt nn.
Gi s x, y C v [0, 1]. T (i) suy ra x C, v (1 )y C.
Theo (ii) c x + (1 )y C. Vy C l mt nn li.
Mt s nn in hnh. Di y ta s xt mt s nn li in
hnh thng c s dng trong gii tch li.
Tp li c mt c trng l: mt tia xut pht t mt im
thuc n, th hoc nm hn trong tp ny hoc mt khi ra
khi tp ny th s khng "tr li".
nh ngha 1.8. Cho C l mt tp li trong IR
n
. Mt vc-t y ,= 0
c gi l hng li xa ca C, nu mi tia xut pht t mt im
bt k ca C theo hng y u nm trn trong C, tc l: y l
hng li xa khi v ch khi
x + y C x C, 0.
Mt hng li xa cn c gi l hng v hn . Ta s k hiu
tp hp ca tt c cc hng li xa ca C cng vi im gc l
reC. Tp hp ny c gi l nn li xa ca C. Hin nhin nu
C l mt tp b chn, th reC ch gm duy nht im gc. Ch
rng, nu C l mt tp li ng, th trong nh ngha trn, thay
v i hi vi mi x C, ch cn i hi cho mt im x C. C
th ta c mnh sau:
Mnh 1.7. Gi s C l mt tp li ng. Khi y l mt hng li
xa ca C khi v ch khi
x + y C 0,
vi mt im x no thuc C.
1.3 Nn li 21
Chng minh. Gi s x + y C > 0, vi x C. Th th vi
mi u C v mi > 0, do C li, ta c
x
:=

+
(x + y) + (1

+
)u C.
Cho , do C ng, ta thy u + y C, vi mi u C v
> 0.
Ch . Trong trng hp C khng ng, b trn khng ng.
V d, trong IR
2
ly
C := x = (x
1
, x
2
)[ x
1
> 0, x
2
> 0 0.
Hin nhin vc-t y = (0, 1) c tnh cht l mi tia xut pht t
mt im 0 ,= x C theo hng ny u nm trn trong C,
nhng nu xut pht t x = 0 th iu ny khng ng.
Cho C IR
n
l mt tp li v x C. K hiu
N
C
(x) := w[ w, y x 0 y C.
Hin nhin 0 N
C
(x). Dng nh ngha, d kim tra c rng
N
C
(x) l mt nn li ng. Nn ny c gi l nn php tuyn
ngoi ca C ti x. Tp N
C
(x) c gi l nn php tuyn trong
ca C ti x. Hin nhin
N
C
(x) := w[ w, y x 0 y C.
Mt nn quan trng khc l nn i cc c nh ngha nh sau:
C
:= w[ w, x 0 x C.
D thy rng y cng l mt nn li ng cha gc.
Cho C l mt tp li khc rng v x C. Ta ni d IR
n
l mt
hng chp nhn c ca C nu tn ti t
0
> 0 sao cho x + td C
vi mi 0 t t
0
. Tp tt c cc hng chp nhn c l mt
nn li (d kim tra) cha gc. Ta s k hiu nn ny l F
C
(x)
v s gi l nn cc hng chp nhn c hoc ni ngn gn l
nn chp nhn c. Nn ny c th khng ng, tuy nhin nu
ly bao ng, ta s dc mt nn khc gi l nn tip xc ca C
ti x. K hiu nn ny l T
C
(x), th F
C
(x) = T
C
(x). T y suy ra
T
C
(x) = d IR
n
[ d
k
d, t
k
0 : x +t
k
d
k
C k.
Mnh sau y d dng c suy trc tip t nh ngha.
Mnh 1.8. Nn php tuyn v nn tip xc l i cc ca nhau.
V d 1.1. Gi s tp li C c cho bi
C := x IR
n
[ a
j
, x b
j
, j = 1, ..., m.
Vi x C, t
J(x) := j[ a
j
, x = b
j
gi l tp ch s tch cc ti x.
Khi
T
C
(x) = y IR
n
[ a
j
, y 0, j J(x),
N
C
(x) = cone(a
j
, j J(x)) = y =

jJ(x)
j
a
j
:
j
0.
1.4. Bi tp
1.1. Chng minh rng mt tp l a-phin khi v ch khi n cha
mi t hp a-phin hu hn ca cc im thuc n.
1.2. Chng minh rng nu cc vc-t x
0
, ...., x
k
c lp a-phin,
th tn ti > 0 sao cho mi y
0
, ..., y
k
tho mn [[x
j
y
j
[[ vi
mi j cng c lp a-phin.
1.4 Bi tp 23
1.3. Cho S l mt k-n hnh trong IR
n
c cc nh l v
0
, ..., v
k
v T : IR
k
IR
n
l mt nh x c cho bi
T(
1
, ...,
k
) := v
0
+
k
j=1
j
(v
j
v
0
)
Chng t rng T l nh x 1 1 tho mn T(S
k
) = S.
Ngc li nu T : IR
k
IR
n
l mt nh x a-phin th T(S
k
) l
mt k-n hnh trong IR
n
v c cc nh l T(0), T(e
1
), ..., T(e
k
),
trong e
j
l vc-t n v th j ca IR
n
.
1.4. (i) Chng minh rng reC l mt nn li.
(ii) Mt hng d ,= 0 c gi l hng ta li xa nu nh vi
mi x C m
x + d[ 0 C ,= x,
th x + d C vi mi .
Hy tm mt hng ta li xa nhng khng phi l hng li
xa.
1.5. Chng minh rng nn tip xc ca mt tp li C ti mt
im x C, chnh l bao nn li ng ca tp C x. Tc l
T
C
(x) = cone(C x).
1.6. Hy xt T
C
(x) vi C l mt nn li ng v x ,= 0.
1.7. (i) Chng t rng nn php tuyn c tnh cht a
phng theo ngha: nn php tuyn ca tp C B(x) ti
x chnh bng N
C
(x), trong B(x) l mt ln cn ca x.
(ii) Chng t rng nn php tuyn c tnh cht n iu theo
ngha:
w w
/
, x x
/
0 x, x
/
C, w N
C
(x), w
/
N
C
(x
/
).
1.8. Cho C v D l hai tp li ng v x C D. Chng minh
rng:
(i) T
CD
(x) T
C
(x) T
D
(x),
(ii) N
CD
(x) N
C
(x) + N
D
(x)
(iii) Vi nh x a-phin A(x) = A
0
(x) + y
0
, trong A
0
l nh
x tuyn tnh, th
T
A(C)
(A(x)) = A
0
T
C
(x),
N
A(C)
(A(x)) = (A
0
)
1
N
C
(x),
trong (A
0
)
1
l ton t nghch o ca ton t lin hp
ca A
0
.
1.9. Cho C
1
IR
n
i
li ng khc rng v x
i
C
i
(i = 1, ..., k).
Gi C := C
1
C
2
... C
k
. Chng minh rng
N
C
(x
1
, ..., x
k
) = N
C
1
(x
1
) ... N
C
k
(x
k
),
T
C
(x
1
, ..., x
k
) = T
C
1
(x
1
) ... T
C
k
(x
k
).
1.10. Cho C IR
n
li, ng, khc rng. Chng minh rng mi
x R
n
u c th phn tch di dng x = c +c
, trong c C,
c
N
C
(x). Xt trng hp C l nn li ng v C l na khng
gian ng.
Chng 2
IM TRONG TNG I
V PHIM HM MINKOWSKI
2.1. im trong tng i . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.2. Phimhm Minkowski . . . . . . . . . . . . . . . . . . . . . . . 30
2.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
Nh thy, trong nh ngha tp li ta ch s dng n tnh
cht tuyn tnh ca khng gian. Tuy nhin tnh cht li s ko
theo mt s tnh cht t-p rt tin ch ca tp li. Trong gii tch
li, khi nimimtrong tng i, s c nh ngha ngay sau
y, c mt vai tr quan trng. L do chnh, mt mt, nh s thy,
mt tp li trong khng gian hu hn chiu bao gi cng c im
trong tng i, mt khc cc tp li xut hin trong nhiu ng
dng thng khng c th nguyn y , do chng khng
c im trong, nhng vn c im trong tng i.
2.1. imtrong tng i
Trong ti u ho v mt s lnh vc khc ca ton hc ng
dng, ngi ta thng phi lm vic vi cc tp li trong khng
gian IR
n
c th nguyn khng y . D nhin, nhng tp hp
ny khng c im trong. Tuy nhin, nh cu trc li, chng c
im trong tng i theo ngha sau:
nh ngha 2.1. Mt im a C c gi l im trong tng i
ca C nu n l im trong ca C theo t-p cm sinh bi affC
(tp a-phin nh nht cha C).
Ta s k hiu tp hp cc im trong tng i ca C l riC.
Theo nh ngha trn ta c:
riC := a C[ B : (a + B) affC C,
trong B l mt ln cn m ca gc. Hin nhin
riC = a affC[ B : (a + B) affC C.
Nh thng l, ta k hiu C l bao ng ca C. Khi tp hp
C riC c gi l bin tng i ca C. Tp C c gi l m
tng i nu C = riC. Di y l mt kt qu quen bit trong
i s tuyn tnh.
Mnh 2.1. Cho A v B l hai tp a-phin trong IR
n
. Gi s dimA =
dimB. Khi tn ti mt nh x a-phin 1-1 T t A vo B sao cho
TA = B.
Trong mt trng hp ring thng gp khi C IR
n
l mt
tp li khc rng c th nguyn l m, th lun tn ti T l mt
nh x a-phin 1-1 sao cho
T(affC) = (x
1
, ..., x
m
, x
m+1
, ..., x
n
) : x
m+1
= ... = x
n
= 0.
2.1 im trong tng i 27
Mnh di y cho mt tnh cht c trng ca im trong
tng i.
Mnh 2.2. Cho C li. Khi a riC khi v ch khi
x affC, > 0 : a + (x a) C. (2.1)
Chng minh. Theo Mnh 2.1, bng cch ly bao a-phin ca C,
ta c th ga thit dimC = n. Khi riC = intC. Theo nh ngha
im trong, nu a intC, s tn ti mt qa cu tm a c cha
trn trong C. Do (2.1) tha mn.
Ngc li gi s c (2.1). n gin, khng gim tng qut
ta c th cho a = 0. Gi e
i
(i = 1, ..., n) l vc-t n v th i ca
IR
n
. Do y l mt c s ca IR
n
. Theo gi thit (2.1), tn ti
i
> 0 sao cho
i
e
i
C. Tng t, i vi e
i
, tn ti
i
> 0, sao
cho
i
e
i
C (i = 1, ..., n). Ly := min
i
,
i
, i = 1, ..., n v
qu cu B := x[ [[x[[
1
, trong [[x[[
1
k hiu chun max
ca x. Ly u
i
= e
i
(i = 1, ..., n). Hin nhin l u
i
C, u
i
C
vi mi i.
Vi mi x
T
= (x
1
, ..., x
n
) B, t
I
= i [x
i
< 0, I
+
:= i [x
i
> 0.
Khi
x =

iI
x
i
e
i
+

iI
+
x
i
e
i
=

iI
[x
i
[
(u
i
) +

iI
+
[x
i
[
u
i
+ (1
n
i=1
[x
i
[
)0.
Ch rng do x B v theo nh ngha ca [[x[[
1
, nn
n
i=1
[x
i
[
1.
Chng t x l t hp li ca 0 C v u
i
C vi i I
+
v u
i
C
vi i I
. Do C li, nn x C. iu ny ng vi mi x B, do
B C. .
Mnh 2.3. Cho C IR
n
l mt tp li. Gi s x riC. Khi vi
mi y C tt c cc im trn on thng ni x v y, c th tr y, u
thuc riC. Ni cch khc, vi mi 0 < 1, th (1 )riC + C
riC.
Chng minh. Theo Mnh 2.1, bng cch ly bao a-phin, ta c
th gi s riC = intC. Vi B l qu cu n v tm ti gc, ta cn
chng t tn ti > 0 sao cho vi mi 0 < 1, ta c
(1 )x + y + B C.
Theo gi thit y C, nn vi mi > 0, ta c y C + B. Vy
(1 )x + y + B (1 )x + (C + B) + B
= (1 )[x +
(1+)
1
B] + C.
Nhng do x intC v 0 < 1, nn biu thc trong ngoc
vung, k hiu l z, thuc C vi mi > 0 nh. Do C li, nn
(1 )z + C C.
Ap dng mnh trn vi ch rng riC C, ta c h qu sau:

H qu 2.1. Nu C li th riC li.
nh l 2.1. Mi tp li C IR
n
khc rng u c im trong tng
i.
Chng minh. Ly M = affC. Gi s dimM = m. Do M cha
(m+1) imc lp affin x
0
, ..., x
m
thuc C. Gi a :=
m
j=0
1
m+1
x
j
l tm ca n hnh cng bi cc im x
0
, ..., x
m
. Ta s chng t
2.1 im trong tng i 29
a riC. Tht vy, mi x M u biu din c nh l t hp
a-phin ca cc im x
0
, ..., x
m
, tc l tn ti
j
(j = 0, 1, ..., m),
m
j=0
j
= 1 sao cho
x =
m
j=0
j
x
j
.
Khi tn ti
j
> 0 (j = 0, ..., m) sao cho
m
j=0
j
x
j
= a + t(x a)
vi t > 0 no . Tht vy ta c th chn
j
= (1 t)
1
m + 1
+ t
j
.
Vi t > 0 v nh, ta c
j
> 0. Ngoi ra
m
j=0
j
= 1. Vy
a + t(x a) C v n l t hp li ca cc im ca C. Theo
Mnh 2.2, im a riC.
Mnh sau cho thy im trong tng i ca mt tp li
c bo ton qua php bin i tuyn tnh.
Mnh 2.4. Cho ,= C IR
n
l mt tp li v A : IR
n
IR
m
l
ton t tuyn tnh. Khi A(riC) = ri(A(C)).
Chng minh. Nh thng l, ta k hiu bao ng ca mt tp E
l E. Do C ,= v C li, nn riC ,= v li. Do A lin tc, nn d
thy rng A(riC) A(riC). Do
A(riC) A(riC) = A(C) A(C) A(riC).
T y, ly bao ng hai v, ta c
A(riC) = A(C),
v do
ri(A(riC)) = ri(A(C)).
Th nhng
ri(A(riC)) A(riC),
nn
ri(A(C)) A(riC).
chng minh chiu ngc li ta ly z A(riC). Khi tn
ti x riC sao cho Ax = z. Vi mi z
/
A(C), ta c z
/
= Ax
/
vi x
/
C. chng t z ri(A(C)), ta ch cn chng t on
(z, z
/
) ri(A(C)). Tht vy vi bt k im v no thuc on
(z, z
/
), ta vit c
v = z + (1 )z
/
, 0 < < 1.
Vy v A(C), v A(C) li v z, z
/
A(C). Ch rng do x riC
v x
/
C, nn
x
= x + (1 )x
/
riC (0, 1).
Do A tuyn tnh, nn
v = Ax + (1 )Ax
/
= A[x + (1 )x
/
] A(C).
Theo Mnh 2.2, v ri(A(C)).
2.2. Phimhm Minkowski
Phim hm c (gauge) hay cn gi l phim hm Minkowski
c nh ngha di y l mt cng c rt tin ch gip ta "nh
lng" khi lm vic vi bao ng v phn trong ca mt tp li.
nh ngha 2.2. Cho C IR
n
l mt tp li v 0 intC. Hm
g
C
: IR
n
IR cho bi
g
C
(x) := inf > 0[ x C
c gi l phim hm c hocphim hm Minkowski ca C.
2.2 Phim hm Minkowski 31
V mt hnh hc ta c th hnh dung tp C "n ra" hoc "co li"
thnh tp C, v g
C
(x) l s > 0 "nh nht" x C. Theo
nh ngha v do im 0 intC c ln cn li, cn i, hp th,
nn:
g
C
(0) = 0 v g
C
(x) > 0 vi mi x ,= 0.
Nu x C th g
C
(x) 1 v x 1C.
Nu x , C, th g
C
(x) 1.
Mnh 2.5. Phim hm c g
C
ca mt tp li C cha gc lm im
trong c cc tnh cht sau:
(i) g
C
((x) = g
C
(x) x, 0 (thun nht dng bc 1).
(ii) g
C
(x +y) g
C
(x) + g
C
(y) x, y (di cng tnh).
(iii) g
C
l hm lin tc trn ton khng gian.
(iv) intC = x[ g
C
(x) < 1 C C = x[ g
C
(x) 1.
Chng minh. (i) Do 0 intC c ln cn li, hp th, nn vi mi
x ,= 0, u tn ti > 0 sao cho x C. Vy g
C
(x) c xc nh
v g
C
(x) 0 vi mi x (hin nhin g
C
(0) = 0).
Vi mi > 0, theo nh ngha ta c
g
C
(x) = inf > 0[x C
= inf > 0[x

C
= inf > 0[ x C = g
C
(x).
(ii) Nu x C, y C vi > 0, > 0, th x = x
/
, y = y
/
vi x
/
, y
/
C. Khi
x +y = ( + )

+
x
/
+

+
y
/
( + )C.
Vy g
C
(x + y) + vi mi > 0, > 0 sao cho x C,
y C. Do
g
C
(x + y) g
C
(x) + g
C
(y).
(iii) Do 0 intC, nn vi mi > 0, tn ti > 0 sao cho
B
:= u[ [[u[[ < C.
Vi mi x
0
, tn ti x x
0
B
C. Vy g
C
(x x
0
) . Theo
tnh cht di cng tnh, ta c
g
C
(x) = g
C
(x
0
+ x x
0
) g
C
(x
0
) + g
C
(x x
0
) g
C
(x
0
) + .
Mt khc do x
0
x B
C, nn tng t ta c g
C
(x
0
)
g
C
(x) + . Kt hp li ta c [g
C
(x) g
C
(x
0
)[ khi [[x
x
0
[[ < . Vy g
C
lin tc ti x
0
.
(iv) Suy ra d dng t nh ngha v t tnh lin tc ca hm
g
C
.
2.3. Bi tp
2.1. Hy xc nh bao ng, im trong v im bin ca cc
tp sau:
a) C := x IR
3
[ [x
2
1
+ x
2
2
x
3
,
b) C := x IR
2
[ 1 x
1
2, x
2
= 3,
c) C := x IR
3
[x
1
+ x
2
3, x
1
+ x
2
+ x
3
5, x
1
, x
2
, x
3

0,
d) C := x IR
3
[x
1
+ x
2
= 3, x
1
+ x
2
+ x
3
6,
e) C := x IR
3
[ x
2
1
+ x
2
2
+ x
2
3
4, x
1
+ x
3
= 1.
2.2. Chng t rng nu C li, th C li v C = riC, riC = riC.
2.3 Bi tp 33
2.3. Cho C li. Chng minh rng
(i) aff(riC) = aff(C) = aff(C)
(ii) dimC = dim(C) = dim (riC)
(iii) ri(C) = (riC) vi mi IR.
2.4. Cho A, B l cc tp li v C = A + B. Chng minh rng
riC = riA + riB.
Hng dn: p dng Mnh 2.4 vi nh x tuyn tnh Athch
hp. C th:
Do C C, nn affC affC. Mt khc do affC lun l tp
ng, nn
C affC = affC.
Vy affC = affC v do dimC = dimC.
2.5. Chng minh rng bao ng v imtrong tng i c
bo ton di mt php bin i a-phin mt - mt t khng gian
IR
n
vo chnh n.
2.6. Chng minh rng nu C li th cc tp riC, bao ng C ca
C cng li.
Chng 3
BAO LI V NH L
CARATHODORY
3.1. Bao li, bao a-phin, bao nn li . . . . . . . . . . . . . . . 35
3.2. nh l Carathodory. . . . . . . . . . . . . . . . . . . . . . . . . 38
3.3. Mt ng dng trong quy hoch ton hc. . . . . . 44
3.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Cu trc li tuy phc tp hn cu trc tuyn tnh, nhng tp
li vn cn c mt s tnh cht rt tin ch trong nhiu ng dng.
Do trong nhiu trng hp, ngi ta hay xp x mt tp khng
li bi mt tp li. D nhin tp xp x phi l mt tp li "st
nht" tp cho theo mt ngha no .
3.1. Bao li, bao a-phin, bao nn li
Khi nim bao li, bao a-phin v bao nn li ca mt tp c
vai tr quan trng trong vic xp x mt tp khng li bi tp li,
tp a-phin hoc nn li.
nh ngha 3.1. Bao li ca mt tp E l giao ca tt c cc tp li
cha E.
Tng t, ta nh ngha bao a-phin ca E l giao ca tt c cc
tp a-phin cha E, v bao nn li ca tp E (cn gi l nn li sinh
bi E) l giao ca tt c cc nn li cha E. Bao li ca mt tp
E s c k hiu l coE; bao a-phin ca mt tp E s c k
hiu l affE, cn bao nn li ca E s c k hiu l coneE. Do
tnh cht ca nn, nn nu mt im x coneE, th x coneE
vi mi > 0. Do tin lm vic, ngi ta thng cho lun
im gc vo bao nn li ca mt tp.
Ch rng giao ca cc tp li (tp a-phin, nn li) cng l
tp li (tp a-phin, nn li), nn bao li, bao a-phin v bao nn
li c xc nh mt cch duy nht. Nh vy bao li ca mt
tp E l tp li nh nht cha E. Tng t bao a-phin ca E l
tp a-phin nh nht cha E. Bao nn li ca E l tp hp gm
gc ta v nn li nh nht cha E. Nh vy khc vi bao li
v bao a-phin, bao nn li ca mt tp ni chung khc mt cht
vi nn li nh nht cha tp .
D nhin nu E ,= , th bao li, bao a-phin v bao nn li
lun tn ti duy nht v khc rng v cc tp ny u cha E v
v bn thn ton b khng gian ng thi va l mt tp li, mt
tp a-phin v mt nn li cha E.
Ch rng c mt s tc gi nh ngha nn nh sau: mt tp
C c gi l mt nn nu vi mi x C th x C vi mi
0. Theo nh ngha ny, nn lun cha gc. Khi bao nn
li ca mt tp E chnh l giao ca cc nn li cha E.
Nhc li rng, th nguyn (cn gi l chiu) ca mt tp E bt
k c nh ngha nh l th nguyn ca bao a-phin ca n.
Tc l
dimE := dim(affE).
3.1 Bao li, bao a-phin, bao nn li 37
Mnh 3.1. Cho E l mt tp li. Khi
coneE = x [ x E, 0.
Chng minh. Gi M := x [ x E, > 0. Hin nhin l bt
k nn no cha E, u phi cha M. Ta s ch ra l bn thn M
cng l mt nn li. Gi s y
1
, y
2
M. Vy y
1
=
1
x
1
, y
2
=
2
x
2
vi
1
,
2
> 0 v x
1
, x
2
E. Khi ta c
y
1
+y
2
= (
1
+
2
)(

1
1
+
2
x
1
+

2
1
+
2
x
2
).
Do E li, nn
1
+
2
x
1
+

2
1
+
2
x
2
E.
Vy y
1
+ y
2
M. Suy ra M l nn li nh nht cha E v do
bao nn li ca E l tp hp gm M v gc ta . Tc l
coneE = x [ x E, 0.
Mnh 3.2. Cho E l mt tp bt k. Khi
(i) coE l tp hp cc t hp li ca cc im thuc E.
(ii) affE l tp hp cc t hp a-phin ca cc im thuc E.
(iii) coneE l tp hp cc t hp khng m ca cc im thuc E.
Chng minh. (i) Gi M l tp hp cc t hp li ca cc im
thuc E. V E coE v coE li, nn M coE. V th ch ra
M = coE, ta ch cn chng t M l tp li. Tht vy ly x, y M.
Theo nh ngha ca M, cc im ny c dng x =
k
i=1

i
x
i
,
y =
h
j=1
j
y
j
, vi x
i
, y
j
E,
i
> 0,
j
> 0 vi mi i, j v
k
i=1
i
= 1,
h
j=1
j
= 1, Khi nu (0, 1) th
z := x + (1 )y =
k
i=1
i
x
i
+
h
j=1
(1 )
j
y
j
.
Do 0 < < 1 v
i
> 0,
j
> 0 vi mi i, j, v do
k
i=1
i
+
h
j=1
(1 )
j
= 1,
nn z l mt t hp li ca cc im thuc E. Vy z M. Suy ra
M li, v do M = coE.
(ii) Vn nh trn, ta gi M l tp hp ca cc t hp a-phin
ca cc im thuc E. Do E affE v affE l tp a-phin, nn
M affE. Ta ch cn chng t M l tp a-phin. Gi s x, y M.
Theo nh ngha ca M, cc im ny c dng x =
k
i=1
i
x
i
, y =
h
j=1
j
y
j
, vi x
i
, y
j
E vi mi i, j v
k
i=1
i
= 1,
h
j=1
j
= 1.
Vi bt k, ta c
z := x + (1 )y =
k
i=1
i
x
i
+
h
j=1
(1 )
j
y
j
.
Do
k
i=1
i
+
h
j=1
(1 )
j
= 1,
nn z M v do M l tp a-phin. Suy ra M = affE.
(iii) T tnh cht (i) v (ii) va chng minh, suy ra rng mt
nn li l ng vi php cng hai phn t ca n v php nhn
mt phn t vi mt s dng. T y suy ra coneE l tp hp
gm cc t hp khng m ca cc phn t thuc E.
3.2. nh l Carathodory
Theo mnh trn, mi phn t x thuc coE u l t hp li
ca cc phn t thuc E. S phn t ca E tham gia trong t hp
li ny d nhin ph thuc vo mi im x. nh l sau ni rng
3.2 nh l Carathodory 39
nu dim E k, th mi im thuc coE u biu din c nh
l mt t hp li ca nhiu nht l (k + 1) phn t ca E.
nh l 3.1 (Carathodory). Cho E l mt tp b cha trong mt tp
a-phin c th nguyn l k. Khi mi x coE u c th biu din nh
l t hp li ca nhiu nht (k + 1) phn t ca E.
Chng minh nh l ny s dng n mnh sau, cng l mt
dng ca nh l Carathodory i vi bao nn li.
Mnh 3.3. Gi s E IR
k
. Khi mi im x ,= 0 thuc coneE
u c th biu din di dng
x =
1
x
1
+ ... +
r
x
r
,
trong x
i
E,
i
> 0 vi mi i v cc im x
1
, ..., x
r
c lp tuyn
tnh. Ni ring r k.
Chng minh. Vi mi x coneE, theo Mnh 3.2.
x =
1
x
1
+ ... +
h
x
h
(3.1)
vi
i
> 0, x
i
E vi mi i = 1, ..., h.
Nu cc vc-t x
1
, ..., x
h
ph thuc tuyn tnh, th s tn ti cc
s
1
, ...,
h
khng ng thi bng 0 sao cho
1
x
1
+ ... +
h
x
h
= 0. (3.2)
Bng cch i du ton b
1
, ...,
h
nu cn, ta c th gi s
j
>
0 vi mt j no .
Vy nu
I = i [1 i h,
i
> 0,
th I ,= . t
:= min
iI
i
,
/
i
:=
i
i
(i = 1, ..., h).
Khi
/
i
0 (i = 1, ..., h) v c t nht mt
/
j
0
= 0. Mt khc
theo (3.1) v (3.2) ta c
h
i=1,i,=j
0
/
i
x
i
=
h
i=1
i
x
i

h
i=1
i
x
i
=
h
i=1
i
x
i
= x.
Nh vy ta c mt t hp tuyn tnh khng m mi ca x vi
(h 1) phn t. Nu cc phn t trong biu din mi ny vn
ph thuc tuyn tnh, th lp li qu trnh trn cho n lc cc
phn t trong biu din t hp tuyn tnh ca x c lp tuyn
tnh.
Chng minh nh l Carathodory. Xt tp hp
B := 1 E = (1, x) [x E IR IR
k
.
Ta c
coB = 1 coE.
Gi s coneB l nn li sinh bi B. Do coB l tp li nh nht
cha B, nn
coB coneB.
Vi mi (1, x) coB, theo mnh trn, tn ti cc im
(1, x
1
), ..., (1, x
r
) B
v cc s
1
, ...,
r
, vi r k + 1 tha mn:
x =
1
x
1
+ ... +
r
x
r
, x
i
E i,
1
+ ... +
r
= 1,
i
> 0 i .
Ta nhc li cc khi nim v im trong, im bin, tp com-

pc v.v... trong gii tch c in. Cho E IR
n
. im a c gi l
im trong ca E nu tn ti mt ln cn m U(a) ca a sao cho
U(a) E. K hiu tp hp cc im trong ca tp E l intE v B
l qu cu n v, tm gc. Khi theo nh ngha ta c
intE = x : r > 0, x +rB E.
im a c gi l im bin ca E nu mi ln cn ca a u c
im thuc E v im khng thuc E. Tp E c gi l tp m
nu mi im ca E u l im trong ca E. Tp E c gi l
tp ng, nu E cha mi im bin ca n. Tp E IR
n
c gi
l mt tp com-pc, nu E l mt tp ng v b chn. Ta ni im
a thuc bao ng ca tp E nu mi ln cn ca a u cha im
thuc E. K kiu E l bao ng ca E. Khi t nh ngha suy
ra
E =
r>0
(E +rB).
Ch rng bao li ca mt tp ng khng nht thit ng.
V d, nu
E = (x, 0) IR
2
, x IR (0, 1),
th
coE = (x, y) IR
2
[x IR, 0 y < 1 (0, 1).
Tuy nhin nu E l com-pc, th coE cng l com-pc theo h qa
sau y:
H qu 3.1. Nu E IR
n
l mt tp com-pc, th coE cng com-pc.
Chng minh. Gi S l n-n hnh trong IR
n+1
c cho bi:
S := (
1
, ...,
n+1
)[
n+1
i=1
i
= 1,
i
0 i.
Xt nh x
: S E ... E IR
n
c xc nh nh sau:
(, x
1
, ..., x
n+1
) =
n+1
i=1
i
x
i
.
Nh vy (, x
1
, ..., x
n+1
) l mt t hp li ca n + 1 im ca E.
Theo nh l Carathodory
(S E ... E) = coE.
Hin nhin lin tc. Do tp S E ... E com-pc, nn (S
E ... E) cng com-pc v do coE l tp com-pc.
nh ngha 3.2. Mt im x C c gi l im cc bin ca
C, nu khng tn ti a, b C, a ,= b v 0 < < 1 sao cho
x = a + (1 )b.
Trong trng hp tp li l a din, im cc bin cng c
gi l nh. Ta s k hiu V(C) l tp cc im cc bin ca C.
Theo h qu trn, bao li ca mt s hu hn im l mt tp
a din li, com-pc. Nu v
0
, v
1
, ..., , v
m
c lp a-phin, th bao li
ca chng l mt n hnh. n hnh ny c th nguyn l m.
Cc im v
0
, v
1
, ..., v
m
c gi l nh (im cc bin) ca n
hnh ny. Theo mnh trn, mi im x thuc bao li ca cc
im v
0
, v
1
, ..., v
m
u l t hp li ca cc im ny. Khi tn
ti cc s
j
(j = 0, ..., m), tho mn
j
0, (j = 0, ..., m),
m
j=0
j
= 1, x =
m
j=0
j
v
j
.
Nu v
0
, v
1
, ..., v
m
c lp a-phin, th cc s
j
nh trn c xc
nh duy nht. Cc s ny c gi l ta trng tm ca x.
Mnh 3.4. Cho E ,= l mt tp bt k. Khi mi im cc bin
ca bao li ca E u thuc E, tc l V(coE) E.
Chng minh. Gi C = coE v x V(C) l mt im cc bin
ca C. Khi x C v do C l bao li ca E, nn n c th biu
din c nh l mt t hp li ca mt s im ca E, tc l tn
ti
j
> 0, x
j
E, (j = 1, ..., m) sao cho
m
j=1
j
= 1 v
x =
m
j=1
j
x
j
.
Do x l im cc bin ca C, nn m = 1 v tri li th x khng
phi l im cc bin.
nh ngha 3.3. Bao li ng ca mt tp E l tp li ng nh
nht cha E.
Ta s k hiu bao li ng ca mt tp E l coE.
Tnh cht li ca mt tp lun c bo ton vi vic ly bao
ng v ly phn trong, theo mnh sau:
Mnh 3.5. Nu E l mt tp li, th E, intE, riE cng l cc tp li.
Chng minh. Bi tp 2
Vic ly bao li ng v vic ly bao ng ca bao li c th
thay th cho nhau. Ta c mnh sau:
Mnh 3.6. Bao li ng ca mt tp E trng vi bao ng ca bao
li ca E, tc l coE = coE.
Chng minh. Bi tp. 2
Bao li c rt nhiu ng dng quan trng, c bit trong ti
u ha v ton hc tnh ton ni chung. Di y ta s xt mt
vi ng dng ca bao li.
3.3. Mt ng dng trong quy hoch ton hc
Bi ton quy hoch ton hc uc hiu nh l bi ton tmcc
tr (cc i hoc cc tiu theo mt tiu chun no ) ca mt
hm (hm s hay hm vc-t, n tr hoc a tr) di nhng
iu kin nht nh. n gin, trc ht ta xt bi ton qui
hoch n tr, c mt mc tiu sau:
Cho E IR
n
v f l mt hm s thc xc nh trn mt tp
no cha E. Xt bi ton qui hoch ton hc:
min f (x) vi iu kin x E. (P)
Bi ton ny c hiu l hy tm mt im x
E sao cho
f (x
) f (x) vi mi x E. im x
tha mn iu kin ny
c gi l im cc tiu ton cc ca f trn E, hoc l nghim ti
u (ton cc) ca bi ton (P). im x
E c gi l nghim
cc tiu a phng ca (P), nu tn ti mt ln cn m U ca x
sao cho f (x
) f (x) vi mi x E U. Hm f dc gi l
hm mc tiu, cn tp E c gi l min rng buc hoc l min
chp nhn c ca bi ton (P). Mi im x E c gi l mt
phng n chp nhn c ca bi ton (P). Thng thng tp E
c cho nh l tp nghim ca mt h bt ng thc hoc/v
ng thc c dng
E := x IR
n
: g
j
(x) 0, h
i
(x) = 0, j = 1, .., m, i = 1, ..., p,
trong g
j
v h
i
(j = 1, ..., m, i = 1, ..., p) l cc hm s thc xc
nh trn IR
n
.
Bi ton (P) c rt nhiu ng dng trong cc lnh vc khc
nhau. V d, trong kinh t n l bi ton xc nh phng n sn
xut sao cho chi ph thp nht. Trong v d ny x l phng n
sn xut, m mi ta x
j
ca n l s lng sn phm loi j
cn sn xut, cn f (x) l chi ph ng vi phng n x. Bi ton
3.3 Mt ng dng trong quy hoch ton hc 45
(P) trong m hnh ny c ngha l tm mt phng n sn xut
trong tp hp cc phng n chp nhn c E sao cho chi ph
sn xut ng vi phng n ny l thp nht.
Ni chung nghim ti u ca bi ton (P) c th khng tn
ti. Tuy nhin khi E l mt tp com-pc v f na lin tc di, th
theo nh l Weirstrass quen thuc, bi ton (P) lun c nghim.
Mnh sau y cho thy vai tr ca bao li trong bi ton quy
hoch ton hc.
Mnh 3.7. Gi s f l mt hm tuyn tnh trn IR
n
v ,= E
IR
n
l tp com-pc. Khi
minf (x) : x E = minf (x) : x coE.
Hn na tn ti x
min
E sao cho
f (x
min
) = minf (x) : x coE (P1)
Trc khi chng minh mnh ny, ta nhc li rng, tnh cht
tuyn tnh ca f trn IR
n
c ngha l vi mi x, y IR
n
v mi
, IR, ta c
f (x + y) = f (x) + f (y).
Chng minh. Do E l tp com-pc, nn theo H qa 3.1 bao li
coE ca E cng l tp com-pc. Do mt hm tuyn tnh trong
khng gian IR
n
l lin tc, nn bi ton (P1) lun c nghim ti
u (ton cc). Gi s x
l mt nghim ti u ca (P1). Theo nh

ngha ca bao li, im x
l mt t hp li ca cc imcc bin
ca tp coE. Do cc im ny cng thuc E. Ni cch khc tn
ti cc s thc
j
> 0 v cc im x
j
E (j = 1, ..., K),
K
j=1
j
= 1
sao cho
x
=
K
j=1
j
x
j
.
Gi x
min
x
1
, ..., x
K
sao cho
f (x
min
) = minf (x
1
), ..., f (x
K
).
Theo tnh cht tuyn tnh ca f ta c
f (x
) = f (
K
j=1
j
x
j
)
=
K
j=1
j
f (x
j
)
f (x
min
)
K
j=1
j
= f (x
min
).
Nhng do x
l nghim ti u ca bi ton (P1) v do E coE,

nn f (x
) f (x
min
). T y c f (x
) = f (x
min
), v do x
min
E,
nn suy ra x
min
l nghim ti u ca bi ton (P1).
Ch rng gi thit tuyn tnh ca f , v mt l thuyt, khng
phi l mt hn ch, v bng cch thm mt bin ph, ta lun c
th a mt bi ton quy hoch c hm mc tiu bt k v bi
ton c hm mc tiu tuyn tnh.
Theo mnh ny, vic tm cc tiu ca mt hm tuyn tnh
f trn mt tp com-pc E c th thay th bng vic tm cc tiu
ca f trn cc nh ca bao li ca E.
Mt v d khc v ng dng ca bao li l bi ton nhn dng,
v d nhn dng ch ci la tinh. Mi ch ci c th coi nh mt
tp ng trong IR
2
. Do bn thn mi ch (nu khng phi l mt
tp li) thng phc tp hn rt nhiu bao li ca ch . Ngoi
ra bao li ca mi ch ci khc nhau thng l khc nhau, nn
c th thay cho vic nhn dng mi ch ci khng phi l tp li,
bng vic nhn dng bao li ca n.
Vic tnh hoc biu din tng minh bao li ca mt tp, ni
chung l mt bi ton kh, c bit l trong khng gian cao chiu.
Trong khng gian 2 chiu (mt phng) vic tm tp nh ca bao
li ca mt s hu hn im c th thc hin bng mt thut
ton kh hiu qa vi phc tp l NlogN, trong N l s cc
im ny trong khng gian 2 chiu.
3.4 Bi tp 47
Trong phn hai ca gio trnh ny, ta s cn cp n cc
ng dng khc ca bao li trong ti u ho.
3.4. Bi tp
3.1. Hy tnh bao li v bao nn li ca cc tp sau:
a) E := x IR
2
| x
2
1
+ x
2
2
= 1,
b) E := (x
1
, x
2
)[x
2
= 0 (x
1
, x
2
) [0 x
2
1.
Tnh coE
3.2. Cho x
1
, ...x
k
IR
n
. Chng minh rng
ri (cox
1
, ..., x
k
) = x[ x =
k
i=1
i
x
i
,
i
> 0,
k
i=1
= 1.
ri [conex
1
, ..., x
k
] = x[ x =
k
i=1
i
x
i
,
i
> 0 i.
3.3. Chng minh rng php ly bao li v php ly bao nn li
c th hon v. Tc l
cone[coE] = co[coneE].
3.4. Cho A, B l hai tp li trong IR
n
. Chng minh rng
co(A B) = z = x + (1 )y [ x A, y B, 0 1.
Hy m rng cho trng hp c mt s hu hn tp.
Chng 4
CU TRC BIN
V BIU DIN TP LI
4.1. Din, im v hng cc bin, siu phng ta 49
4.2. Trng hp tp li a din . . . . . . . . . . . . . . . . . . . 53
4.3. nh l biu din . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
4.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
Trong chng trc, chng ta thy cu trc "bn trong"
ca tp li c nhiu tnh cht rt tin ch. Trong chng ny ta s
xem xt cc cu trc bin v cc bin ca tp li.
4.1. Din, im v hng cc bin, siu
phng ta
Cc khi nimv din, hng v imcc bin c vai tr quan
trng trong vic kho st cc tnh cht v cu trc ca tp li. C
th ni din ca mt tp li nh l b mt ca n. Thng thng
cu trc ca mt tp li c xc nh thng qua cc din ca
n.
nh ngha 4.1. Mt tp F C c gi l mt din ca mt tp
li C nu F l tp li c tnh cht l:
x, y C : tx + (1 t)y F, 0 < t < 1 [x, y] F.
iu ny c ngha rng, tp li F l mt din ca C, nu
nh khi F cha mt im ca on m (x, y) th F cha ton
b khong [x, y]. Do C li, nn bn thn C cng l mt din ca
chnh n. Ta s ni F l mt din khng tm thng ca C nu
nh F , v F , C.
im cc bin l din c th nguyn bng 0. Cnh l din c th
nguyn bng 1. Tia cc bin l mt din na ng thng. Nh
vy tia cc bin l mt cnh v hn. Hng cc bin l hng ca
tia cc bin. Ta ni hai hng d v h l khc nhau nu khng th
biu din c d = h vi > 0. D thy rng d l hng cc
bin ca mt tp li, nu n khng th biu din bng t hp
tuyn tnh dng ca hai hng khc thuc tp li .
T nh ngha ny suy ra ngay rng x
0
C l mt im cc
bin ca C khi v ch khi khng tn ti hai im x, y C sao cho
x
0
= x + (1 )y vi 0 < < 1. Ngoi ra mt im hoc mt
tia cc bin ca mt din ca mt tp li C cng l mt imhoc
mt tia cc bin ca C. Tp hp cc im cc bin ca C thng
c k hiu l V(C). Khi C l mt tp li a din, th im cc
bin cn c gi l nh.
nh ngha 4.2. Cho x
0
C. Ta ni a
T
x = l siu phng ta ca
C ti x
0
, nu
a
T
x
0
= , a
T
x x C.
Nh vy siu phng ta ca C ti x
0
l siu phng i qua x
0
v tp C v mt pha. Na khng gian a
T
x trong nh
ngha trn, c gi l na khng gian ta ca C ti x
0
.
4.1 Din, im v hng cc bin, siu phng ta 51
Mnh 4.1. Nu H l mt siu phng ta ca C th H C l mt
din ca C; din ny l khng tm thng khi v ch khi H riC = .
Chng minh. Gi F = C H. Do C v H li, nn F li. Gi s
siu phng ta H c dng
H := x[ t, x = v t, x x C.
chng t F l mt din ca C, hy cho a, b C, x = a + (1
)b vi 0 < < 1 v gi s x F. Khi
= t, x = t, a + (1 )t, b.
Do a, b C, nn
t, x , t, b .
T y suy ra
t, a = t, b = .
Nh vy a, b F. V do F li, nn c on [a, b] F. Do F l
mt din.
Vic chng minh rng F khng tm thng khi v ch khi
H riC = , ch cn s dng trc tip nh ngha.
Mnh sau y cho php tnh din ca tp tch Descartes
(-Cc).
Mnh 4.2. Cho C
i
IR
n
i
(i = 1, ..., k) l cc tp li khc rng. Khi
mt tp F l mt din ca tp C := C
1
... C
k
, khi v ch khi F c
dng F = F
1
... F
k
, trong F
i
l din ca C
i
.
Chng minh. Do tch Descartes c tnh cht kt hp, ta ch cn
chng minh cho trng hp k = 2. Gi s F = F
1
F
2
vi F
i
l din ca C
i
(i = 1, 2). Dng trc tip nh ngha ca din, d
dng ch ra c rng F l mt din ca C.
chng minh iu ngc li, ta gi s F l mt din ca
C. Gi F
1
v F
2
l hnh chiu ca F trn IR
n
1
v trn IR
n
2
. Khi
F F
1
F
2
. Ta s chng minh bao hm thc ngc li. Tht vy,
nu x
1
F
1
, th s c x
2
sao cho (x
1
, x
2
) F C
1
C
2
. Vy
x
1
C
1
. Suy ra F
1
C
1
. Hin nhin l F
1
l tp li, v n l hnh
chiu ca tp li F. Tng t, ta c F
2
l tp li v F
2
C
2
. Vy
F
1
F
2
l tp li thuc C
1
C
2
. Do F F
1
F
2
v do F l mt
din, nn F
1
F
2
F. Kt hp li F
1
F
2
= F.
By gi ta xt din ca mt tp l giao ca mt s hu hn cc
tp li.
Mnh 4.3. Cho C
i
IR
n
(i = 1, ..., k) l cc tp li khc rng. Khi
mt tp F = F
1
... F
k
, trong F
i
l din ca C
i
, l mt din ca
tp C := C
1
... C
k
.
Chng minh.
Gi s F
i
C
i
l mt din ca C
i
. Ta ch ra rng F := F
i
l mt din ca C. Tht vy, v F F
i
C
i
vi mi i, nn F
C. Ly x, y C v cho x + (1 )y F, vi (0, 1). Vy
x + (1 )y F
i
vi mi i. Nhng do F
i
l din ca C
i
, nn
[x, y] F
i
vi mi i. Do [x, y] F. Chng t F l din ca C.
Nh li rng mt vc- t d ,= 0 c gi l hng li xa, hay

l hng v hn ca tp C nu
x C, 0 x + d C.
Ch rng nu C li, ng th nh ngha trn tng ng
vi
x C : 0 x + d C.
Trong chng 1, ta thy rng tp hp gm gc ta v tt
c cc hng v hn ca tp li C l mt nn li. Nn ny c
4.2 Trng hp tp li a din 53
gi l nn cc hng v hn, hay l nn li xa ca C v c
k hiu l reC. Tp L(C) := (reC) (reC) l mt khng gian
con v c gi l khng gian thng ca C. Th nguyn ca khng
gian ny c gi l thng ca C v c k hiu l lineality
C. Vy lineality C = dim L(C).
Nh vy khng gian thng ca C l khng gian con ln nht
b cha trong reC.
V d: Tp li C cho bi
C := (x
1
, x
2
, x
3
) IR
3
[ x
2
2
+ x
2
3
1.
c linealityC = 1.
nh l 4.1 (Krein-Milman). Mi tp li ng khc rng, khng cha
ng thng u c im cc bin.
Chng minh. Gi s C l tp li ni trong nh l. Ta chng minh
bng quy np theo s chiu. Hin nhin nh l ng khi s chiu
ca C l 0. Gi s x C bt k. Xt ng thng := y =
x + u vi u ,= 0. Do C ng v khng cha ng thng, nn
ct C ti mt im bin ca C, gi s l z. Gi H l siu phng
ta ca H ti z. Khi theo mnh trn, F := HC l mt din
ca C v dimF < dimC. Hin nhin F l tp li, ng v khng
cha ng thng. Theo gi thit qui np, F c im cc bin. V
F l mt din ca C, nn im cc bin ca F cng l im cc
bin ca C.
4.2. Trng hp tp li a din
Mc ny xt tp li a din l trng hp thng gp trong
nhiu ng dng, v d trong quy hoch tuyn tnh. Cc din ca
mt tp li a din, nh s thy di y, c th biu din c
mt cch tng minh, do vic s dng chng trong tnh ton
d dng hn nhiu so vi trng hp tp li tng qut.
Nhc li rng tp li a din (khc li) l giao ca mt s hu
hn cc na khng gian ng. Nh vy mt tp li a din D
c cho nh l tp nghim ca mt h bt phng trnh tuyn
tnh. Tc l
D := x IR
n
[ a
j
, x b
j
, j = 1, ..., m. (4.1)
Hoc nu k hiu A l ma trn c m hng l cc vc-t a
j
, (j =
1, ..., m) v vect b
T
= (b
1
, ..., b
m
), th h (4.1) vit c l:
D = x IR
n
[Ax b. (4.1a)
Ch rng mt ng thc c th biu din mt cch tng
ng qua hai bt ng thc, nn mi tp c biu din nh l
nghim ca mt h hu hn cc bt ng thc hoc/v cc ng
thc u l mt tp li a din.
i vi tp li a din cho bi (4.1), ta c th c trng c
cc din ca n nh sau:
K hiu
I
m
:= i[ 1 i m
v
I
0
:= i I
m
[ a
i
, x = b
i
x D.
Hin nhin I
0
c th l mt tp rng.
Vi mi tp ch s I tha mn I
0
I I
m
, ta t
F
I
:= x[ a
i
, x = b
i
, i I, a
i
, x b
i
, i I
m
I
v
M
I
:= x[ a
i
, x = b
i
, i I.
T nh ngha, thy ngay F
I
M
I
v do vi mi x D, mi
i I
0
, ta c a
i
, x = b
i
, nn D = F
I
0
.
Hin nhin nu F
I
,= , th n l mt tp li a din, cn M
I
l mt a tp a-phin. n gin k hiu ta t M
0
= M
I
0
.
Mnh 4.4. Gi s F
I
,= . Khi
affF
I
= M
I
v do dimF
I
= dimM
I
.
Chng minh. Do F
I
M
I
v M
I
l tp a-phin, nn affF
I
M
I
.
Ta ch cn ch ra M
I
affF
I
. Nu I = I
m
th theo nh ngha ca
F
I
v M
I
, ta c F
I
= M
I
. Vy ta ch cn xt trng hp I ,= I
m
.
Gi I
1
= I
m
I. Vi mi i I
1
, tn ti x
i
F
I
sao cho (a
i
)
T
x
i
< b
i
.
Ly x
0
l trng tm ca cc im x
i
, tc l
x
0
=
1
q
q
i=1
x
i
,
trong q l lc lng (s phn t) ca tp ch s I
1
. Vy
x
0
M
I
, a
i
, x
0
 0 nh ta c
x
0
+ (x x
0
) M
I
, a
i
, x
0
+ (x x
0
) b
i
, i I
1
.
Tc l vi mi > 0 nh, th
a
i
, x
0
+ (x x
0
) = b
i
, i I,
a
i
, x
0
+ (x x
0
) b
i
, i I
1
.
Vy vi > 0 nh, vc-t y := x
0
+ (x x
0
) F
I
. Suy ra c
x
0
v y u thuc F
I
, nn ng thng ni x
0
v y thuc affF
I
. Ni
ring x affF
I
, v x nm trn ng thng ny. Do x l im bt
k thuc M
I
, nn suy ra M
I
affF
I
. Kt hp li ta c M
I
= affF
I
.
Mnh sau y cho mt c trng v din ca mt tp li

a din.
Mnh 4.5. Gi s D l tp li a din c cho bi (4.1). Khi
mt tp F l mt din ca D khi v ch khi n c dng
x[ a
i
, x = b
i
, i I, a
i
, x b
i
, i , I (4.2)
vi I
0
I 1, ..., m.
Chng minh. (i) Ta ch ra mi tp F c dng (4.2) u l din ca
D. Tht vy, hin nhin F l li. Gi s mt on [y, z] D c
mt im trong (tng i) x F. Ta c z = (1 )x + y vi
< 0. Vy nu a
i
, y (1 )b
i
+ b
i
= b
i
.
Mu thun vi a
i
, z b
i
, v z D. Do a
i
, y = b
i
vi mi
i I. Hon ton tng t, c a
i
, z = b
i
vi mi i I. Vy c y
v z u thuc F. Chng t F l mt din ca D.
(ii) Ngc li mi din F ca D u c dng (4.2). Tht vy,
trc ht thy rng, nu x
0
l mt im trong tng i ca F,
th din nh nht cha x
0
l F
x
0 = F
0
. K hiu F
0
l tp cho bi v
phi ca (4.2), vi
I := i[a
i
, x
0
= b
i
.
theo phn trn va chng minh, F
0
l mt din ca D. Hin nhin
F
0
cha x
0
, nn F
x
0 F. chng minh bao hm thc ngc li,
ta ly x F
0
v y = x
0
+ (x
0
x). Do
a
i
, x
0
= a
i
, x = b
i
i I, a
i
, x
0
 0 v nh, ta c
a
i
, y = b
i
i I, a
i
, y < b
i
i , I.
Suy ra y F
0
, v do [x, y] F
0
D. Nhng do F l mt din
ca D v x
0
l mt im trong tng i ca on [x, y], nn c
on [x, y] F. Ni ring x F. iu ny ng vi mi x F
0
,
nn F
0
F. Kt hp li c F
0
= F.
Theo i s tuyn tnh, ta bit rng, nu h a
i
[ i I c hng
l r, th tp nghim ca h phng trnh tuyn tnh
x IR
n
, a
i
, x = 0, i I
(l mt khng gian con) c s chiu l (n r). T y v Mnh
4.4, 4.5 ta suy ra ngay h qu sau:
H qu 4.1. Cho
F
I
= x[ a
i
, x = b
i
, i I, a
i
, x b
i
, i I
m
I
l mt din ca D IR
n
. Khi
dimF
I
= n ranka
i
[ i I.
Ni ring
dimD = n ranka
i
[ i I
0
.
Mnh 4.6. Gi s D c cho bi (4.1). Khi :
(i) Mt im x
0
l im cc bin ca D khi v ch khi n tha mn
cht t nht n rng buc c lp tuyn tnh.
(ii) Mt on thng (mt na ng thng hay mt ng thng)
D l mt cnh ca D khi v ch khi mi im trn tho
mn cht (n 1) rng buc c lp tuyn tnh.
Chng minh. Mt in cc bin l din 0 th nguyn, mt cnh
l din 1 th nguyn. Cc din ny u c dng (4.2). Vy mnh
c suy ra ngay H qu (4.1)
Nu im cc bin (nh) x
0
ca D tho mn cht va ng
n rng buc c lp tuyn tnh, th ta ni x
0
l nh khng suy bin
hoc l khng thoi ho. Nh vy t mt nh khng suy bin ca
tp li a din D xut pht va ng n cnh ca D. Hng ca
n cnh ny c th tnh c da theo kt qu sau:
Mnh 4.7. T mt nh khng suy bin x
0
ca tp li a din D cho
bi (4.1) xut pht va ng n cnh. Gi I l tp hp cc bt ng thc
m x
0
tho mn cht. Khi mi k I ng vi mt cnh xut pht t
x
0
c hng d c xc nh bi h phng trnh tuyn tnh sau:
(a
k
)
T
d = 1, (a
i
)
T
d = 0, i I k.
Chng minh. Gi d l hng ca mt cnh ca D xut pht t
x
0
. Mi im trn cnh c hng ny u c dng
x + d, 0.
Do tnh khng suy bin, cc im ny tho mn cht ng
(n 1) rng buc c lp tuyn tnh xc nh tp D cho bi (4.1).
Vy, theo cnh th k, ta c:
(a
k
)
T
(x
0
+ d) < b
k
.
Vi cc cnh cn li th
(a
i
)
T
(x
0
+ d) = b
i
i I k.
Th nhng do x
0
tho mn cht ng n rng buc ny, nn
(a
i
)
T
x
0
= b
i
i I.
T y suy ra:
(a
k
)
T
d < < 0, (a
i
)
T
d = 0 i I k.
Bng cch thay i di ca hng d, ta c th vit
(a
k
)
T
d = 1, (a
i
)
T
d = 0 i I k.
Do cc vc-t a
i
(i I) c lp tuyn tnh, nn h phng trnh
tuyn tnh trn c nghim duy nht, nghim ny cho ta hng
ca mt cnh xut pht t x
0
.
Trong nhiu trng hp, v d trong quy hoch tuyn tnh, ta
thng lmvic vi tp li a din c dng sau (gi l dng chnh
tc):
x IR
n
[ Ax = b, x 0,
trong A l mt ma trn cp m n, b IR
m
. Bng cch b i
cc hng ph thuc tuyn tnh trong s cc hng ca ma trn A,
ta c th gi s rankA = m, v do m n.
Mnh 4.8. Gi s D c cho dng chnh tc v x
0
D. t
J
0
:= j[x
0
j
> 0.
iu kin cn v x
0
l nh ca D l cc ct a
j
[ j J
0
ca ma
trn A c lp tuyn tnh.
Chng minh. Gi s cc ct A
j
vi j J
0
c lp tuyn tnh. Nu
x
0
khng phi l mt nh th x
0
= ty + (1 t)z vi y, z D,
0 < t < 1. Do x
0
j
= 0 vi mi j , J
0
v y
j
0, z
j
0, t > 0, nn
y
j
= z
j
= 0 vi mi j , J
0
. V y, z D, nn
jJ
0
y
j
A
j
= b,

jJ
0
z
j
A
j
= b.
Do cc vc-t A
j
, (j J
0
) c lp tuyn tnh, nn ch c duy nht
mt biu din ca b qua cc vc-t ny, nn y
j
= z
j
vi mi j J
0
.
Vy y = z.
Ngc li, cho x
0
l nh ca D v x
0
j
= 0 vi mi j , J
0
. Do
x
0
D, nn
jJ
0
x
0
j
A
j
= b
Nu h A
j
vi j J
0
ph thuc tuyn tnh, th h thun nht
jJ
0
x
j
A
j
= 0
c mt nghim khc khng. Vi mi t > 0 c:
jJ
0
tx
j
A
j
= 0.
Cng v tr ng thc ny vi
jJ
0
x
0
j
A
j
= b, ta c
jJ
0
(x
0
j
+tx
j
)A
j
= b,
jJ
0
(x
0
j
tx
j
)A
j
= b.
Vy vi mi t > 0 h
jJ
0
x
j
A
j
= b c hai nghim u = x
0
+tx v
v = x
0
tx Do x
0
j
> 0 vi j J
0
, nn c th chn t > 0 nh
u
j
0, v
j
0 vi mi j J
0
. Vy c u v v u thuc D. R rng
x
0
= (u +v)/2. Chng t x
0
khng phi l nh ca D.
Mt din F ca D c gi l mt mt ca D, nu dimF =
dimD1. Theo H qu (4.1), nu F l mt mt ca D, th tn ti
ch s k , I
0
sao cho
F = x D[ a
k
, x = b
k
. (4.3)
Tuy nhin khng phi mi tp c dng ny u l mt mt ca
D. Ta ni mt rng buc a
k
, x b
k
trong biu din (4.1) l tha,
nu b n i th h (4.1) vn khng thay i theo ngha l tp
nghim ca h
a
j
, x b
j
j = 1, ..., m, j ,= k
trng vi tp nghim ca h (4.1).
4.3 nh l biu din 61
Mnh 4.9. Nu k , I
0
v a
k
, x b
k
khng phi l rng buc
tha, th
F = x D[ a
k
, x = b
k
l mt mt ca D.
Chng minh. Do a
k
, x b
k
khng l rng buc tha, nn tn
ti y tho mn
a
i
, y b
i
, i I
0
, a
i
, y b
k
.
Cho x
0
D tho mn
a
i
, x
0
= b
i
, i I
0
, a
i
, x
0
< b
i
i , I
0
.
Khi on [x
0
, y] ct siu phng a
k
, x = b
k
ti im z tho
mn
a
i
, z = b
i
, i (I
0
k), a
i
, z < b
i
i , (I
0
k).
Chng t din
F = x[ a
i
, x = b
i
, i I
0
, a
k
, x = b
k
, a
i
, x b
i
, i , I
0
,
c th nguyn bng dimD1.
4.3. nh l biu din
nh l biu in di y cho thy rng mt tp li c
hon ton xc nh bi cc im v hng cc bin ca n. K
hiu V(C) l tp hp cc im cc bin v U(C) l tp hp cc
hng cc bin ca C. Ta c nh l sau ni v s biu din ca
mt tp li thng qua cc im v hng cc bin ca n.
nh l 4.2 (Biu din tp li). Nu C l mt tp li ng khng cha
trn mt ng thng no th
C = coV(C) + coneU(C),
tc l mi im ca C u biu din c nh l tng ca mt t hp
li ca cc m cc bin v t hp khng m ca cc hng cc bin
ca C.
Chng minh. Ta chng minh bng quy np theo s chiu. Hin
nhin nh l ng khi s chiu ca C l 0 v 1. Gi s x C bt
k. Xt tia := y = x + u, 0 vi u ,= 0 sao cho ct bin
ca C ti mt im v. Vy v = x + u. Ta c hai trng hp sau:
a) Trng hp u U(C). Do C li ng v khng cha ng
thng, nn tia ny phi ct C ti t nht mt im v no thuc
bin ca C. Khi tn ti mt siu phng ta H ca C ti v v
tp F := H C l mt din ca C v dimF < dimC. Hin nhin
F li ng v cng khng cha ng thng. Theo gi thit quy
np ta c:
v F = coV(F) +coneU(F)
Do F l mt din ca C, nn
v F = coV(F) +coneU(F) coV(C) +coneU(C)
Do u U(C) v x = v + u vi 0, nn t y suy ra
x = v + u coV(C) +coneU(C) +coneU(C)
= coV(C) +coneU(C).
b) Trng hp u , U(C) ( ch U(C) c th bng rng).
Trong trng hp ny tia c th ct bin ca C ti hai im,
nhng nh l cng c chng minh hon ton tng t.
4.4 Bi tp 63
4.4. Bi tp
4.1. a) Hy xc nh tp im cc bin v tp hng cc bin
ca cc bi tp cho bi tp 11.
b) Cho tp C := (x, y) IR
2
[, x + y 1. Hy xc nh tp
hp cc im cc bin v hng cc bin ca C. Mi im thuc
C c th biu din nh l t hp li ca cc im cc bin v
hng cc bin khng?
4.2. Hy xc nh cc din ca cc tp sau:
a) C := (x
1
, x
2
)[ x
1
+ x
2
1,
b) C := (x
1
, x
2
, x
3
)[ x
2
1
+ x
2
2
+ x
2
3
= 1.
4.3. Cho C IR
n
li khc rng v F l mt mt ca C. Chng
minh rng:
(i) Nu D C v F riC ,= , th D F.
(ii) Nu F l mt din khng tm thng ca C, th F C riC
v dimF < dimC.
4.4. Cho a D, giao ca tt c cc din ca D cha a c gi
l din nh nht ca D cha a. Ta k hiu din nh nht cha a
l F
a
. Chng minh rng F = F
a
khi v ch khi a riF.
4.5. Cho
D := x IR
n
[ a
i
, x b
i
, i = 1, ., m.
Gi s tn ti x
0
tho mn a
i
, x
0
< b
i
, i = 1, ., m. Chng t rng
dimD = n.
4.6. Gi s
D := x IR
n
[ Ax = b, x 0,
trong A l mt ma trn cp mn, rankA = m v b IR
m
.
Chng minh rng mt vc-t x l mt nh ca D khi v ch
khi A phn tch uc di dng [B, N] v
x = [x
B
x
N
] = [B
1
b, 0]
trong B l ma trn kh nghch cp mm v B
1
b 0.
Ch dn. Chuyn v tr cc ct ca ma trn A sao cho A = [B, N]
vi B l ma trn kh nghch cp m m, cn N l ma trn cp
m(n m). Phn tch x = [x
B
, x
N
], trong x
B
ng vi B v x
N
ng vi N. Khi tp li a din x IR
n
[ Ax = b, x 0 c
biu din l
Bx
B
+ Nx
n
= b, x
B
0, x
N
0.
iu kin . Gi s A c phn tch di dng [B, N] vi
B
1
b 0. Ta c
Ax = Bx
B
+ Nx
N
= BB
1
b + N0 = b.
Vy x = [x
B
x
N
] D. Gi s x = u + (1 )v vi u, v D v
(0, 1). Ta vit u = [u
1
, u
2
], v = [v
1
, v
2
]. Vy
[B
1
b, 0] = [u
1
, u
2
] + (1 [v
1
, v
2
].
T y suy ra u
1
= v
2
= 0 v u
2
= v
2
= B
1
b. Chng t x l mt
im cc bin ca D.
4.7. Mt im x C c gi l im cc bin l (expose) nu
tn ti mt siu phng H ta ca C tho mn C H = x.
Chng t rng mi im cc bin l u l cc bin.
Hy tm v d v mt im cc bin ca mt tp li nhng
khng l im cc bin l.
4.8. Chng t rng mi din ca mt tp li a din D u c
dng H D, trong H l mt siu phng ta ca D. Nu D l
4.4 Bi tp 65
tp li ng, khng phi l tp li a din, th iu khng nh
trn c ng khng?
4.9. Chng t rng mt tp li a din khc rng lun tn ti
mt. Trong trng hp tp li khng phi l a din, iu khng
nh trn c cn ng khng? Cho v d.
Chng 5
PHP CHIU VUNG GC V
XP X TUYN TNH TP LI
5.1. Ton t chiu v bt ng thc bin phn . . . . 68
5.2. Xp x tp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
Chng ny cp n hai vn quan trng trong gii tch
li. l php chiu vung gc (cn gi l php chiu Euclidean)
xung mt tp li ng v xp x tuyn tnh ca tp li. Bi ton
tm hnh chiu xung mt tp li c vai tr rt quan trng trong
ti u v nhiu lnh vc khc nh bt ng thc bin phn, cn
bng, xp x v.v... Bi ton ny c rt nhiu ng dng, c bit n
xut hin nh mt bi ton ph trong rt nhiu phng php s
trong ti u, bt ng thc bin phn v cn bng. y cng l
mt cng c sc bn v kh n gin chng minh nhiu nh
l quan trng nh nh l tch, cc nh l v s tn ti nghim
ca nhiu vn khc nhau trong ton hc ng dng. Nhng
cch chng minh da trn php chiu vung gc thng mang
tnh cht kin thit.
Trong chng ny, ta s xt ng dng ca php chiu vung
gc vo bi ton bt ng thc bin phn v vo vic xp x tuyn
tnh ca tp li. Tp li tuy c nhng tnh cht kh tin li,
nhng ni chung so vi cc tp li a din vn cn kh x l
hn nhiu. Do vic xp x tp li bi cc tp li a din rt c
ngha khi nghin cu cc tp li v c bit khi xy dng cc
phng php gii cc bi ton lin quan n tp li. Trong ton
ph thng, khi tnh chu vi v din tch hnh trn, chng ta s
dng n vic xp x hnh trn bi cc a gic. Ta s ch ra rng,
vi nhng gi thit rt hp l, mt tp li c th xp x vi
chnh xc tu bi cc tp li a din.
5.1. Ton t chiu v bt ng thc bin
phn
Trong mc ny ta s chng minh s tn ti v tnh duy nht
ca hnh chiu xung mt tp li ng. Tip n s kho st mt
s tnh cht c bn ca ton t chiu. Cui mc s trnh by vic
x dng ton t chiu chng minh s tn ti nghim cng
nh vai tr ca ton t ny trong mt thut ton gii bt ng
thc bin phn.
nh ngha 5.1. Cho C ,= (khng nht thit li) v y l mt
vc-t bt k, t
d
C
(y) := inf
xC
[[x y[[.
Ta ni d
C
(y) l khong cch t y n C. Nu tn ti C sao
cho d
C
(y) = [[ y[[, th ta ni l hnh chiu (vung gc) ca y
trn C .
Theo nh ngha, ta thy rng hnh chiu p
C
(y) ca y trn C
5.1 Ton t chiu v bt ng thc bin phn 69
s l nghim ca bi ton ti u
min
x
1
2
[[x y[[
2
[x C.
Ni cch khc vic tm hnh chiu ca y trn C c th a v vic
tm cc tiu ca hm ton phng [[x y[[
2
trn C.
Nh thng l, s k hiu = p
C
(y), hoc n gin hn l
p(y) nu khng cn nhn mnh n tp chiu C. Ch rng, nu
C ,= , th d
C
(y) hu hn, v 0 d
C
(y) [[y x[[ vi mi x C.
Cho C IR
n
, x
0
C. Nh li l nn php tuyn (ngoi) ca
tp C ti x
0
l tp hp
N
C
(x
0
) := w[ w
T
(x x
0
) 0 x C.
P(y)
C
y
Hnh 5.1: Hnh chiu vung gc
Mnh 5.1. Cho C l mt tp li ng khc rng. Khi :
(i) Vi mi y IR
n
, C hai tnh cht sau l tng ng:
a) = p
C
(y),
b) y N
C
().
(ii) Vi mi y IR
n
, hnh chiu p
C
(y) ca y trn C lun tn ti v
duy nht.
(iii) Nu y , C, th p
C
(y) y, x p
C
(y) = 0 l siu phng ta
ca C ti p
C
(y) v tch hn y khi C, tc l
p
C
(y) y, x p
C
(y) 0, x C,
v
p
C
(y) y, y p
C
(y) < 0.
(iv) Anh x y p
C
(y) c cc tnh cht sau:
a) [[p
C
(x) p
C
(y)[[ [[x y[[ x, y. (tnh khng gin),
b) p
C
(x) p
C
(y), x y [[p
C
(x) p
C
(y)[[
2
, (tnh ng
bc).
Chng minh. (i) Gi s c a). Ly x C v (0, 1). t
x
:= x + (1 ).
Do x, C v C li, nn x
C. Hn na do l hnh chiu
ca y, nn [[ y[[ [[y x
[[. Hay
[[ y[[
2
[[(x ) + ( y)[[
2
.
Khai trin v phi, c lc v chia hai v cho > 0 , ta c
[[x [[
2
+ 2x , y 0.
iu ny ng vi mi x C v (0, 1). Do khi cho tin
n 0, ta c
y, x 0 x C.
Vy y N
C
().
By gi gi s c b). Vi mi x C, c
0 (y )
T
(x ) = (y )
T
(x y + y )
= [[y [[
2
+ (y )
T
(x y).
T y v b), dng bt ng thc Cauchy-Schwarz ta c:
[[y [[
2
(y )
T
(y x) [[y )[[[[y x[[.
Suy ra [[y [[ [[y x[[ x C, v do = p(y).
(ii) Do d
C
(y) = inf
xC
[[x y[[, nn theo nh ngha ca cn
di ng (infimum), tn ti mt dy x
k
C sao cho
lim
k
[[x
k
y[[ = d
C
(y) < +.
Vy dy x
k
b chn, do n c mt dy con x
kj
hi t n
mt im no . Do C ng, nn C. Vy
[[ y[[ = lim
j
[[x
kj
y[[ = lim
k
[[x
k
y[[ = d
C
(y).
Chng t l hnh chiu ca y trn C.
By gi ta ch ra tnh duy nht ca hnh chiu. Tht vy, nu
tn ti hai im v
1
u l hnh chiu ca y trn C, th
y N
C
(), y
1
N
C
(
1
).
Tc l
y,
1
0
v
1
y,
1
0.
Cng hai bt ng thc ny ta suy ra [[
1
[[ 0, v do
=
1
.
(iii) Do y N
C
(), nn
y, x 0 x C.
Vy y, x = y, l mt siu phng ta ca C ti .
Siu phng ny tch y khi C v y ,= , nn
y, y = [[ y[[
2
< 0.
(iv) Theo phn (ii) nh x x p(x) xc nh khp ni. Do
z p(z) N
C
(p(z)) vi mi z, nn p dng vi z = x v z = y,
ta c:
x p(x), p(y) p(x) 0
v
y p(y), p(x) p(y) 0.
Cng hai bt ng thc li s c
p(y) p(x), p(y) p(x) + x y 0.
T y v theo bt ng thc Cauchy-Schwarz, suy ra
[[p(x) p(y)[[ [[x y[[.
chng minh tnh ng bc, p dng tnh cht b) ca (i),
ln lt vi p(x) v p(y), ta c:
p(x) x, p(x) p(y) 0.
y p(y), p(x) p(y) 0.
Cng hai bt ng thc ta c
p(x) p(y) + y x, p(x) p(y)
= p(x) p(y), y x +[[p(x p(y[[
2
0.
Chuyn v ta c
p(x) p(y), x y [[p(x) p(y)[[
2
.
y chnh l tnh ng bc cn c chng minh
Ch . Thc ra php chiu vung gc cn c mt tnh cht mnh
hn tnh khng gin nu trn. C th ta c (xem bi tp 33)
[[p(x) p(y)[[
2
[[x y[[
2
[[p(x) p(y) x + y[[
2
x, y.
Trong nhiu ng dng thng gp, tp chiu c nhng tnh
cht c bit: v d n l mt khng gian con, siu hp, hnh cu,
hay n hnh v.v....Trong cc trng hp ring ny im chiu
c th tnh c mt cch tng minh (xemcc bi tp 32, 35, 36).
Hy xt mt ng dng ca php chiu vung gc trong bi
ton bt ng thc bin phn sau:
Cho C l mt tp li ng khc rng trong IR
n
v F : C R
n
.
Xt bi ton bt ng thc bin phn:
(VIP)
_
Tm x
C,
sao cho F(x
), x x
0 x C.
Nhiu bi ton trong ti u ho, phng trnh vt l ton v
nhiu vn trong kinh t, k thut, cn bng giao thng th
v.v... u c th m t di dng bi ton (VIP).
S tn ti nghim v phng php gii bi ton (VIP) c th
da vo php chiu vung gc. C th ta c cc kt qu sau:
Mnh 5.2. Gi s > 0. Vi mi x C, t
h(x) := p
C
_
x
1
F(x)
_
.
Khi x
= h(x
) khi v ch khi x
l nghim ca (VIP).
Chng minh. Theo tnh cht ca php chiu, h l nh x n tr
t C vo C. Do (i) trong Mnh 5.1,
x
= h(x
) = p
C
_
x
F(x
)
_
khi v ch khi
x
+
1
F(x
), x x
0 x C.
Bt ng thc cui ng khi v ch khi F(x
), x x
0 x
C.
H qu 5.1. Nu C l tp li, compc v F lin tc trn C, th bi ton
bt ng thc bin phn (VIP) c nghim.
Chng minh. Do php chiu ln tp li ng l lin tc v do F
lin tc trn tp C, nn h l nh x lin tc trn tp C, v n l
hp ca hai nh x lin tc. Do h l nh x lin tc t C vo C,
nn theo nh l im bt ng Brouwer h tn ti im bt ng,
Theo mnh trn im bt ng ny l nghim ca (VIP).
Theo mnh trn vic gii bi ton (VIP) c th chuyn v
vic tmimbt ng ca nh x h. Do nh x chiu khng gin,
nn h l mt nh x khng gin, v vy c th m rng nguyn
l nh x co Banach tm mt im bt ng ca nh x ny.
Trong mt s trng hp ring quan trng h l mt nh x co.
Khi nguyn l nh x Banach c th p dng trc tip gii
(VIP).
Di y ta s xt trng hp ny. Ta cn n nh ngha sau
nh ngha 5.2. Mt nh x F : C IR
n
c gi l n iu trn
C, nu
F(x) F(y), x y 0 x, y C.
Anh x F c gi l n iu mnh trn C vi h s > 0, nu
F(x) F(y), x y [[x y[[
2
x, y C.
V d v nh x n iu. Cho F(x) = Qx. Dng trc tip nh
ngha, ta thy F l n iu trn ton khng gian khi Q l ma
trn vung, i xng, na xc nh dng. Nu Q l i xng,
xc nh dng, th F n iu mnh. Mt cch tng qut, sau
ny ta s thy, o hm ca mt hm li (li mnh) l n iu
(n iu mnh) trn C (xem bi tp 37 Phn 2).
Khi F l nh x n iu mnh v lin tc Lipschitz trn C
th c th chn thch hp h l nh x co trn C. C th ta c
mnh sau:
Mnh 5.3. Gi s C l tp li ng v nh x F : C IR
n
n
iu mnh trn C vi h s v Lipschitz trn C vi hng s L. Khi
nu >
L
2
2
. th
h(x) := p
C
_
x
1
F(x)
_
l nh x co trn C vi h s co
=
_
1
2
+
L
2
2
.
Chng minh. Do tnh khng gin ca php chiu, nn
[[h(x) h(y)[[
2
[[x
1
F(x) (y
1
F(y))[[
2
= [[x y[[
2
x y, F(x) F(y) +
1
2
[[F(x) F(y)[[
2
.
Do F l n iu mnh vi h s v Lipschitz vi hng s L,
nn
x y, F(x) F(y) [[x y[[
2
v
[[F(x) F(y)[[
2
L
2
[[x y[[
2
.
T y suy ra
[[h(x) h(y)[[
2
[[x y[[
2
+
L
2
2
[[x y[[
2
[[x y[[
2
= (1 +
L
2
2

2
)[[x y[[
2
.
Vy h l nh x co khi >
L
2
2
.
T mnh ny ta suy ra ngay h qu sau:
H qu 5.2. Nu C li, ng, cn nh x F n iu mnh v Lipschitz
trn C, th bi ton (VIP) lun c duy nht nghim.
5.2. Xp x tp li
Vic xp x tp li bi cc tp li a din c xc nh bi
cc siu phng ta l ni dung ch yu ca mc ny. Ta s thy
di y rng mt tp li c th xp x vi chnh xc tu bi
cc tp li a din c xc nh bi cc siu phng ta ca n.
Cho x
0
C. Nh li rng a
T
x = l siu phng ta ca C ti x
0
,
nu
a
T
x
0
= , a
T
x x C.
Mnh 5.4. Cho C l mt tp li khc rng v x
0
, riC. Khi tn
ti siu phng ta ca C ti hnh chiu ca x
0
trn C.
Chng minh. Gi hnh chiu ca x
0
trn C l p(x
0
).
Trc ht xt trng hp intC ,= . Vy x
0
, intC. Phn bit hai
trng hp:
a) x
0
, C. Do C li, ng, nn theo (iii) ca Mnh 5.1. siu
phng
p(x
0
) x
0
, x = p(x
0
) x
0
, p(x
0
)
l siu phng ta ca C ti p(x
0
) v tch hn C v x
0
.
b) x
0
C. Khi do x
0
, intC, nn x
0
IR
n
C. Vy tn ti
dy x
k
x
0
vi x
k
, C vi mi k. Do C li, ng, nn li p dng
5.2 Xp x tp li 77
(iii) ca Mnh 5.1, tn ti siu phng ta ca C ti p(x
k
). Tc
l tn ti
k
,= 0, tho mn:
k
, x
k
, p(x
k
) x C.
Bng cch chun ho
k
, ta c th coi [[
k
[[ = 1, v do c th
gi s
k

0
. Do nh x chiu lin tc, nn t bt ng thc
trn, qua gii hn v ch l p(x
0
) = x
0
(v x
0
C), ta c:
0
, x
0
, p(x
0
) =
0
, x
0
x C.
Vy
0
, x =
0
, x
0
l siu phng ta ca C ti x
0
.
Trong trng hp intC = , th dimC < n. Vy C b cha
trong mt siu phng H cha affC. Gi w l vc-t php tuyn
ca H. Khi tn ti s thc sao cho H = x IR
n
[w
T
x = .
Do C C H, nn suy ra H l siu phng ta ca c C v C.
nh l 5.1 (xp x tuyn tnh tp li). Mi tp li ng khc rng
v khng trng vi ton b khng gian u l giao ca tt c cc na
khng gian ta ca n.
Chng minh. Gi C l tp li ng khc rng v E l giao ca
tt c cc na khng gian ta ca C. Do C khng trng vi ton
b khng gian, nn theo mnh trn, C c na khng gian ta.
Vy E tn ti duy nht. Do mi na khng gian ta ca C cha
C, nn C E. Gi s ngc li E ,= C, khi tn ti y
0
E C.
Gi x
0
l hnh chiu ca y
0
trn C, theo (ii) ca Mnh 5.1, ta c
x
0
y
0
, x x
0
0 x C.
Vy
H := x[ x
0
y
0
, x x
0
y
0
, x
0
l na khng gian ta ca C. Th nhng na khng gian ny

khng cha y
0
, v
x
0
y
0
, y
0
x
0
= [[x
0
y
0
[[
2
< 0.
Mu thun vi vic y
0
E.
Mt s ng dng khc ca php chiu trong vic chng minh
nh l tch cc tp li, tnh di vi phn v trong bi ton cn
bng s c xt cc chng sau.
5.3. Bi tp
5.1. Cho C l mt tp li ng. Chng minh rng:
(i) Vi mi x C, tp N
C
(x) l mt nn li ng.
(ii)

p
C
(x) = (I + N
C
)
1
(x) x,
trong p
C
l php chiu vung gc xung tp C.
5.2. Cho H l mt khng gian con trong IR
n
v p(.) l nh x
chiu. Chng minh rng
(i) x p(x) H
T
vi mi x, trong H
T
l khng gian con
vung gc vi H;
(ii) [[p(x)[[ [[x[[ vi mi x
(iii) p(x), y = p(y), x x, y.
5.3. Gi s S IR
n
l mt n hnh c cho bi
S := x
T
= (x
1
, ..., x
n
) IR
n
[x 0,
n
j=1
x
j
=
trong > 0 Cho x
0
IR
n
. Hy tnh hnh chiu ca x
0
trn tp
S.
5.4. Cho
C := (x
1
, x
2
, x
3
)[ x
2
1
+ x
2
2
+ x
2
3
1, x
2
1
x
2
0
5.3 Bi tp 79
v y
T
= (1, 0, 2). Hy tnh khong cch d
C
(y) v hnh chiu (y)
ca y trn C.
5.5. Cho E l mt tp com-pc khc rng v H l mt siu
phng bt k. Chng minh rng E c mt siu phng ta song
song vi H.
5.6. Tnh hnh chiu ca mt im y ln hnh cu ng tm
x
0
, bn knh r v ln siu hp H := x[a x b, trong
a, b IR
n
.
5.7. Cho A l mt ma trn cp m n c hng l m. Chng
minh rng hnh chiu ca mt im y ln khng gian con C :=
x[ Ax = 0 l im y A
T
(AA
T
)
1
Ay. Tm ton t chiu ln
khng gian trc giao ca khng gian con C.
5.8. Cho C IR
n
l mt tp li ng khc rng v M l mt
ma trn thc i xng cp n n xc nh dng. Chng minh
rng vi mi y, u tn ti duy nht C tho mn
(y )
T
M(y ) (y x)
T
M(y x) x C.
Ch dn. im l hnh chiu ca y trn C theo chun xc
nh bi M.
Chng 6
NH L TCH CC TP LI
6.1. Cc nh l tch v b Farkas . . . . . . . . . . . . . . 82
6.2. M rng v ng dng . . . . . . . . . . . . . . . . . . . . . . . . . 88
6.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Trong gii tch li v nhiu lnh vc khc nh gii tch hm,
gii tch khng trn v gii tch phi tuyn v.v... cc nh l tch
hai tp li c mt vai tr trung tm. V bn cht, nh l tch
tr li cu hi rng mt phn t c thuc mt tp li khng, v
nu khng thuc th n s c tnh cht g? y l cu hi v lin
thuc (membership), mt vn c bn ca ton hc. Ta c th
hnh dung tp li l tp hp nghim ca mt h phng trnh
i s, hay vi, tch phn, tp cc im bt ng ca mt nh x,
hay l tp nghim ca mt bi ton ti u v.v.... D nhin nu cu
tr li l c, th vn lin thuc c gii quyt. Tri li, nu
cu tr li l khng, th s xy ra iu g? iu ny gii thch v
sao cc nh l tch thuc loi cc nh l chn v l cng c rt
mnh, thng c dng chng minh s tn ti ca mt i
tng trong nhiu vn thuc nhng lnh vc rt khc nhau.
Ngi ta chng minh c s tng ng gia nh l tch
v nh l Hahn-Banach rt quen thuc trong gii tch hm. S
m rng cc nh l tch v nhng ng dng a dng ca chng
t l thuyt n cc vn thc t (chn on u lnh, u c trong y
hc, hoc d on s thnh bi, pht trin ca cc doanh nghip
v..v...) hin vn l mt ti nghin cu thu ht s quan tm ca
nhiu ngi.
6.1. Cc nh l tch v b Farkas
nh ngha 6.1. Cho hai tp C v D khc rng, ta ni siu phng
a
T
x = tch C v D nu
a
T
x a
T
y, x C, y D. (6.1)
Ta ni siu phng a
T
x = tch cht C v D nu
a
T
x < < a
T
y, x C, y D.
Ta ni siu phng a
T
x = tch mnh C v D nu
sup
xC
a
T
x < < inf
yD
a
T
y. (6.2)
nh l 6.1 (nh l tch 1). Cho C v D l hai tp li khc rng
trong IR
n
sao cho C D = . Khi c mt siu phng tch C v D.
nh l tch va nu c th suy ra ngay t B 6.1 di y,
chnh l nh l tch mt tp li v mt phn t khng thuc n.
B 6.1 (B lin thuc). Cho C IR
n
l mt tp li khc rng.
Gi s x
0
, C. Khi tn ti t IR
n
, t ,= 0 tho mn
t, x t, x
0
x C. (6.3)
6.1 Cc nh l tch v b Farkas 83
Chng minh. Do x
0
, riC, nn s tn ti siu phng tch trong
b , c suy ra t Mnh 5.4.
Chng minh nh l 6.1. Do C v D l li, nn C D cng li.
Hn na 0 , (C D), v C D = . Theo b trn p dng
vi x
0
= 0, tn ti vc-t t IR
n
, t ,= 0 sao cho t, z 0 vi mi
z C D. V z = x y vi x C, y D, nn ta c
t, x t, y x C, y D.
Ly
:= sup
yD
t, y,
khi siu phng t, x = tch C v D.
Ch . Chng minh b lin thuc trn gi cho vic xc
nh siu phng tch. Theo chng minh Mnh 5.4, vic xc
nh siu phng tch im x
0
v tp C chnh l vic tm im
chiu ca x
0
trn C. im ny chnh l nghim ca bi ton
min[[x x
0
[[
2
[ x C.
Do phm vi s dng rng ri v vai tr quan trng ca nh l
tch trong nhiu lnh vc ca ton hc, nn vic tm cc phng
php gii cho bi ton ti u ny lun l mt ti rt c quan
tm. Trong nhiu trng hp ring ca tp C, bi ton trn c
nhng phng php gii hiu qu. Tuy nhin trong trng hp
chung, y vn cn l mt bi ton rt kh gii.
nh l sau y ni v vic tch mnh hai tp li:
nh l 6.2 (nh l tch 2). Cho C v D l hai tp li ng khc
rng sao cho C D = . Gi s c t nht mt tp l com-pc. Khi
hai tp ny c th tch mnh c bi mt siu phng.
Cng nh trn, nh l tch mnh c d dng suy ra t b
sau ni v s tch mnh gia mt tp li ng v mt im
bn ngoi tp ny.
B 6.2. Cho C IR
n
l mt tp li ng khc rng sao cho 0 , C.
Khi tn ti mt vc-t t IR
n
, t ,= 0 v > 0 sao cho
t, x > 0, x C.
Theo b ny, th C v im gc to c th tch mnh, v
d bi siu phng t, x =

2
.
Chng minh b . Do C ng v 0 , C, nn tn ti qu cu B
tm gc, bn knh r > 0 sao cho C B = . Ap dng nh l
tch 1 cho hai tp C v B, ta c t IR
n
0 v IR, sao cho
t, x t, y x C, y B.
Bng cch chun ha ta c th xem [[t[[ = 1 v do khong
cch t gc n siu phng t nht l bng r. Vy th
t, x r > 0.
Chng minh nh l 6.2. Gi s C l tp compact. Ta ch ra tp

C D ng. Tht vy, gi s z
k
C D v z
k
z. Ta c z
k
=
x
k
y
k
vi x
k
C, y
k
D. V C compact, nn c mt dy con
x
k
j
x khi j +. Vy y
k
j
= z
k
j
x
k
j
z x D. Vy
z = x y C D. Chng t C D l tp ng. Do 0 , C D,
nn theo b trn, tn ti t ,= 0, sao cho t, x y > 0 vi
mi x C, y D. Vy
inf
xC
t, x

2
sup
yD
t, y +

2
.
Chng t C v D c th tch mnh. .
Ch . iu kin mt trong hai tp l com-pc trong nh l l
khng th b c. Hy xt v d trong
C := (x, t) IR
2
[x 0, t = 0, D := (x, t) IR
2
[ t
1
x
, t > 0, x > 0.
C
D
O
Hnh 6.1: Tch nhng khng tch mnh
R rng hai tp ny li, ng khng c imchung, nhng chng
khng th tch mnh c.
T nh ngha ta thy rng, nu hai tp nm trong cng mt
siu phng, th chng vn tch c, v d chnh bng siu phng
. loi b trng hp cc oan ny, ngi ta a ra khi
nim tch ng sau:
Ta ni hai tp C v D c tch ng bi siu phng a
T
x =
nu (6.1) tha mn v c hai tp ny khng cng nm trn trong
siu phng tch.
Ch rng nu A v B l hai tp li m riAriB ,= , th hai
tp ny vn c th tch c, v d A v B l hai ng cho ca
mt hnh ch nht trong mt phng 2 chiu. Tuy nhin chng
khng th tch ng, theo mnh sau y:
Mnh 6.1. Cho hai tp li khc rng A v B. iu kin cn v
hai tp ny tch ng c l riA riB = .
Chng minh. Trc ht chng minh iu kin . Gi s
riA riB = . Khi 0 , (riA riB) = ri(A B). Xt hai
trng hp:
1. Trng hp int(A B) ,= . Khi 0 , int(A B). Vy
tn ti t ,= 0 v t
T
x < t
T
y vi mi x intA , y intB. t
= inft
T
y[y intB, = supt
T
x[x intA, th . Ly
. Khi siu phng t
T
x = s tch A v B, nhng
khng th ng thi cha c A v B .
2. Trng hp int(A B) = . t C = A B v F l khng
gian con song song vi bao a-phin ca C. Khi p dng lp
lun phn trn cho khng gian F, s tn ti mt siu phng H
/
(trong F) tch ng A v B. Gi t
/
l phim hm tuyn tnh t
F IR xc nh siu phng H
/
. Goi F
l khng gian vung gc

vi F. Vi mi x IR
n
t t(x) l hm hp gia t
/
v p, trong p
l nh x chiu xung khng gian con F. Do p l tuyn tnh, nn
d thy t v t
/
cng l tuyn tnh v l siu phng tch ng hai
tp A v B.
chng minh iu kin cn, ta gi s c siu phng t
T
x =
tch A v B, tc l t
/
T
x t
T
y vi mi x A v y B. Gi s
siu phng ny khng cha B. Khi t
T
y > vi mi y riB.
Suy ra riA riB = .
Mt h qu rt quan trng ca nh l tch l b chn
mang tn nh ton hc Hungary Farkas, c chng minh t
nm 1892 di dng mt nh l hnh hc. B ny rt trc
quan, d p dng trong nhiu lnh vc nh ti u, iu khin, l
thuyt ton t v.v...
H qu 6.1. Cho A l mt ma trn thc cp mn v a IR
n
. Khi
trong hai h di y c mt h v ch duy nht mt h c nghim:
Ax 0, a
T
x < 0 vi mt x IR
n
, (6.4)
A
T
y = a, y 0 vi mt y IR
m
. (6.5)
Mt cch pht biu tng ng, di ngn ng hnh hc,
ca b Farkas l:
Na khng gian x [a
T
x 0 cha nn x [Ax 0 khi v
ch khi vc-t a nm trong nn sinh bi cc hng ca ma trn A.
Tc l
A
T
x 0 a
T
x 0 khi v ch khi A
T
y = a, y 0.
Tnh cht hnh hc ca b ny rt r. N ni rng nn li,
ng x[Ax 0 nm trong na khng gian x [a
T
x 0 khi
v ch khi vc-t php tuyn a trong nn sinh bi cc hng ca
ma trn A.
a
0
Ax 0
a
T
x = 0
Hnh 6.2: B Farkas
Chng minh b Farkas. Gi s (6.5) c mt nghim y no .
Nu nh Ax 0, th t A
T
y = a, nhn tch v hng vi x, v
do Ax 0, y 0, ta c a
T
x = y
T
Ax 0. Vy (6.4) khng th c
nghim.
By gi ta gi s h (6.5) khng c nghim. Ly tp C =
x[ y 0 : A
T
y = x. Hin nhin C l tp li ng v 0 C.
Do (6.5) khng c nghim, nn a , C. Theo nh l tch mnh,
tn ti p ,= 0 v mt s IR sao cho p
T
a < < p
T
x vi mi
x C. Do 0 C, nn < 0. Thay x = A
T
y, vi y 0, ta vit
c p
T
A
T
y = y
T
Ap.
Ch rng nu x C, th x C vi mi 0, v t x =
A
T
y, c x = A
T
y. Vy cc to ca y c th ln tu , nn t
bt ng thc p
T
A
T
y = y
T
Ap, suy ra Ap 0. Vy ta ch
ra s tn ti ca mt vc-t p sao cho Ap 0 v a
T
p < 0. Chng
t h (6.4) c nghim.
6.2. M rng v ng dng
Cc nh l tch nu trn xt vic tch cc tp li bi
mt siu phng. Ngi ta m rng vic tch cc tp li bi
siu phng bng tch cc tp khng li, nhng c thm mt cu
trc ring no , v d nh tp hnh sao, cn siu phng tch
th c m rng bi nhng siu mt tng qut hn, khng nht
thit l siu phng, v d siu mt phng tng khc v. v... Ngoi
ra ngi ta cng nghin cu vic tch xp x (-tch).
Gn y cc tng tch c x dng vo cc bi ton
x l s liu v p dng vo nhiu lnh vc thc t khc nhau.
Hy xt bi ton sau:
Gi s ta c hai tp hp im A v B trong khng gian IR
n
.
Tp A gm K im a
1
, ..., a
K
v tp B gm N im b
1
, ..., b
N
. Bi
ton t ra l hy tm mt phimhm f thuc mt lp hm F no
sao cho f tch hai tp im ny.
Gi s siu mt tch c cho bi f (x) = 1, vi f F. Nh
vy iu mun c l:
f (a) 1 a A v f (b) 1 b B.
6.2 M rng v ng dng 89
x
x
x
x
x
x
x
x
Hnh 6.3: Tch 2 tp ri rc
Bi ton ny c th khng c nghim, do ta mun gii n mt
cch xp x theo ngha lm sao siu mt f (x) = 1 tch "nhiu
nht" hai tp ny.
t
i
:= f (a
i
) 1. Hin nhin, nu
i
0, th a
i
tho mn
iu kin tch. Tri li, nu
i
< 0, th a
i
khng tho mn iu
kin tch, v sai lch l 1 f (a
i
) =
i
. Vy gi tr y
i
c xc
nh bi
y
i
:= max0,
i
= max0, f (a
i
) 1
l sai lch i vi im a
i
. Do sai lch trung bnh cho K-
phn t ca tp A l
1
K
K
i=1
y
i
. Tng t, i vi cc phn t ca
tp B, i lng
z
i
:= max0, 1 f (b
i
)
s o sai lch i vi phn t b
i
B. Do sai lch trung
bnh cho N phn t ca tp B l
1
N

N
i=1
z
i
. Vy sai lch trung bnh
i vi vic tch cc phn t ca hai tp A v B bi phim hm
tch f F l
e( f ) :=
1
K
K
i=1
y
i
+
1
N
N
i=1
z
i
.
Nh vy bi ton t ra l phi tm f F sao cho sai lch
trung bnh e( f ) l nh nht c th c. Tc l phi gii bi ton
ti u sau:
min
f F
e( f ) := min
f F
1
K
K
i=1
y
i
+
1
N
N
j=1
z
j
.
Theo nh ngha ca y
i
v z
j
, bi ton trn c th vit c
di dng
min
f F
1
K
K
i=1
max0, f (a
i
) 1 +
1
N
N
j=1
max0, 1 f (b
j
).
Bi ton ny kh gii khi F l lp hm tng qut. Ngi ta
gii bi ton ny vi F l lp hm a-phin v F l lp hm ton
phng li.
Hy xt trng hp F l lp hm a-phin. Khi mi f F
du c dng f (x) = w
T
x w
0
, trong w IR
n
v w
0
IR.
Trong trng hp ny, bi ton c dng sau:
min
1
K
K
i=1
y
i
+
1
N
N
j=1
z
j
Vi iu kin
y
i
w
T
a
i
w
0
1, i = 1, .., K,
z
j
w
T
b
j
+ w
0
+ 1, j = 1, ..., N,
y
i
0, z
j
0 i, j.
y l mt qui hoch tuyn tnh vi cc bin l y
i
, z
j
, w
0
thuc IR
v w IR
n
.
Khi p dng m hnh ny vo cc bi ton khai thc d liu,
ngi ta coi mi ta ca mt vc-t a A hoc b B l mt
6.3 Bi tp 91
thng s c trng cho vn cn xt (v d bnh ung th, hoc
cho s kinh doanh thnh t ca mt cng ty). Ta gi mi phn
t ca A v B l cc vc-t s liu. V d trong khi nghin cu v
khi u, ngi ta thng ly cc t bo v kho st nhn ca cc t
bo . Mi nhn c xt bi mt s c trng quyt nh n
vic khi u l c hay lnh nh din tch, chu vi, tnh i xng,
kch thc cc l lm vo, li ra, cc thnh phn a-xt v.v...
Sau khi xc nh c hm tch, vic chn on bnh tr nn
d dng. Ch vic lp vc-t s liu vo hm tch bit vc-t
nm v pha no ca siu mt tch, t c th khng nh
tnh cht ca cn bnh. kim tra tnh chnh xc ca phng
php, ngi ta s dng nhiu s liu thng k vi cc khi u
bit r t trc v nhn thy rng, ngay vi lp hm a-phin,
vic chn on theo phng php ny ch sai st vi s liu
c vi mt t l rt nh (di 5 phn trm). Cc ng dng khc
trong s l s liu phn loi, c th thc hin mt cch tng
t.
6.3. Bi tp
6.1. Cho hai ng thng A v B ct nhau trong khng gian
IR
3
.
(i) C tn ti siu phng tch hai ng thng ny khng?
Nu khng th sao? nu c th hy cho mt siu phng tch
chng.
(ii) Hai ng thng A v B ny c tch ng c khng?
6.2. nh l Gordan. Cho A l mt ma trn cp m n. Khi
trong hai h di y c ng mt h c nghim:
(i) Ax < 0,
(ii) A
T
y = 0, y 0.
Ch dn. Chuyn h u v dng Ax + te 0 vi t > 0. Vit li
theo dng c th p dng B Farkas.
2a) Cho x
0
, ..., x
m
l cc im trong R
n
. Chng minh rng hai
khng nh di y c ng mt iu tho mn:
(i) x
0
cox
1
, ..., x
m
,
(ii) Tn ti x
IR
n
sao cho x
, x
i
< x
, x
0
vi mi i =
1, ...m.
6.3. Chng minh rng nu A, B l hai tp li, khc rng v
riA riB = , th chng c th tch c.
6.4. Cho A nh bi tp 2 v c IR
n
. Khi trong hai h sau c
ng mt h c nghim:
Ax 0, x 0, c
T
x > 0,
A
T
y c, y 0.
6.5. Cho > 0. Ta ni siu phng a, x = l -tch hai tp C
v D, nu
sup
xC
a, x inf
yD
a, x + .
Hy tm mt v d v hai tp li ng C v D sao cho intA
intB ,= , nhng -tch c.
6.6. Cho A l mt ma trn thc cp m n. Chng minh rng
trong hai h di y c ng mt h c nghim:
H 1: Ax > 0,
H 2: Ay = 0, y 0, y ,= 0.
6.3 Bi tp 93
6.7. Cho A l mt ma trn nh bi tp trn v c IR
n
. Chng
t rng trong hai h di y c ng mt h c nghim:
H 1: Ax = c,
H 2: A
T
y = 0, c
T
y = 1.
6.8. Cho A l mt ma trn thc cp m n. Chng minh rng
hai h
H 1: Ax 0,
H 2: A
T
y = 0, y 0
c nghim tho mn Ax + y > 0.
6.9. Cho hai tp li C v D trong IR
n
Chng minh rng iu
kin cn v hai tp ny tch cht c l
inf[[x y[[ [x C, y D > 0.
6.10. Cho C := (x
1
, x
2
)|x
2
e
x
1
, D := (x
1
, x
2
)|x
2

e
x
1
. Chng t hai tp ny li, khng giao nhau. Tm siu
phng tch chng. C tn ti siu phng tch cht hai tp ny
khng?
6.11. Cho hnh trn n v C := (x
1
, x
2
)[x
2
1
+ x
2
2
1. Hy
tm mt biu din ca hnh trn ny bi giao ca cc na khng
gian ng.
6.12. Hai tp A v B c gi l tch p, bi siu phng H, nu
t nht c mt trong hai tp sau A H v B H khc rng. Hy
cho mt iu kin hai tp c siu phng tch p.
Chng 7
I CC CA TP LI
7.1. nh ngha v tnh cht c bn . . . . . . . . . . . . . . . 96
7.2. Trng hp tp li a din . . . . . . . . . . . . . . . . . . . 99
7.3. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Gia cc phn t ca mt tp hp v cc phim hm tuyn
tnh xc nh trn tp hp c mt mi lin h mt thit vi
nhau. Trong nhiu trng hp, mi lin h ny cho php ta
nghin cu mt tp hp thng qua vic kho st cc phim hm
tuyn tnh trn tp hp ny v ngc li. Mi lin h ny c
xy dng trn khi nim v i cc ca mt tp hp. Khi nim
i cc rt hu ch trong l thuyt i ngu, cng nh trong cc
phng php h th nguyn, phng php phn r trong ti u
ho.
7.1. nh ngha v tnh cht c bn
Cho E IR
n
(khng nht thit li). Tp
E
:= y IR
n
[ y
T
x 1 x E
c gi l tp i cc ca E. T nh ngha ca nn, d thy rng
khi E l mt nn, th tp i cc ca E tr thnh
E
:= y IR
n
[ y
T
x 0 x E.
V d: nu E l mt khng gian con th tp i cc ca E l khng
gian vung gc vi E. Tc l
E
= E
T
= y[ y
T
x = 0 x E.
Mnh 7.1. (i) Tp i cc E
ca E l mt tp li ng cha gc
v E F khi v ch khi F
.
(ii) E E
. Nu E l li ng cha gc, th E = E
.
(iii) 0 intE khi v ch khi E
b chn.
Chng minh. (i) E
li ng, cha gc v n l giao ca cc na

khng gian ng cha gc. iu khng nh tip theo (i) suy
trc tip t nh ngha.
(ii) E E
c suy trc tip t nh ngha. By gi gi s

E li, ng cha gc. Do E E
, nn ta cn ch ra E
E. Tht
vy, nu tri li, s tn ti u E
E. Do E li ng v u , E,
nn theo nh l tch mnh, tn ti y ,= 0, tho mn
y, x < 1 < y, u, x E.
T bt ng thc u suy ra y E
v do y, u 1, v
u E
, Mu thun vi bt ng thc sau. Vy E = E
.
7.1 nh ngha v tnh cht c bn 97
(iii) Trc ht ta ch ra rng tp i cc ca hnh cu B
r
: tm
0, bn knh r l hnh cu B1
r
: tm 0, bn knh
1
r
. Tht vy, d thy
rng khong cch t 0 n siu phng y, x = 1 bng
1
[[y[[
. Vy
y (B
r
)
khi v ch khi
1
[[y[[
r. iu ny tng ng vi y
B1
r
. Chng t (B
r
)
= B1
r
. Do 0 intE khi v ch khi tn ti r > 0
sao cho B
r
E. iu ny tng ng vi E
(B
r
)
= B1
r
.
Tng ng vi vic E
l tp b chn.
Mnh di y cho mt quy tc tnh tp i cc ca tng
v giao ca cc nn li ng.
Mnh 7.2. Nu C
1
v C
2
l cc nn li ng khc rng trong IR
n
th
(C
1
+C
2
)
= (C
1
)
(C
2
)
, (C
1
C
2
)
= C
1
+ C
2
.
Chng minh. Do C
1
v C
2
l cc nn li ng, nn vi mi x
C
1
, th x = x + 0 C
1
+ C
2
. Do vi mi y (C
1
+ C
2
)
, theo
nh ngha tp i cc ta c y, x 0. Suy ra y (C
1
)
. Tng
t ta cng c y (C
2
)
. Vy (C
1
+ C
2
)
(C
1
)
(C
2
)
.
Ngc li, vi mi y (C
1
)
(C
2
)
, th y, x 0 vi i = 1, 2.
T y thy rng vi mi x
1
C
1
, x
2
C
2
, th
y, x
1
+ x
2
= y, x
1
+y, x
2
0.
Suy ra y (C
1
+ C
2
)
. Vy
(C
1
)
(C
2
)
(C
1
+ C
2
)
.
Kt hp li
(C
1
)
(C
2
)
= (C
1
+ C
2
)
.
iu khng nh
(C
1
C
2
)
= (C
1
)
+ (C
2
)

suy ra t vic (C
1
)
+ (C
2
)
l tp li ng, v do , theo mnh

trn v iu va chng minh ta vit c
(C
1
)
+ (C
2
)
= [(C
1
)
+ (C
2
)
[(C
1
)
[(C
2
)
= [C
1
C
2
]
Mi y IR
n
xc nh mt phim hm tuyn tnh y, .. Gi
s
E
(y) := supy, x [x E
l cn trn ng ca phim hm ny trn tp E. Khi thay i y
th cn trn ng ny cng thay i v do ta nhn c mt
hm s. Hm s ny c gi l hm ta ca E.
Cng nh tp i cc, hm ta cng cho ta mt mi quan h
gia mt tp v cc phim hm tuyn tnh xc nh trn tp .
V vy gia hm ta v tp i cc c mi lin quan mt thit,
th hin qua mnh sau:
Mnh 7.3. Gi s C l mt tp li ng cha gc. Khi
(i) Phim hm Minkowski ca C chnh l hm ta ca tp i cc
C
.
(ii) Tp i cc ca nn li xa ca C chnh l bao nn li ng ca
tp i cc ca C
, do (reC)
= coneC
.
(iii) Khng gian thng ca C l phn b trc giao ca khng gian
tuyn tnh cng bi tp i cc ca C, tc l L(C) + lin(C
) =
IR
n
Chng minh. (i) Theo nh ngha ca phim hm Minkowski
g
C
(x), nh ngha tp i cc v do C
= C, ta c:
g
C
(x) = inf > 0[x C = inf > 0[y,
x
1 y C

= inf > 0[y, x y C
= sup
yC
y, x = s
C
(y).
(ii) Do 0 C, nn nn cc hng v hn ca C l:
reC = y[ y C > 0 C.
Vy C
(reC)
. Do reC l nn li ng, nn (reC)
cng l nn
li, ng. Nn ny cha C
, nn (reC)
coneC
.
Mt khc do reC l nn li ng ln nht b cha trong tp C,
nn i cc ca n l nn li ng nh nht cha tp i cc C
ca C. Kt hp li c (reC)
= coneC
.
(iii) Theo nh ngha, khng gian thng ca C l khng gian
con ln nht b cha trong C. Do khng gian trc giao ca
khng gian ny chnh l khng gian con nh nht cha C
.
H qa 7.1. Vi mi tp li ng C IR
n
ta c:
dimC
+linealityC = n
dim C +linealityC
= n.
Chng minh. Suy ra t (iii) ca mnh trn v t (C
= C.
Nh nu, rank C := dimC linalityC l i lng o "
phi tuyn" ca mt tp C. T h qu trn, suy ra rng vi mi tp
li ng C, th rankC = rankC
.
7.2. Trng hp tp li a din
Tnh i cc ca mt tp, d l tp li, ni chung l mt
vn kh. Tuy nhin trong trng hp tp li a din c cho
tng minh bi mt h bt ng thc tuyn tnh, ta c cng thc
tng minh ca tp i cc ca n.
Gi s P l tp li a din cho bi
P := x[ a
i
, x b
i
, i = 1, ..., m
v x
0
P. Gi s x
0
= 0. Nh vy b
i
0 vi mi i. Gi s b
i
> 0,
(i = 1, ..., p) v b
i
= 0 vi i = p + 1, ..., m. Bng cch chia cho
b
i
> 0, ta vit c
P := x[ a
i
, x 1, i = 1, ..., p, a
i
, x 0, i = p + 1, ..., m.
(7.1)
Mnh 7.3. Gi s P l tp li a din cho bi (7.1). Khi i
cc ca P l tp
Q = co0, a
1
, ..., a
p
+conea
p+1
, ..., a
m
.
Chng minh. Theo nh ngha ca Q, mi phn t thuc Q u
l t hp li ca cc im 0, a
1
, ..., a
p
v t hp khng m ca cc
im a
p+1
, ..., a
m
. Vy vi mi y Q, ta c biu din
y =
p
j=1
j
a
j
+
m
j=p+1
j
a
j
vi
j
0,
j
0 j,
p
j=1
j
1.
Nhn tch v hng vi x, ta c
x, y =
p
j=1
j
a
j
, x +
m
j=p+1
j
a
j
, x x P.
Do a
j
, x 1 vi mi j = 1, ..., p v a
j
, x 0 vi mi j =
p + 1, ..., m, nn t y suy ra x, y 1 vi mi x P v mi
y Q. Suy ra Q P
.
Ngc li, theo nh ngha ca Q
th y, x 1 vi mi y Q
v mi x Q. Vi j p ly x = a
j
, ta c y, a
j
1. Vi j > p ly
x = ta
j
vi t > 0 bt k. Theo nh ngha ca Q, ta c ta
j
Q vi
mi t > 0. Vy y, ta
j
1 vi mi t > 0. Do y, a
j
0. Suy
ra Q
P, v do P
Q. Kt hp li P
= Q.
7.3 Bi tp 101
7.3. Bi tp
7.1. Hy xc nh dng tng minh ca tp i cc cho cc tp
sau:
a. A := (x
1
, x
2
) [ 0 x
1
x
1
,
b. B := (x
1
, x
2
) [ x
2
[x
1
[,
c. C := x IR
n
[ [ x = Ay, y 0, trong A l ma trn thc
cho trc.
7.2. Hy xc nh tp i cc ca cc tp sau:
a. A := (x
1
, x
2
)[ x
2
1
+ x
2
2
1,
b. B := (x
1
, x
2
)[ x
1
+ x
2
2, x
1
+ 2x
2
1, x
1
, x
2
0.
7.3. Cho
B = x[ max
i
[x
i
[ 1 = x[ 1 x
i
1, i
l qu cu theo chun max (chun l
). Chng minh rng tp i

cc ca B l qu cu theo chun l
1
, tc l
B
= x[
j
[x
j
[ 1
7.4. a) Cho C := x IR
n
[Ax 0, trong A l ma trn cp
p n v rankA = k. Tnh tp i cc C
ca C v dimC
.
b) Cho C l mt khng gian con. Chng minh rng C
(C
) = 0.
7.5. Chng t rng mt nn li ng C l khng gian con khi
v ch khi C (C
) = 0.
7.6. Cho C l mt nn li ng v K l mt tp com-pc. Chng
minh rng K C
,= khi v ch khi vi mi p C, tn ti x K
tho mn p
T
x 0.
7.7. Cho C l mt nn li ng trong IR
n
v x C. Gi (x) l
hnh chiu ca x ln C. Chng t rng x (x) C (C)
.
Chng 8
NH NGHA V CC TNH
CHT C BN HM LI
8.1. nh ngha v v d . . . . . . . . . . . . . . . . . . . . . . . . . 103
8.2. Tnh lin tc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
8.3. Cc php ton bo ton tnh li . . . . . . . . . . . . . . 116
8.4. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
Trong mc u tin ca chng ny, chng ta s a ra cc
nh ngha v mt s v d in hnh v hm li. Mc tip theo
s kho st tnh lin tc ca hm li. Mc cui cng ca chng
s gii thiu mt s php ton thng gp i vi cc hm li.
8.1. nh ngha v v d
Cho C IR
n
l tp li v f : C IR. Ta s k hiu
domf := x C[ f (x) < +.
Tp domf c gi l min hu dng ca f . Tp
epi f := (x, ) C IR [ f (x)
c gi l trn th ca hm f .
Bng cch cho f (x) = + nu x , C, ta c th coi f c xc
nh trn ton khng gian v hin nhin l
domf = x IR
n
[ f (x) < +,
epi f = (x, ) IR
n
IR [ f (x) .
Do s lm vic vi hm s nhn c gi tr v +, nn,
nh thng l, ta c quy c sau:
Nu = 0, th f (x) = 0 vi mi x.
nh ngha 8.1. Cho ,= C IR
n
li v f : C IR . Ta ni f l
hm li trn C, nu epi f l mt tp li trong IR
n+1
.
Sau y ta s ch yu lm vic vi hm f : IR
n
IR +.
Trong trng hp ny, d thy rng nh ngha trn tng ng
vi
f (x + (1 )y) f (x) + (1 ) f (y) x, y C, (0, 1).
(8.1)
Hm f : IR
n
IR + c gi l li cht trn C nu
f (x + (1 )y) < f (x) + (1 ) f (y) x, y C, (0, 1).
(8.2)
Hm f : IR
n
IR + c gi l li mnh trn C vi h
s > 0, nu x, y C, (0, 1) c:
f (x + (1 )y) f (x) + (1 ) f (y)
1
2
(1 )[[x y[[
2
.
D kim tra c rng, f li mnh trn C vi h s > 0 khi
v ch khi hm
h(.) := f (.)

2
[[.[[
2
8.1 nh ngha v v d 105
li trn C.
Bng qui np, d dng chng minh c rng, nu f nhn
gi tr hu hn trn tp li C, th vi mi s t nhin m v mi
x
1
, .., , x
m
C tho mn
1
0, ...,
m
0,
m
j=1
j
= 1, ta c
f (
m
j=1
j
x
j
)
m
j=1
j
f (x
j
) (bt ng thc Jensen).
Hm f c gi l mt hm lm trn C, nu f li trn C.
Di y l mt iu kin cn v v hm li, rt tin ch
trong nhiu trng hp.
Mnh 8.1. Mt hm f : C IR l li trn C khi v ch khi
x, y C, > f (x), > f (y), [0, 1]
= f (x + (1 )y) + (1 ).
Chng minh. Chng minh diu kin cn. Gi s f li. Chn x,
y, , nh nu trong mnh . Chn
/
( f (x), ) v
/
( f (y), ). Vy (x,
/
) v (y,
/
) thuc epi f . Do epi f li, nn
((1 )x + y, (1 )
/
+
/
) epi f .
Do
f ((1 )x + y) (1 )
/
+
/
< (1 ) + .
Chng minh iu kin . Chn (x, ) v (y, ) thuc epi f v
(0, 1). Th th vi mi > 0, ta c
f (x) < + , f (y) < + .
Do
f [(1 )
/
+
/
] < (1 )(+) +( +) = (1 )+ +.
iu ny ng vi mi > 0, nn cho 0, ta c
f [(1 )
/
+
/
] (1 ) + .
Chng t
(1 )(x, ) + (y, ) epi f .
Vy f li.
Di y l mt nh ngha khc, tng ng v hmli, li
mnh, da vo khi nim h s li,
nh ngha 8.2. Cho f : IR
n
IR + (khng nht thit li),
C IR
n
l mt tp li khc rng v l mt s thc. Ta ni l
h s li ca f trn C, nu vi mi (0, 1), mi x, y thuc C, ta
c
f [(1 )x + y] (1 ) f (x) + f (y)
1
2
(1 )[[x y[[
2
.
Hin nhin nu = 0 th f li trn C. Nu f c h s li trn
C l > 0, th f li mnh trn C vi h s .
Mt hm f c gi l chnh thng nu domf ,= v f (x) >
vi mi x. Hm f c gi l ng, nu epi f l mt tp ng
trong IR
n+1
.
Nh ni trn, nu f l mt hm li trn mt tp li C, th c
th thc trin f ln ton khng gian bng cch t
f
e
(x) :=
_
f (x), nu x C,
+, nu x / C.
Hin nhin f
e
(x) = f (x) vi mi x C v f
e
li trn IR
n
. Hn
na f
e
l chnh thng khi v ch khi f chnh thng. Tng t
f
e
ng khi v ch khi f ng.
Ch rng, nu f l mt hm li trn IR
n
th domf l mt tp
li, v domf chnh l hnh chiu trn IR
n
ca epi f , tc l:
dom f = x[ IR : (x, ) epi f .
8.1 nh ngha v v d 107
V d v hm li.
1. Hm a-phin. f (x) := a
T
x + , trong a IR
n
, IR. D
dng kim tra c rng f l mt hm va li va lm trn ton
khng gian. Khi = 0, th hm ny c gi l hm tuyn tnh.
Cho C ,= l mt tp li.
2. Hm ch. t
C
(x) :=
_
0 nu x C,
+ nu x / C.
Ta ni
C
l hm ch ca C. Do C li, nn
C
l mt hm li.
3. Hm mt cu. Cho S := x IR
n
[ [[x[[ = 1 l mt mt cu
v h : S IR
+
l mt hm bt k. nh ngha hm f nh sau:
f (x) :=
_
0 nu [[x[[ < 1,
h(x) nu [[x[[ = 1,
+ nu [[x[[ > 1.
Hm ny c gi l hm mt cu. D thy rng f l mt hm li
trn IR
n
, mc d h l mt hm khng m bt k trn mt cu S.
4. Hm ta. Hm di y c gi l hm ta ca C.
s
C
(y) := sup
xC
y, x.
5. Hm khong cch. Cho C li ng, hm khong cch n tp C
c nh ngha bi
d
C
(x) := min
yC
[[x y[[.
6. Hm chun. Gi s x = (x
1
, ..., x
n
).
f (x) := [[x[[
1
:= max
i
[x
i
[
Hoc
f (x) := [[x[[ := (x
2
1
+ ... + x
2
n
)
1
2
.
7. Hm tng chp. Cho f
1
, ..., f
m
l cc hm li chnh thng
trn IR
n
. Khi hm f c xc nh bi
f (x) := inf
m
j=1
f
j
(x
j
) :
m
j=1
x
j
= x
c gi l hm tng chp ca cc hm f
1
, ..., f
m
. Hm tng chp
ny thng c k hiu l f
1
... f
m
.
T nh ngha ca tp trn th, ta thy rng mt hm li
c xc nh bi trn th ca n.
Mnh i y cho thy l do v sao trong thc t ngi
ta thng ch quan tm n cc hm li chnh thng.
Mnh 8.2. Gi s f l mt hm li khng chnh thng trn IR
n
v
f , +. Khi f (x) = vi mi x ri(domf ).
Chng minh. Theo nh ngha hm chnh thng, nu domf ,=
, th tn ti mt x
0
sao cho f (x
0
) = . Gi s x ri(domf ).
Theo nh ngha ca imtrong tng i, tn ti y domf tho
mn x = y + (1 )x
0
vi (0, 1). Do f li v f (y) < +,
nn
f (x) f (y) + (1 ) f (x
0
) = .
Theo mnh trn, trnh lm vic vi cc hm li ng

nht vi ti min trong tng i ca min hu dng, t
nay v sau, nu khng nhn mnh g thm, khi ni n mt hm
li trn IR
n
, ta lun hiu l mt hm chnh thng, tc l n
khng ng nht vi + v khng nhn gi tr .
8.2 Tnh lin tc 109
Mnh 8.3. Nu f l mt hm li trn IR
n
, th cc tp mc
L
f
() := x[ f (x) , l
f
() := x[ f (x) <
l li vi mi IR.
Chng minh. Trng hp = + hoc l hin nhin (nh
rng tp rng l li). Ly x, y l
f
(). Tc l f (x) < , f (y) < .
Do f li, nn theo Mnh 8.1, vi mi (0, 1), ta c:
f (x + (1 )y) < + (1 ) = .
Vy x + (1 )y l
f
().
Tp L
f
() =
>
l
f
(), nn n cng l tp li.
Mt lp hm li rt quan trng l hm li thun nht dng.
Nhc li rng mt hm f c gi l thun nht dng (bc 1) trn
IR
n
nu
f (x) = f (x) x IR
n
, > 0.
Mt hm thun nht dng khng nht thit l hm li, tuy
nhin ta d dng chng minh mnh sau:
Mnh 8.4. Cho f l mt hm thun nht dng trn IR
n
. Khi f
li khi v ch khi n l di cng tnh, theo ngha
f (x + y) f (x) + f (y) x, y.
Mt hm thun nht dng v di cng tnh c gi l
di tuyn tnh. Mt v d in hnh v hm di tuyn tnh l
hm chun f (x) = [[x[[.
8.2. Tnh lin tc
Tnh cht li ca mt hmko theo nhiu tnh cht t-p quan
trng, mc d trong nh ngha hm li ta khng i hi mt
cch trc tip n bt k tnh cht t-p no.
Nhc li rng mt hm f : IR
n
IR c gi l na lin tc
di i vi E ti mt im x, nu nh vi mi dy x
k
E,
x
k
x ta c liminf f (x
k
) f (x). Hm f c gi l na lin tc
trn, i vi E, ti x nu f na lin tc di, i vi E, ti x.
Hay l vi mi dy x
k
E, x
k
x, th limsup f (x
k
) f (x).
Hm f c gi l lin tc i vi E, ti x nu nh n va na
lin tc trn v na lin tc di, i vi E, ti x.
Hm f c gi l na lin tc di, i vi E trong tp A,
nu n na lin tc di i vi E, ti mi im thuc A. Tng
t, ta cng ni nh vy vi hm na lin tc trn v hm lin
tc.Khi f lin tc (na lin tc) tai mt imx, i vi ton khng
gian, th ta ni n gin f lin tc (na lin tc) ti x.
Cho hai hm f v g xc nh trn IR
n
, ta ni g l bao ng ca
f , nu epig = epi f . Hm f c gi l ng nu epi f = epi f . Bao
ng ca f s c k hiu l f .
Mnh 8.5. Vi mi hm f : IR
n
IR + cc iu sau l
tng ng:
(i) Trn th ca f l mt tp ng trn IR
n+1
, ni cch khc f = f .
(ii) Vi mi s thc , tp mc di
L
( f ) := x[ f (x)
l mt tp ng.
(iii) f na lin tc di trn IR
n
.
Chng minh. (i) (ii). Gi s x
j
x, f (x
j
) . Khi d (x
j
, )
epi f . Do epi f ng, nn (x, ) epi f . Vy x L
f
().
(ii) (iii). Gi s x
j
x. Nu liminf f (x
j
) < f (x), khi tn
ti < f (x) sao cho f (x
j
) vi mi j ln. Vy x
j
L
f
()
8.2 Tnh lin tc 111
vi mi j ln. Do x
j
x v L
f
() ng, nn x L
f
(). Tc l
f (x) . Mu thun vi iu ta gi s l < f (x).
(iii) (i). Gi s (x
j
,
j
) epi f v (x
j
,
j
) (x, ). Khi
f (x
j
)
j
vi mi j. Do (iii), suy ra liminf f (x
j
) f (x). Vy
f (x). Suy ra (x, ) epi f , v do epi f l tp ng.
Mnh 8.6. i vi mt hm li chnh thng trn IR
n
v x
0
int(domf ), cc khng nh sau y l tng ng:

(i) f lin tc ti im x
0
.
(ii) f b chn trn trong mt ln cn ca x
0
,
(iii) int(epi f ) ,= .
(iv) int(domf ) ,= v f lin tc trn tp int(domf ).
Chng minh. D thy rng (i) tng ng vi (ii).
(ii) (iii): Gi s c mt ln cn U sao cho f (x) c x U.
Vy U (c, ) epi f . Do int(epi f ) ,= .
(iii) (iv): Do int(epi f ) ,= , nn nu (x, ) int(epi f ), th
f b chn trn trong mt ln cn ca x. Vy theo phn (i) v (ii),
f lin tc ti x. Hn na do int(domf ) l hnh chiu ln IR
n
ca
int(epi f ), tc l
int(domf ) = x[ IR : (x, ) int(epi f ).
Suy ra int(domf ) ,= .
T (iv) suy ra (i) l hin nhin.
Mnh 8.7. Gi s f l mt hm li chnh thng trn IR
n
. Khi
f lin tc ti mi im x int(domf ).
Chng minh. Do f li, nn domf v int(domf ) l cc tp li. Khi
c mt n hnh n-chiu S int(domf ). Gi s v
1
, ..., v
n+1
l
cc nh ca n hnh S. Vi mi x S, ta c
x =
n+1
j=1
j
v
j
,
j
0,
n+1
j=1
j
= 1.
Do f li nn
f (x)
n+1
j=1
j
f (v
j
).
Suy ra
f (x) maxf (v
j
)[ j = 1, ..., n + 1.
Th nhng do phn trong ca n hnh S khc rng, nn f b
chn trn trong mt ln cn ca mt im x
0
intS v do ,
theo mnh trn, f lin tc trn tp int(domf ).
Ch 8.1. Bng cch chng minh hon ton tng t, ta chng
minh c rng mt hm li chnh thng lin tc i vi tp
aff(domf ) ti mi im thuc ri(domf ).
H qu 8.1. Cho f l mt hm li chnh thng trn IR
n
. Khi vi
mi tp com-pc C int(domf ), tp f (C) com-pc.
Chng minh. Do C int(dom f ), nn vi mi x C tn ti
mt qu cu m U(x) tm x, sao cho U(x) domf . Do f li,
nn domf li. Do C com-pc, nn tn ti mt s hu hn cc
im x
j
C (j = 1, ..., k) sao cho C
k
j=1
U(x
j
). Ly V(x
j
) :=
U(x
j
) C vi mi j = 1, ..., k). Do C int(domf ), nn f lin tc
trn tp V(x
j
). Vy f t cc i v cc tiu trn tp compact
V(x
j
). t
M
j
:= maxf (x)[x V(x
j
); m
i
:= minf (x)[x V(x
i
)
v
M := max
i=1,...,k
M
i
, m := min
i=1,...,k
m
i
.
8.2 Tnh lin tc 113
Khi m f (x) M vi mi x C. Do tnh lin tc ca f v C
ng, nn tp f (C) ng. Do n com-pc.
Hm li c tnh na lin tc trn i vi mt tp li a din.
C th ta c mnh sau:
Mnh 8.8. Cho f l mt hm li chnh thng trn IR
n
v D
domf l mt tp li a din. Khi f na lin tc trn, i vi tp D,
ti mi im ca D.
Chng minh. Xt x D. Bng php tnh tin (nu cn), c th
gi thit x = 0. Gi s dy x
k
D hi t n x = 0. Gi
( l h gm 2
n
- n hnh n-chiu. Mi n hnh trong h ny
u c mt nh l 0 v n nh cn li l cc im thuc tp
hp e
1
, ..., e
n
, e
1
, ..., e
n
, trong e
i
l vc-t n v th i (i =
1, ..., n). Do x
k
0, nn tn ti mt n hnh S ( sao cho x
k
S
vi v hn k. n gin, ta k hiu lun dy v hn ny l x
k
.
Gi D
1
= D S. Do D l tp a din li, nn D
1
l mt a din
li b chn. K hiu tp nh ca D
1
l V
1
. Khi mi x
k
s l t
hp li ca 0 v cc im ca V
1
. Tc l
x
k
= (1

vV
1
k
(v))0 +

vV
1
k
(v)v,
trong
k
(v) 0 v
vV
1

k
(v) 1. Do x
k
0, nn
k
(v)
0 vi mi v V
1
. Mt khc do f li, nn
f (x
k
) (1

vV
1
k
(v)) f (0) +

vV
1
k
(v) f (v).
Ch l, do v V
1
D domf , nn f (v) < . T y v bt
ng thc trn, cho k , ta suy ra
lim sup
k
f (x
k
) f (0).
Vy f na lin tc trn ti 0 D.
Hm li cn c tnh lin tc Lipschitz. Ta nhc li nh ngha
lin tc Lipschitz.
nh ngha 8.3. Mt hm f : IR
n
IR c gi l Lipschitz a
phng ti x vi hng s Lipschitz L nu tn ti mt ln cn U ca
x sao cho
[[ f (x) f (y)[[ L[[x y[[ x, y U.
Hm f c gi l Lipschitz a phng trn D nu n Lips-
chitz a phng ti mi im thuc D (tt nhin hng s Lips-
chitz c th khc nhau mi im).
n
v b
chn trn trong mt ln cn ca mt im no thuc mt tp m
D domf . Khi f Lipschitz a phng trn tp D.
Chng minh. Khng mt tng qut, ta gi s 0 D v f (x)
< vi mi x B, trong > 0 v B l qu cu m n v
c tm gc.
Gi s x D. Khi tn ti > 1 sao cho im y = x D.
Vi =
1
tp hp
V := v[v = (1 )x
/
+ y x
/
B
l mt ln cn ca im x := y. Do f li v b chn trn bi
trong tp B, nn vi mi v V, ta c
f (v) (1 ) f (x
/
) + f (y) (1 ) + f (y). (8.3)
Vy f b chn trn trong ln cn V ca x.
Hn na vi mi z V, tn ti z
/
V sao cho x =
1
2
(z + z
/
).
Li theo tnh li ca f , ta c
f (x)
1
2
f (z) +
1
2
f (z
/
).
T y v (8.3), ta c
f (z) 2f (x) f (z
/
) 2f (x) (1 ) f (y).
8.2 Tnh lin tc 115
Vy f b chn di trn V. Kt hp li ta c f b chn trong tp V.
Do D m thuc domf , nn theo (iv) ca Mnh 8.6 f lin tc
trn tp D. Chn > 0 sao cho qu cu B(x) := x + 2B D v
[ f (u)[ L
0
< vi mi u B(x). Ly x
1
, x
2
x + B, x
1
,= x
2
.
K hiu = [[x
1
x
2
[[ v t
x
3
= x
2
+

(x
2
x
1
). (8.4)
Khi x
3
B(x), bi v x
2
x + B. Theo (8.4), th
x
2
=

+
x
1
+

+
x
3
.
Do f li, nn
f (x
2
)

+
f (x
1
) +

+
f (x
3
).
Suy ra
f (x
2
) f (x
1
)

+
[ f (x
3
) f (x
1
)]
[ f (x
3
) f (x
1
)[

([ f (x
1
)[ +[ f (x
3
)[),
Do [ f (x
1
)[ L
0
, [ f (x
3
)[ L
0
v = [[x
1
x
2
[[, nn ta c tip
f (x
2
) f (x
1
)
2L
0
[[x
1
x
2
[[.
Thay i vai tr ca x
1
v x
2
, ta c
f (x
1
) f (x
2
)
2L
0
[[x
1
x
2
[[.
Kt hp li
[ f (x
1
) f (x
2
)[
2L
0
[[x
1
x
2
[[ x
1
, x
2
x + B.
Vy f Lipschizt trong ln cn x +B ca x vi hng s l L =
2L
0

H qu 8.2. Nu f : IR
n
IR li, th f Lipschitz a phng trn ton
IR
n
(do lin tc).
Chng minh. Do f hu hn trn ton khng gian, nn
int(epi f ) ,= . Theo Mnh 8.6 , f lin tc trn domf = IR
n
.
Li theo Mnh 8.6, f b chn trn trong mt ln cn ca domf .
Ap dng Mnh 8.9 vi D = IR
n
, ta suy ra tnh Lipschitz ca f
trn IR
n
.
kt thc mc ny, ta lu rng mc d hm li c nhng
tnh cht p nh va nu, nhng cu trc ca mt hm li cng
kh tu tin. Hy xt v d hm mt cu cho phn trn. Ta thy
trn mt cu hm li chnh thng ny ch cn i hi nhn gi
tr thc khng m.
8.3. Cc php ton bo ton tnh li
Cho f v g l hai hm xc nh trn C v khng nhn gi tr
. Nh thng l, vi mi x C, ta nh ngha cc hm:
( f + g)(x) := f (x) + g(x),
(f )(x) := f (x), l s thc.
Mnh di y suy ra trc tip t nh ngha, nhng rt
b ch.
Mnh 8.10. (i) Cho f v g l cc hm li ln lt trn cc tp
li A v B, vi A B ,= . Khi hm (f ) + (g) li trn
A B, vi mi , 0.
(ii) Gii hn theo tng im ca mt dy cc hm li cng l mt
hm li. Tc l: nu f
i
: C IR (i N) v dy s f
i
(x) hi
t vi mi x C, th hm f (x) := lim
i
f
i
(x) cng li trn
C.
8.3 Cc php ton bo ton tnh li 117
(iii) Nu f : C IR li trn tp li C v hm mt bin : I IR
khng gim trn khong I, sao cho f (C) I, th hm hp o f
li trn C.
Di y l mt s php ton khc bo ton tnh li.
Mnh 8.11. Nu F l mt tp li trong IR
n+1
, th hm s
f (x) := inf IR[(, x) F
l mt hm li trn IR
n
(nh thng l, ta qui c inf trn tp rng l
+).
Chng minh. Gi s x, y IR
n
v r, s IR tha mn f (x) < r,
f (y) < s. Theo nh ngha ca cn di ng, ta c IR, IR,
sao cho (, x) F, (, y) F v < r, < s. Do F l tp li, nn
vi mi [0, 1], ta c:
( + (1 ), x + (1 )y) F.
T y v theo nh ngha ca f , suy ra
f (x + (1 )y) + (1 ).
Vy theo Mnh 8.1 f li.
Mnh 8.12. Gi s f
1
, ..., f
m
l cc hm li chnh thng trn IR
n
.
Khi hm tng chp
f (x) := inff
1
(x
1
) + ... + f
m
(x
m
)[ x
1
+ ... + x
m
= x
s l mt hm li trn IR
n
.
Chng minh. t F =
m
j=1
epi f
j
. Do F l tp li v (x, ) F
khi v ch khi tn ti (x
j
,
j
) epi f
j
vi j = 1, ..., m sao cho
m
j=1
j
= ,
m
j=1
x
j
= x.
T y v theo nh ngha, ta thy hm tng chp chnh l hm
c xc nh theo Mnh 8. 11 Do n l hm li.
Ch rng hm tng chp ca hai hm f
1
v f
2
c th vit
c
( f
1
f
2
)(x) = inf
y
f
1
(x y) + f
2
(y)
Mnh 8.13. Cho A IR
m
, B IR
n
l cc tp li. Gi s :
A B IR + l mt hm li trn A B. Khi
f (x) := inf
yB
(x, y)
l mt hm li trn A.
Chng minh. Gi s x
1
, x
2
A v [0, 1] v x = x
1
+ (1
)x
2
. Theo tnh cht ca cn di ng, vi mi i = 1, 2 ta c dy
y
i,k
B sao cho
(x
i
, y
i,k
) f (x
i
), (i = 1, 2)
Theo nh ngha ca f v do tnh li (ng thi hai nhm bin x
v y), ta c
f (x) [x
1
+ (1 )x
2
, y
1,k
+ (1 )y
2,k
] (x
1
, y
1,k
) + (1 )(x
2
, y
2,k
).
Cho k , ta c
f (x) f (x
1
) + (1 ) f (x
2
).
Vy f li trn tp A.
nh ngha 8.4. Gi s f
I
l mt h ty cc hm s trn
IR
n
v E IR
n
. Hm cn trn ca h hm ny trn coE, k hiu l
I
f
l hm s c nh ngha nh sau:
(
I
f
)(x) := sup
I
f
(x)
vi mi x coE.
Nh ta s thy mnh di y, hm cn trn ca mt h
cc hm li l mt hm li.
Hm cn di: ca h f
trn tp coE, k hiu

I
f
, l hm
s c nh ngha nh sau:
(
I
f
)(x) := inf
I
f
(x)
vi mi x coE.
Hm cn di ca mt h cc hm li khng nht thit l mt
hm li. Khi ta nh ngha mt hm li gi l bao li cn di
theo ngha sau:
Bao li cn di: ca h hmf
I
trn coE, k hiu co(
I
f
),
c nh ngha nh sau:
co(
I
f
)(x) := inf IR[ x coE, (x, ) co(

I
epi f
).
T nh ngha ta thy rng bao li cn di ca mt h hm
{ f
} l hm li trn coE c tnh cht sau:

(i) L hm li non ca hm cn di, tc l:
co(
I
f
)(x) (
I
f
)(x) x coE.
(ii) Nu cng l mt hm li non ca hm cn di trn coE,
th
(x) co(
I
f
)(x) x coE.
Nh vy bao li cn di l hm li ln nht trong cc hm li
nh hn hm cn di ca h f
.
Trong trng hp ring quan trng, khi f
ch c duy nht
mt phn t f , ta ni bao li cn di ca hm f l hm bao li
ca f v k hiu l cof . Nh vy
epi(cof ) = co(epi f ) (coE IR).
Mnh 8.14. Gi s f
l mt h hm li trn IR
n
v E IR
n
.
Khi hm cn trn v hm bao li cn di ca h ny l cc hm li
trn coE v c trn th thuc coE IR.
Chng minh. Hm cn trn
I
f
li v trn th ca n l
I
epi f
(coE IR). Hm bao li cn di co(

I
f
) li l
do Mnh 8.11. Theo nh ngha trn th ca bao li cn
di (c th bng rng) thuc tp li coE IR.
Trong nhng phng php gii cc bi ton ti u khng li,
bao li cn di c mt vai tr quan trng trong vic xp x cc
hmkhng li bi cc hmli. Tuy nhin, cng nh vic tnh bao
li ca mt tp, vic tnh bao li cn di cng l mt vn kh
khn. Di y ta xt vn ny trong trng hp h hm ch
gm duy nht mt hm s f . n gin k kiu, gi s rng E
li.
Theo nh ngha hm bao li ca f trn E, ta c:
cof (x) = inf[(x, ) co(epi f ), x E.
Do
(x, ) co(epi f ), x E,
nn theo nh ngha ca bao li, vi mi x E, tn ti tp ch s
J(x) v cc s thc
j
(j J(x)) sao cho:
j
0 j J(x),

jJ(x)
j
= 1.
x =

jJ(x)
j
x
j
, x
j
E,
=

jJ(x)
j
v (x
j
,
j
) epi f .
Do f (x
j
)
j
vi mi j, nn
cof (x) = inf
_

jJ(x)
j
f (x
j
)
_
vi iu kin
x =

jJ(x)
j
x
j
, x
j
E,
j
0, j J(x),

jJ(x)
j
= 1.
Theo nh l Carathodory, nu dimE = k, th ta c th gi thit
tp ch s J(x) ch c (k + 1) phn t. Nhng iu trn chng
minh mnh sau:
Mnh 8.15. Cho f l mt hm s thc trn IR
n
v E IR
n
vi
dimE = k. Khi hm bao li ca f trn tp li E c xc nh nh
sau
co f (x) = min
k+1
j=1
j
f (x
j
)[x =
k+1
j=1
j
x
j
, x
j
E,
j
0,
k+1
j=1
j
= 1.
Trong nhiu ng dng, E l mt tp li a din b chn (gi
tt l a din li). Khi , nu dimE = k, th E c t nht k + 1
nh v theo nh l Carathodory mi im ca E u l t hp
li ca khng qu k + 1 nh ca E.
H qu 8.3. Gi s f l mt hm lm nhn gi tr hu hn trn tp a
din li C IR
n
vi dimC = k. Khi hm bao li co f c xc nh
nh sau:
F(x) = min
k+1
j=1
j
f (v
j
)[x =
k+1
j=1
j
v
j
, v
j
V(C),
j
0,
k+1
j=1
j
= 1.
Chng minh. Trc tin ta thy rng hm F c nh ngha
nh trn l mt hm li, hu hn trn C. Tht vy, theo nh l
biu din tp li, mi im x C u biu din c di dng
t hp li ca cc nh ca C, nn vi mi x C, min chp nhn
c ca bi ton xc nh F(x) khc rng, compact. Vy F(x)
hu hn vi mi x C.
Gi s x, y C v t (0, 1). K hiu v l nghim ca bi
ton xc nh F(x) v F(y). Vy x =
k
j=1
j
v
j
, y =
k
j=1
j
v
j
. t
z := tx + (1 t)y. Khi z =
k
j=1
[t
j
+ (1 t)
j
]v
j
, nn vc-t
t + (1 t) l im chp nhn c ca bi ton xc nh F(z).
Do
F(z)
k
j=1
[t
j
+ (1 t)
j
]F(v
j
)
= t
k
j=1
j
f (v
j
) + (1 t)
k
j=1
j
f (v
j
)
= tF(x) + (1 t)F(y).
Chng t F li trn C.
Theo mnh trn v theo nh ngha ca F(x), ta c
cof (x) F(x) vi mi x C. Theo nh l Carathodory mi
x C u c dng
x =
k+1
j=1
j
v
j
,
k+1
j=1
j
= 1,
j
0, v
j
V(C) j.
Do f lm trn C v do nh ngha ca F, ta li c
f (x)
k+1
j=1
j
f (v
j
) F(x) x C.
Vy F l mt hm li non ca f trn C. Kt hp li, ta c
cof (x) = F(x) vi mi x C.
Ch . Theo nh l Carathodory, s cc nh ca C cn n
trong biu din x ti a l k +1. Tuy nhin do cc nh trong mi
biu din c th khc nhau, nn trong thc t vn cn n tt c
cc nh ca C. Ni chung, v phng din tnh ton, vic xc
nh tt c cc nh ca mt a din li l mt bi ton kh. Do
vic tnh hm bao li l mt vn phc tp. Mnh di
y xt vic tnh hmbao li ca mt hmlmtrn mt n hnh.
Trong trng hp ny ta c cng thc gii tch ca hm bao li,
theo mnh di y.
Mnh 8.16. Gi s S IR
n
l mt n hnh c cc nh l v
0
, ..., v
n
v f : S IR l mt hm lm. Khi hm bao li ca f trn S l mt
hm a-phin l(x) = a
T
x + b, trong a IR
n
v b IR l nghim ca
h phng trnh tuyn tnh
a
T
v
j
+ b = f (v
j
), j = 0, 1, ..., n.
Chng minh. Ly mi phng trnh ca h
a
T
v
j
+b = f (v
j
), j = 0, 1, ..., n
tr cho phng trnh u tin, ta c
(v
0
v
j
)
T
a = f (v
0
) f (v
j
), j = 1, ..., n.
Do cc vc-t v
0
v
j
(j = 1, ..., n) c lp tuyn tnh, nn nghim
a ca h trn c xc nh duy nht, v t b cng c xc
nh duy nht.
Ta thy rng hm l l hm non ca f , v mi x S u biu
din c di dng x =
n
j=0
j
v
j
. Do f lm trn S, nn
f (x) = f [
n
j=0
j
v
j
]
n
j=0
j
f (v
j
) =
n
j=0
j
l(v
j
) = l(x).
Hn na, nu F l mt hm li non ca f trn S, th
F(x) = F(
n
j=0
j
v
j
)
n
j=0
j
F(v
j
)
j=0
j
f
j
(v
j
) =
n
j=0
j
l(v
j
) = l(x).
Chng t l l hm li non ln nht trong cc hm li non ca f
trn S.
8.4. Bi tp
8.1. Hm s f : IR
2
IR cho bi f (x, y) := xy c li khng?
8.2. Chng t rng hm [x
p
[ vi p 1 li trn IR v hm
n
i=1
[x
p
i
[ li trn IR
n
.
8.3. Chng minh rng nu f : C IR + l mt hm li
trn tp li C IR
2
, th hm f (., y) li trn tp D := x[ (x, y)
C. iu khng nh ngc li rng nu f li theo tng bin (khi
bin khc c nh) th s li theo c hai bin c ng khng? Nu
sai, cho phn v d.
8.4. Cho C l mt tp li v f : C IR c tnh cht
x, y C f (
1
2
x +
1
2
y)
1
2
f (x) +
1
2
f (y).
Hm ny c li trn C khng?
8.5. Cho C l mt tp li v f : C IR +. Chng minh
rng f li trn C khi v ch khi vi mi x v y thuc C, hm mt
bin (t) := f (tx + (1 t)y) li trn on [0, 1].
8.6. Chng minh rng mt hm li mnh vi h s li khi v
ch khi hm (.) := f (.)

2
[[.[[
2
li.
8.7. Cho mt v d v hm tng chp ca hai hm li hu hn
trn ton khng gian li l hm ng nht .
8.8. Cho
(x) :=
_
0 nu 0 x 1
+ nu tri li.
Hm ny c na lin tc trn trn tp D = [0, 1] = dom
khng?
8.9. Hy cho mt hm mt cu f khng na lin tc di v
tnh hm bao ng f ca f .
8.4 Bi tp 125
8.10. Cho hmtch bin f (x
1
, ...x
n
) :=
n
i=1
f
i
(x
i
) xc nh trn
siu hp C := x IR
n
[l x u. Chng minh rng hm bao
li ca hm tng trn mt siu hp bng tng hm bao li ca
cc hm thnh phn trn mi cnh ca siu hp. Tc l:
cof (x) =
n
i=1
cof
i
(x
i
),
trong cof
i
(x
i
) l hm bao li ca f
i
trn cnh th i ca siu
hp C.
Nu thay C bng n hnh chun trong IR
n
, th iu khng
nh trn c cn ng khng?
8.11. Cho f (x, y) := xy. Tnh hm bao li cof ca f trn hnh
hp
C := (x, y) IR
2
[ x , y .
Ch dn. Hm bao li ny l max ca hai hm aphin. Mt hm
c xc nh theo cc cn di v ; hm kia c xc nh
theo cc cn trn v .
Chng 9
TNH CHT CC TR, BT NG
THC LI V NH L HELLEY
9.1. Cc i v cc tiu ca hm li . . . . . . . . . . . . . . 128
9.2. Hng ca hmli . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
9.3. Bt ng thc li. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
9.4. nh l Helley . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
9.5. Bi tp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
Cc tr (cc i, cc tiu) ca mt hm li trn mt tp li c
nhng tnh cht ring, l th. S nghin cu v tnh cht cc tr
ca mt hm li trn mt tp li l mt ti quan trng ca l
thuyt ti u. Chng ny trc ht gii thiu mt s tnh cht
chung v cc tiu v cc i ca mt hm li trn mt tp li.
Tip theo trnh by v hng ca hm li, i lng o "mc
phi tuyn" ca n. Tnh cht cc tr ca hm li c lin quan cht
ch vi cc bt ng thc li s c cp trong phn tip theo.
Cui chng l cc nh l Helley v s tng giao ca cc tp
li.
9.1. Cc i v cc tiu ca hm li
Trong nhiu vn ng dng ta thng gp bi ton tm cc
tiu hoc cc i ca mt hm li trn mt tp li. Hai bi ton
ny c nhng tnh cht c bn rt khc nhau. Tuy nhin tnh cht
li ko theo nhng c th ring cho mi bi ton. Li dng cc
tnh cht ny, ngi ta a ra c nhng phng php gii
quyt khc nhau cho mi bi ton k trn.
n
khc rng v f : IR
n
IR. Mt
im x
C c gi l cc tiu a phng ca f trn C nu tn

ti mt ln cn U ca x
sao cho
f (x
) f (x) x U C.
im x
C c gi l cc i a phng nu
f (x) f (x
) x U C.
Nu
f (x) f (x
) x C,
th x
c gi l cc tiu ton cc hay cc tiu tuyt i ca f trn

C, v nu
f (x) f (x
) x C,
th x
c gi l cc i ton cc hay cc i tuyt i ca f trn

C.
Cc tiu hm li. Mnh di y cho thy mi im cc tiu
a phng ca mt hm li trn mt tp li cng chnh l im
cc tiu tuyt i. iu ny rt quan trng v n cho php s
dng cc cng c mang tnh a phng nh php tnh vi phn
trong vic xy dng l thuyt v cc phng php gii cho bi
ton ny.
9.1 Cc i v cc tiu ca hm li 129
Mnh 9.1. Cho f : IR
n
IR + li. Khi mi im cc
tiu a phng ca f trn mt tp li u l cc tiu ton cc. Hn
na tp hp cc im cc tiu ca f l mt tp li. Nu f li cht, th
im cc tiu, nu tn ti, s duy nht.
Chng minh. Cho C IR
n
. Gi s x
l imcc tiu a phng

ca f trn C. Khi tn ti ln cn U ca x
sao cho
f (x) f (x
) x U C.
Vi mi x C, v 0 < < 1, do C li v U l ln cn ca
x
C, nn im x
:= (1 )x
+ x C U khi nh.
Do f (x
) f (x
) vf li, ta c
f (x
) f (x
) (1 ) f (x
) + f (x).
T y suy ra f (x
) f (x). Chng t x
l cc tiu ton cc ca
f trn C.
Gi s x
, y
C l cc im cc tiu ca f trn C. Vy
f (x
) = f (y
) f (x) vi mi x C. Ly z
:= x
+ (1 )y
,
vi 0 < < 1. Do C li, nn z
C v do f li, nn
f (z
) f (x
) + (1 ) f (y
) f (x).
Suy ra z
cng l im cc tiu ca f trn C. Chng t tp cc

im cc tiu ca f trn C l li. D thy rng tp hp ny ch
gm nhiu nht mt im khi f li cht.
Mnh trn mang tnh cht nh tnh. Mnh di y
mang nhiu tnh cht nh lng. Ta hy xt bi ton tm cc tiu
mt hm li trn mt tp li c dng sau:
(OP)
_
min f (x) vi cc iu kin
g
i
(x) 0, i = 1, ..., m,
h
j
(x) = 0, j = 1, ..., k
x X
trong X IR
n
l mt tp li ng khc trng v f , g
i
(i =
1, ..., m) l cc hm li hu hn trn X, cn h
j
(j = 1, ..., k) l cc
hma-phin hu hn trn tp a-phin ca X. Ta s lun gi s rng
X c im trong v cc hm a-phin h
j
(j = 1, ..., k) c lp tuyn
tnh trn X, theo ngha, nu
k
j=1
j
h
j
(x) = 0 vi mi x X, th
j
= 0 vi mi j.
Bi ton (OP) ny c gi l mt quy hoch li. Hm f c
gi l hm mc tiu. Cc iu kin x X, g
i
(x) 0 (i = 1, ...m),
h
j
(x) = 0, (j = 1, ..., k) c gi l cc rng buc. Tp
D := x X[ g
i
(x) 0 i = 1, ..., m, h
j
(x) = 0, j = 1, ..., k
c gi l min chp nhn c. Mt im x D c gi
l im chp nhn c ca bi ton (OP). Do X l tp li, cc
hm g
i
(i = 1, ..., m) li trn X v h
j
(j = 1, ..., k) a-phin, nn D l
mt tp li. im cc tiu ca f trn D cng c gi l nghim
ti u ca bi ton (OP). Ta xy dng hm sau, c gi l hm
Lagrange, cho bi ton (OP):
L(x, , ) :=
0
f (x) +
m
i=1
i
g
i
(x) +
k
j=1
j
h
j
(x).
Da vo hm Lagrange, ta c kt qu sau:
nh l 9.1 (Karush-Kuhn-Tucker). Nu x
l nghim ca bi ton
quy hoch li (OP), th tn ti
i
0 (i = 0, 1, ..., m) v
j
(j =
1, ..., k) khng ng thi bng 0 sao cho
L(x
) = min
xX
L(x,
) (iu kin o hm trit tiu)
i
g
i
(x
) = 0 (i = 1, .., m) (iu kin lch b)

Hn na nu intX ,= v iu kin Slater sau tho mn
x
0
D : g
i
(x
0
) < 0 (i = 1, ..., m)
th
0
> 0 v hai iu kin o hm trit tiu v lch b trn, cng
l iu kin im chp nhn c x
l nghim ti u ca bi
ton (OP).
Chng minh. Gi s x
l nghim ca (OP). t
C := (
0
,
1
, ...,
m
,
1
, ...,
k
)[ (x X) :
f (x) f (x
) <
0
, g
i
(x)
i
, i = 1, ..., m, h
j
(x) =
j
j = 1, ..., k
Do X ,= li, f , g
i
li v h
j
a-phin hu hn trn X, nn C l
mt tp li, khc trng trong IR
m+k+1
. Hn na 0 , C. Tht vy,
v nu tri li 0 C, th tn ti mt im chp nhn c x tho
mn f (x) < f (x
). iu ny mu thun vi vic x
l nghim ti
u ca (OP).
Khi theo nh l tch 1, tn ti
i
(i = 0, 1, ..., m),
j
(j =
1, ..., k) khng ng thi bng 0 sao cho
m
i=0
i

i
+
k
j=1
j

j
0 (
0
, ...,
m
,
1
, ...,
k
) C. (9.1)
Ch rng vi mi
0
, ...,
m
> 0, th (
0
, ...,
m
, 0, ..., 0) C, v
theo nh ngha ca C ta ch ly x = x
. T ch ny, ta suy ra
ngay tt c
0
,
1
, ...,
m
0. Hn na, vi mi > 0 v x X,
ta ly
0
= f (x) f (x
) + ,
i
= g
i
(x) (i = 1, ..., m),
j
= h
j
(x)
(i = 1, ..., k) ri thay vo (9.1) v cho 0, s c
0
f (x) +
m
i=1
i
g
i
(x) +
k
i=1
i
h
i
(x)
0
f (x
) +
m
i=1
i
g
i
(x
) +
k
i=1
i
h
i
(x
) x X.
Hay
L(x
) L(x,
) x X.
y chnh l iu kin o hm trit tiu.
chng minh iu kin lch b, ta ch rng do x
chp
nhn c, nn g
i
(x
) 0 vi mi i. Nu nh tn ti mt i no
m g
i
(x
) = < 0, th vi mi > 0, ta c
(, ..., , , ...., , 0, ..., 0) C ( v tr th i + 1)
Thay vo (9.1) v cho 0, ta thy
i
0. Nhng < 0, nn
i
0. Suy ra
i
= 0. iu kin lch b do cng c
tho mn.
chng minh iu kin , ta gi s iu kin Slater tho
mn. Ta c
0
> 0. Tht vy, v nu
0
= 0, th do iu kin o
hm trit tiu v iu kin lch b, ta c
0 =
m
i=1
i
g
i
(x
) +
k
j=1
j
h
j
(x
)
m
i=1
i
g
i
(x) +
k
j=1
j
h
j
(x) x X.
Th nhng do
0
= 0, nn phi c hoc
i
> 0 vi mt i no
, hoc nu
i
= 0 vi mi i, th s c
j
> 0 vi mt j no .
Trong trng hp u, thay x
0
vo bt ng thc trn, s c
0 =
m
i=1
i
g
i
(x
) +
k
j=1
j
h
j
(x
)
m
i=1
i
g
i
(x
0
) +
k
j=1
j
h
j
(x
0
) < 0.
Mu thun.
Trong trng hp sau, ta c
0 =
k
j=0
j
h
j
(x
)
k
j=0
j
h
j
(x) x X.
Do intX ,= v h
j
a-phin vi mi j, nn t y suy ra
k
j=0
j
h
j
(x) = 0 x X. T y v do cc hm h
j
c lp tuyn
tnh trn X, ta c
j
= 0 vi mi j. iu ny mu thun vi vic
tt c cc nhn t
i
v
j
khng ng thi bng 0. Vy
0
> 0.
Do
0
> 0, nn bng cch chia cho
0
> 0, ta c th coi hm
Lagrange l
L(x, , ) = f (x) +
m
i=1
i
g
i
(x) +
k
j=1
j
h
j
(x)
Do iu kin o hm trit tiu v lch b, nn vi mi x chp
nhn c, ta c:
f (x
) = f
0
(x
) +
m
i=1
i
g
i
(x
) +
k
j=1
j
h
j
(x
)
f (x) +
m
i=1
i
g
i
(x) +
k
j=1
j
h
j
(x) f (x)
Chng t x
l li gii ti u ca (OP). .
Ch . Khi X l tp m (ni ring l ton khng gian) v mi hm
u kh vi, th iu kin o hm trit tiu s l
0 =
0
f
0
(x
) +
m
j=1
j
g
j
(x
) +
k
i=1
i
h
i
(x
).
Cc i hm li Cc tnh cht cc i ca mt hm li khc hn
cc tnh cht v cc tiu ca n. C th ta thy rng cc i a
phng ca mt hm li khng nht thit l cc i tuyt i. V
d hm f (x) = x
2
c im cc i a phng trn on [1, 2]
l x = 1, nhng im cc i tuyt i li l x = 2. Nu xt
hm ny trn on [2, 2] ta thy tp cc im cc i tuyt i
ca n trn on ny l khng li v n ch gm hai im 2 v
2. Di y, nu khng ni g thm, ta lun hiu cc i l cc
i tuyt i.
T nh ngha hm li, ta thy rng, nu f li chnh thng
trn mt tp li C v a, b C, th vi mi x thuc on (a, b), tc
l x = a + (1 )b, 0 < < 1, ta c
f (x) f (a) + (1 ) f (b) maxf (a), f (b).
T y suy ra rng cc i ca mt hm li f trn mt on [a, b]
t ti u mt ca on . Mt cch tng qut ta c:
Mnh 9.2. (i) Gi s f l mt hm li chnh thng trn IR
n
v
C IR
n
l mt tp li. Khi nu f t cc i trn C ti mt
im trong tng i ca C, th f l hng s trn C.
(ii) Nu f l mt hm li, chnh thng trn IR
n
v b chn trn trong
mt tp a-phin, th n l hng s trn tp ny.
Chng minh. (i) Gi s a riC l im ti f t cc i ca
n trn C. Theo tnh cht ca im trong tng i, nn vi mi
x C, u tn ti y C sao cho a (x, y). Do f (x) f (a) ,
f (y) f (a), v f li, theo nhn xt trn, ta suy ra f (x) = f (a).
(ii) Nu f khng l hng s trn tp a-phin M, c ngha l
tn ti a, b M sao cho f (a) < f (b). Mi im x thuc na
ng thng xut pht t a v c hng b a u c dng x =
a + (b a) vi > 0. Khi
b =
1
x +
1
a.
Vi mi > 1, theo tnh li ca f ta c
f (b)
1
f (x) +
1
f (a).
T y v do gi thit f (x) m < vi mi x M, ta suy ra
f (b) f (a)
1
f (x)
1
f (a)
1
[m f (a)].
iu ny ng vi mi > 1, nn khi cho + v phi, do
f (a) hu hn, nn v phi tin ti 0, trong khi theo gi thit,
v tri f (b) f (a) > 0. Mu thun. Vy f phi l hng s trn
tp a-phin M.
9.2 Hng ca hm li 135
H qu 9.1. Nu mt hm li t cc i trn mt tp li c im cc
bin, th cc i s t ti mt im cc bin ca tp li .
Chng minh. Gi s x
l im cc i ca f trn tp li C.
Nu x
khng phi im cc bin ca C, th tn ti a, b C v

(0, 1) sao cho x
= a + (1 )b. Theo (i) ca Mnh 9.2,

ta c: f (x
) = f (x) vi mi x [a, b].

H qu 9.2. Cho := d[ 0 v
a
:= a + vi a, d IR
n
.
Gi s f l mt hm li chnh thng trn IR
n
v f b chn trn trn
na ng thng
a
. Khi f b chn trn trn mi na ng thng
song song vi
a
. Ngoi ra cc i ca f trn na ng thng
a
t
ti u mt ca n.
Chng minh. Do f b chn trn trn tia
a
, nn
a
domf . Nu
b
//
a
, th
b
domf .
Theo H qu 9.2 tnh b chn trn ca mt hm li trn mt
na ng thng khng ph thuc vo u mt ca na ng
thng m ch ph thuc vo hng ca n.
9.2. Hng ca hmli
T nh ngha, ta thy rng mt hm a-phin l mt hm
va li va lm. Trong trng hp ny bi ton cc i hay cc
tiu hm tuyn tnh u c tt c cc tnh cht v cc tiu v cc
i hm li, nu mc trn. iu ny gi n vic xem xt
"mc tuyn tnh" ca mt hm li.
Mt cu hi c t ra l: nu mt hm li khng l hm a-
phin, th "mc phi tuyn "ca n nh th no. Hng ca mt
hm li chnh l i lng o mc phi tuyn ca n.
Gi s f l mt hm li chnh thng trn IR
n
. Khi vi mi
IR, tp
L
f
() := x : f (x)
l li. Tp ny thng c gi l tp mc di. Tp
U
f
() := x : f (x)
c gi l tp mc trn.
D nhin khi cng ln, th tp mc di ng vi n cng
rng. Tuy nhin tt c cc tp mc di u c chung mt nn
li xa v mt khng gian thng. C th ta c mnh sau:
Mnh 9.3. Cho f l mt hm li, chnh thng, na lin tc di
trn IR
n
. Khi tt c cc tp mc di L
f
() (nu khc rng) u c
chung mt nn li xa v mt khng gian thng. Nn li xa l tp hp
hng ca cc na ng thng, theo hm f b chn trn, cn khng
gian thng l khng gian con song song vi khng gian a-phin trn
f l hng s.
Chng minh. Gi s
a
l mt hng xut pht t a, theo f
b chn trn. Vi bt k IR v a L
f
(), do f li v b chn
trn trn
a
, nn cc i ca f trn
a
t ti u mt a. Tc l
f (x) f (a) vi mi x
a
. Suy ra
a
L
f
( f (a)).
Ngc li, nu
a
l mt hng thuc nn li xa ca tp mc
di L
f
(), th
a
L
f
() vi mi a L
f
(). Vy f (x) vi
mi x
a
. Chng t f b chn trn trn na ng thng
a
.
Phn khng nh v khng gian thng ca tp mc di nu
trong mnh c suy ra t nh ngha ca khng gian thng
v tnh cht l mt hm li b chn trn trong mt tp a-phin, s
l hng s trn tp .
Theo Mnh 9.3 mi tp mc di ca mt hm li, chnh
thng, na lin tc di u c chung mt nn li xa v mt
khng gian thng. Nn ny c gi l nn li xa , cn khng
gian ny c gi l khng gian hng ca hm s.
9.2 Hng ca hm li 137
Vi t cch l mt tp li trong khng gian IR
n+1
, trn th
ca mt hmli f cng c mt khng gian thng. Hnh chiu ca
khng gian thng ca epi f trn IR
n
c gi l khng gian thng
ca f . Ta s k hiu L( f ) l khng gian thng ca f . Nh vy
L( f ) = y IR
n
[t IR : (t, y) L(epi f ).
Mnh di y cho thy cu trc ca khng gian thng ca f .
n
. Khi
y L( f ) khi v ch khi tn ti t IR tha mn
f (x + y) = f (x) + t x domf , IR.
Nu f ng, th trong cng thc trn c th thay vi mi x domf bi
vi mt x domf .
Chng minh. Theo nh ngha, (y, t) thuc khng gian thng ca
epi f khi v ch khi
(x, f (x)) + (y, t) epi f , x domf , IR.
Tc l
f (x + y) t f (x) IR.
Vy hm li mt bin () := f (x + y) t b chn trn trong
IR. Theo Mnh 9.2, l hng s trn IR, v do
f (x + y) t = f (x) .
Trong trng hp f ng, tc l epi f ng, th iu khng
nh sau ca mnh c suy ra t s kin (Mnh 1.7) l
mt vc-t y thuc nn cc phng v hn ca mt tp li ng
C khi v ch khi
x + y C, 0
vi mt x C.
Theo cng thc (9.1) hm () := f (x + y) l mt hm a-
phin khi y L( f ). Nh vy L( f ) l tp hp cc hng y trn
hm f a-phin. K hiu linf l th nguyn (s chiu) ca khng
gian thng L( f ). Nh vy linf chnh l i lng o "mc
tuyn tnh" ca f v do
rankf := dimf linf
s l i lng o "mc phi tuyn" ca f v n c gi l
hng ca f . Nh rng dimf l s chiu ca tp hu dng ca f .
Khi nim v hng ca mt hm li c vai tr rt quan trng
trong vn phn r cc bi ton phi tuyn. Ni chung trong hu
ht cc lnh vc ca ton hc tnh ton, cc bi ton phi tuyn
thng kh gii hn nhiu so vi cc bi ton tuyn tnh cng
loi. Ngay vi cc th h my tnh hin nay, khi c th gii cc
bi ton tuyn tnh vi s bin kh ln th vic gii cc bi ton
phi tuyn cng loi ch mi thc hin c trn cc bi ton c
s bin kh nh so vi cc bi ton tuyn tnh. Trong tnh hung
ny mt cu hi t nhin c t ra l phi phn loi cc "bin
phi tuyn" tc l cc bin lm cho bi ton tr nn phi tuyn v
cc "bin tuyn tnh" x l mt cch ring bit. T c th
phn r bi ton ang xt thnh cc bi ton phi tuyn v tuyn
tnh, theo trong cc bi ton phi tuyn ch c s tham gia ca
cc bin phi tuyn hoc t ra l cc bin phi tuyn ch tham gia
trong cc php ton gy nn tnh kh gii ca bi ton. minh
ho ta hy xt bi ton ti u
maxf (x) : x D IR
n
, (9.2)
trong f l mt hm ton phng li cho bi
f (x) := f (x
1
, ..., x
n
) =
k
j=1
j
x
2
j
+
n
j=k+1
j
x
j
(9.3)
9.3 Bt ng thc li 139
vi
j
> 0 (j = 1, ..., k) v D l mt tp li a din, v d D c
cho bi
D := x = (x
1
, ..., x
n
) 0 : Ax = b,
vi A l mt ma trn thc cp mn, b IR
m
. D dng kim tra
rng dimf = n v rankf = k.
Bi ton (9.2) l mt bi ton quan trng ca ti u ton cc v
rt hay gp n trong nhiu ng dng nh kinh t, sinh hc v.v...
Ch rng khi k = 0, th f l hm tuyn tnh, v do (9.2) tr
thnh mt quy hoch tuyn tnh. Cc thut ton c hin nay
c th gii bi ton qui hoch tuyn tnh ny vi s bin ln n
hng triu. Tuy nhin vn tr nn phc tp khi k > 0. Ngi
ta chng minh rng khi k d ch bng 1, th (9.2) thuc lp
bi ton kh gii, gi l lp NP-kh, trong khi k = 0 bi ton (9.2)
l mt quy hoch tuyn tnh, c th gii c bng cc thut ton
c thi gian a thc. V mt l thuyt, c nhiu phng php
gii bi ton (9.2). Tuy nhin cc thut ton khng s dng n
rankf ch c th gii c bi ton trn vi s chiu n kh nh
(khong 20) ngay c vi cc th h my tnh hin nay. Th nhng
nu rng do rankf = k, nn c mt khng gian vi s chiu
l n k m trn hm f tuyn tnh v v vy tnh phi tuyn ca
f ch cn hn ch trn mt khng gian k chiu. iu ny rt c
ngha khi k rt nh so vi n. Da vo nhn xt ny ngi ta
xy dng c cc thut ton gii bi ton (9.2) vi s chiu n
kh ln, min l rankf va nh.
9.3. Bt ng thc li
Cho D IR
n
l mt tp li v f
1
, ... f
m
l cc hm li trn IR
n
.
H bt ng thc
x D, f
i
(x) <= 0, i I
c gi l h bt ng thc li, trong I l tp ch s v k hiu
<= c th hiu l < hoc .
H bt ng thc li xut hin trong nhiu ng dng. Do tnh
cht ca hm li, tp nghim ca mt h bt ng thc li lun
l mt tp li. Da vo cc nh l tch, ta c th a ra nhng
iu kin cn hoc/v v s tn ti nghim ca mt h bt
ng thc li.
Mnh 9.5. Gi s f
0
, f
1
, ..., f
m
l cc hm li hu hn trn tp li
D ,= . Khi h
x D, f
i
(x) < 0, i = 0, 1..., m (9.4)
khng c nghim, khi v ch khi tn ti cc s
i
0 (i = 0, 1..., m)
khng ng thi bng 0 sao cho
m
i=0
i
f
i
(x) 0 x D. (9.5)
Ngoi ra nu c iu kin chnh quy Slater: tn ti x
0
D, f
i
(x
0
) < 0
vi mi i = 1, .., m, th
0
> 0.
Chng minh. iu kin l hin nhin, nn ta ch cn chng
minh iu kin cn. Gi s h (9.4) khng c nghim. t
C := y = (y
0
, y
1
, ..., y
m
) IR
m+1
[ x D, f
i
(x) < y
i
, i = 0, ..., m.
Do D v f
i
li (i = 0, ..., m), nn C li. Theo gi thit h (9.4)
khng c nghim, nn 0 , C. Ap dng nh l tch, tn ti =
(
0
,
1
, ...
m
) ,= 0 sao cho
m
i=0
i
y
i
0 y C.
Ch rng theo nh ngha ca C, vi mi x D v > 0, ta c
( f
0
(x) + , ..., f
m
(x) + ) C.
9.3 Bt ng thc li 141
Vy
m
i=0
i
( f
i
(x) + ) 0 x D. (9.5)
iu ny ng vi mi > 0, nn suy ra
m
i=0
i
f
i
(x) 0 x D. (9.6)
Ta s chng t
i
0 vi mi i. Tht vy, nu tri li c
j
< 0
vi mt j no , th do vi mi x D, mi y
i
> f
i
(x), ta c
(y
0
, ..., y
m
) C, nn
m
i=0
i
y
i
0.
Cho y
j
+ cn mi y
i
khc c nh, ta thy v tri ca bt
ng thc trn tin n . Mu thun v v phi bng 0. Vy
i
0 vi mi i.
Cui cng gi s iu kin Slater tho mn. Nu nh
0
= 0,
th theo (9.6), c
m
i=1
i
f
i
(x) 0 x D.
Ly x = x
0
D, theo iu kin chnh qui Slater th
m
i=1
i
f
i
(x
0
) < 0.
Ta c mu thun v do mnh c chng minh.
Trong nhiu ng dng, trong mt h bt ng thc li thng
c s tham gia ca cc ng thc tuyn tnh. Khi ta c mnh
sau.
Mnh 9.6. Cho f
1
, ..., f
m
l cc hm li hu hn trn mt tp li
D ,= v A l mt ma trn thc cp k n. Gi s b intA(D). Khi
h
x D, Ax = b, f
i
(x) < 0 i = 1, ..., m
khng c nghim, khi v ch khi tn ti t IR
k
v
i
0, i = 1, ..., m
sao cho
m
i=1

i
= 1 v
t, Ax b +
m
i=1
i
f
i
(x) 0 x D.
Chng minh. Cng nh trn, d thy rng iu kin l hin
nhin. chng minh iu kin cn, ly tp
E := x D[Ax = b.
Do D li, nn E li v theo gi thit h
x E, f
i
(x) < 0, i = 1, ..., m
khng c nghim. Vy p dng mnh trn, s tn ti
i
, i =
1, ..., m tho mn
n
i=1
i
> 0 v
m
i=1
i
f
i
(x) 0 x E.
Bng cch chia cho
n
i=1
i
> 0, ta c th coi
n
i=1
i
= 1.
Vi mi x D, ly f (x) :=
n
i=1
i
f
i
(x). Khi f li v hu
hn trn D. Ly
C := (y, y
0
) IR
k
IR[ x D, Ax b = y, f (x) < y
0
.
Do D v f li, nn C li v, theo gi thit, suy ra 0 , C. Theo
Mnh 6.1 c th tch ng C v 0. Tc l tn ti (t, t
0
) IR
k
IR
v (y, y
0
) C sao cho
t, y +t
0
y
0
0 (y, y
0
) C,
v
t, y +t
0
y
0
> 0. (9.7)
9.4 nh l Helley 143
Da vo nh ngha ca C, lp lun tng t nh mnh trc,
ta c t
0
0. Nhng t
0
khng th bng 0, v nu t
0
= 0, th
t, y 0 y A(D) b. (9.8)
Th nhng theo gi thit b intA(D), tc l 0 int(A(D) b).
T y v (9.8) suy ra
t, y = 0 y A(D).
Do t
0
= 0, nn
t, y + t
0
y
0
= 0 (y, y
0
) C.
Mu thun vi (9.7), v y A(D). Vy t
0
> 0.
Nh li nh ngha ca C ta c (Ax b, f (x) + ) C >
0, x D. Vy
t, Ax b + t
0
( f (x) + ) 0 x D.
iu ny ng vi mi > 0, nn
t, Ax b + t
0
f (x) 0 x D.
Thay f (x) =
m
i=1
i
f
i
(x) v chia hai v cho t
0
> 0, ta c iu cn
chng minh.
Ch . D thy rng mnh vn cn ng khi thay h Ax = b
bi h Ax b.
9.4. nh l Helley
nh l Helly, i khi cn gi l nh l v s tng giao ca
cc tp li. y l mt trong cc nh l c bn trong l thuyt t
hp cc tp li. nh l ny do G. Helley, mt nh ton hc ngi
Uc pht hin ra t gia th k 19. Phm vi ng dng ca nh
l ny kh rng ri, c bit l trong vic chng minh v s tn
ti (im bt ng, nghim ca h phng tnh, bt ng thc
bin phn, bi ton ti u, im cn bng v.v...). nh l c
m rng theo nhiu hng khc nhau. Di y s trnh by mt
dng c bn ca nh l ny. Ta chn mt chng minh quy np
s cp da vo mnh sau.
Mnh 9.7. Mi tp hp ca cc im khc nhau, ph thuc a-phin
trong IR
n
, u c th biu din nh l hp ca hai tp ri nhau nhng
bao li ca chng li c im chung.
Chng minh. Gi s cc im x
1
, ..., x
k
ph thuc a-phin. Khi
tn ti cc s
1
, ...,
k
khng ng thi bng 0, sao cho
k
j=1
j
x
j
= 0,
k
j=1
j
= 0.
Bng cch nh li ch s, nu cn, ta c th gi s, rng
j
> 0
vi j = 1, ..., p. Vy 1 p < k. Khi do
k
j=1
j
= 0,
nn
:=
p
j=1
j
=
k
j=p+1
j
> 0.
T y v do
k
j=1
j
x
j
= 0,
nn
p
j=1
x
j
=
k
j=p+1
x
j
.
9.4 nh l Helley 145
t
x :=
p
j=1
x
j
Do

j
> 0 vi mi j = 1, ..., p v
> 0 vi mi j = p + 1, ..., k
v
p
j=1
=
k
j=p+1
= 1,
nn
x cox
1
, ..., x
p
cox
p+1
, ..., x
k
.
Mnh 9.8 (nh l Helley). Cho C

1
, ..., C
k
l cc tp li trong IR
n
.
Gi s rng bt c (n + 1) tp trong cc tp ny u c im chung.
Khi ton b tp ny cng c im chung.
Chng minh. Ta chng minh bng qui np theo k. Nu k n +1
th khng c g cn phi chng minh. Cho k > n + 1 v gi s
rng nh l ng vi k 1. Khi vi mi j 1, ..., k, theo gi
thit quy np c
x
j
C
1
... C
j1
C
j+1
... C
k
. (9.9)
Nh vy ta c k im x
1
, ..., x
k
trong IR
n
ph thuc a-phin (v
k > n + 1). Theo nh l Radon, bng cch nh s li cc ch s,
nu cn thit, ta c mt im x tho mn
x cox
1
, ..., x
p
cox
p+1
, ..., x
k
(9.10)
vi mt ch s p no thuc 1, ..., k 1. Th nhng t (9.9) ta
c
x
i

k
j=p+1
C
j
i = 1, ..., p.
T y v t (9.10) v do C
j
li, ta suy ra
x cox
1
, ..., x
p

k
j=p+1
C
j
.
Mt cch tng t, ta c
x cox
p+1
, ..., x
k

p
j=1
C
j
.
Vy x
k
j=1
C
j
.
Ch . Trong trng hp c v hn tp, th nh l Helley nu
trn khng cn ng. V d trong trc s thc ly h tp C
j
(j = 0, 1, 2...) vi C
j
= [j, +). Trong v d ny cc tp khng
compc. Trong trng hp c t nht mt tp compc, th nh l
Helley vn cn ng trong trng hp c v s tp. C th ta c
mnh sau:
Mnh 9.9 (nh l Helley khi c v hn tp). Cho l mt h
v hn cc tp li, ng, khc rng trong khng gian IR
n
. Gi s rng
trong h ny c mt tp compc v bt c n + 1 tp ca n u c giao
khc rng. Khi ton b cc tp ca h ny cng c giao khc rng.
C th chng minh nh l ny theo nhiu cch khc nhau.
Cch chng minh ca Radon da vo tnh ton i s, nh
trnh by trong chng minh Mnh 9.8. Cn c th chng
minh nh l ny bng cch dng nn i ngu, rt ngn gn, v
cng c th chng minh da vo nh l tch cc tp li. Di
y ta s gii thiu vn tt hai cch chng minh sau ny.
Chng minh (dng nh l tch) Ta s chng minh theo qui np.
Gi s mi s phn t, vi s n + 1 ca h u c im chung.
Ta cn chng t iu ny ng vi (s +1) phn t ca h ny. Gi
s tri li, ta c C
1
C
2
... C
s+1
= . Do tp C := C
1
C
2
... C
s
v C
s+1
l hai tp li, ng, khc rng v khng giao nhau,
nn tn ti mt siu phng H tch ng hai tp ny tho mn
C H = . Theo gi thit, vi mi b gm (s 1) tp C
i
1
, ..., C
i
s1
ta u c
C
i
1
... C
i
s1
C
s+1
,= .
9.4 nh l Helley 147
Do cc C
j
li, hn na C v C
s+1
, mi tp v mt pha ca H,
nn
C
i
1
... C
i
s1
H ,= .
Tuy nhin do dimH = n 1, p dng gi thit quy np cho cc
tp li ng C
i
H (i = 1, ..., s) ta c
C
1
C
2
... C
s
H ,= .
iu ny mu thun vi vic H tch ng hai tp C := C
1
C
2
... C
s
v C
s+1
.
n y ta chng minh c mi h hn hn ca h tp
u c giao khc rng (cho n y cha dng n tnh compc).
T y c th suy ra mnh bng cch dng nh l tng giao
hu hn quen thuc trong gii tch hm. Tuy nhin cng c th
chng minh trc tip nh sau:
Ly mt tp compc C
1
. Gi s tri li giao ca tt c cc
tp trong h bng rng. Khi vi mi x C
1
, tn ti mt
tp C
x
sao cho x , C
x
. Do C
x
ng, nn tn ti mt ln cn
N(x) ca x sao cho N(x) C
x
= . Do iu ny ng cho mi
x C
1
v do C
1
compc, nn tn ti mt s hn hn cc ln cn
N(x
1
), ..., N(x
k
) ph tp C
1
. Vy ta c
C
1
C
x
1
... C
x
k
= .
iu ny mu thun vi iu ta mi chng minh phn u l
mi h hu hn cc tp ca h u c im chung.
nh ngha 9.2. Cho C l mt tp li, ng, khc rng trong IR
n
vi s l hm ta ca C. Khi tp
D := (t, x) [s(x) t, x doms, t IR
c gi l nn i ngu ca C.
Ta c th chng minh nh l Helley trn da vo nn i
ngu nh sau: Gi s = C
i
[i I v
iI
C
i
= . Khi
co
iI
intD
i
= (IR, IR
n
), trong D
i
l nn i ngu ca C
i
. Do
v = (1, 0) intD
i
vi mi i I, nn gc to (0, 0) b cha
trong mt n hnh c cc nh l v, x
1
, ..., x
s+1
vi s n + 1
sao cho x
i

iI
intD
i
. Gi s D
n
i
l nn sao cho x
i
intD
n
i
.
Khi mi siu phng H i qua gc to (0, 0) (IR, IR
n
) ct
t nht nn m intD
n
i
. Vy
s+1
i=1
C
n
i
= . Do s n, nn iu ny
mu thun vi gi thit rng mi n + 1-phn t ca h u c
giao khc rng.
T nh l Helley c th suy ra nhiu s kin l th. Sau y
l mt h qu thng c s dng.
H qu 9.3. Cho C
1
, ..., C
k
l cc tp li trong IR
n
v C IR
n
l mt
tp li bt k. Gi s giao ca bt k mt h gm (n + 1) phn t ca
h C
1
, ..., C
k
u c im chung vi C. Khi ta c x C C
j
vi mi
j = 1, ..., k.
Chng minh. Theo gi thit, giao ca h gm (n + 1) phn t
trong h tp C
1
, ..., C
k
u c im chung vi C, tc l
(
n+1
i=1
C
i
) C ,= .
Theo nh l Helley, ta c
k
j=1
(C C
j
) ,= .
9.5. Bi tp
9.1. Cho C IR
n
l mt tp li. Mt hm f : C IR c gi
l ta li trn C, nu vi mi IR, tp mc di x C[ f (x)
li.
9.5 Bi tp 149
a. Hy cho v d v hm ta li, nhng khng li.
b. Chng minh rng mt hm f ta li trn tp li C khi v
ch khi vi mi x, y C v mi [0, 1], ta c f (x + (1
)y) maxf (x), f (y).
c. Chng t mt hm li hu hn trn C, th s ta li trn C.
d. Tm v d cho thy cc tiu a phng ca mt hm ta
li trn mt tp li khng nht thit l cc tiu tuyt i.
9.2. Cho hm phn thc a-phin f (x) :=
a
t
x+
b
T
x+
, trong a, b
IR
n
, , IR.
a. Chng t rng hmphn thc a-phin l ta li trn mi tp
li trn mu s khng trit tiu.
b. Cho g := IR
n
IR l mt hm lm. Chng minh rng hm
f (x) :=
1
g(x)
li trn tp C := x [g(x) > 0.
9.3. Chng minh rng mt hm ta li trn mt tp li, nu
t cc i trn tp li , th s t ti mt im cc bin.
9.4. Cho g l mt hm li hu hn trn IR
n
v R := x
R
n
[g(x) 0. Cho v d chng t rng cc tiu a phng ca
mt hm tuyn tnh trn tp R khng phi l cc tiu ton cc.
9.5. Cho
A := (x, y)[ x < 0, x
2
+y
2
1,
B := (x, y)[ x 0, 1 y 1.
Tnh hm ta ca tp E := A B.
9.6. Xt hm c cho bi
(u, v) := minx(1 u) + y(1 v)
vi iu kin
x
2
+y
2
1.
a. Chng t rng lm.
b. Tnh hm ti im (1, 1).
9.7. Cho f : IR
n
IR l hmli v A l ma trn thc cp mn.
Gi s h c cho bi
h(y) := inff (x) [Ax = y.
Chng minh rng h li.
9.8. Cho M l mt ma trn thc cp p n v D l mt tp li
a din b chn. Cho hm s
r(x) := maxe
T
(My Mx)[ My Mx, y D.
a. Chng minh rng hm r lm ( r li) trn D.
b. Tnh dom(r),
c. Tnh rank(r),
9.9. Cho dng ton phng f (x) :=
1
2
x
T
Qx + q
T
x, trong Q
l ma trn thc i xng na xc nh dng, cp n n, q IR
n
.
Gi s rankQ = k.
a. Chng minh f li.
b. Tnh rankf .
c. Tnh khng gian hng v nn li xa ca f .
9.10. Chng t rng, vi mi hm li trn IR
n
, ta c
f
(x
) = supx
, x f (x)[ x ri(domf ).
9.11. Cho f v g l hai hm li hu hn trn IR
n
. Gi s f (x)
0 vi mi x tho mn g(x) 0. Chng t rng tn ti > 0 sao
cho f (x) + g(x) 0 vi mi x.
9.5 Bi tp 151
9.12. Cho x
l cc tiu ca hm li kh vi f trn tp
C := x[Ax = b
trong A l ma trn cp m n, b IR
m
. Chng minh rng tn
ti = (
1
, ...,
m
) 0 sao cho
f (x
) +
T
A = 0.
Chng 10
HM LIN HP V XP X
TUYN TNH
10.1. nh ngha v minh ho hm lin hp . . . . . 154
10.2. Cc tnh cht v php tnh c bn. . . . . . . . . . . 156
10.3. Xp x tuyn tnh ca hmli . . . . . . . . . . . . . . . 159
10.4. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
Hm lin hp c mt vai tr quan trng trong l thuyt ti
u, c bit l trong i ngu. Trong gii tch li, php bin i
da trn hm lin hp cho php nghin cu mi quan h gia
hm li vi cc phim hm non a-phin ca n. Trong chng ny
trc ht chng ta s gii thiu nh ngha v minh ho cho hm
lin hp. Tip n s kho st mt s tnh cht v quy tc c bn
cho vic tnh ton vi hm lin hp. Mc cui ca chng ni v
vic xp x tuyn tnh hm li, trn c s hm lin hp.
10.1. nh ngha v minh ho hmlin hp
Trong l thuyt vi phn v tch phn, c hai bi ton quan
trng l: cho mt hm f v mt im u ti hm kh vi. Hy
tm o hm f
/
(u) ti im u. Bi ton ngc li l cho hm f v
o hm ca n ti mt dim u, hy tnh chnh im u, tc l cho
f v x
, hy tm u sao cho x
= f
/
(u). phn tch bi ton sau,
hy l t x
= f
/
(u), ta c 0 = f
/
(u) x
. Gi s f l mt
hm li trn IR
n
. Khi t 0 = f
/
(u) x
, suy ra u l nghim ca
bi ton
min
x
f (x) x
, x = max
x
x
, x f (x).
Tuy nhin bi ton ny c th khng c nghim, v do ngi
ta vit
sup
x
x
, x f (x).
Gi tr ti u ca bi ton ny d nhin ph thuc vo x
, do
n l mt hm s ca x
. Ta gi hm ny l f
(x
). Vy ta c
f
(x
) := sup
x
x
, x f (x).
y l mt minh ho cho thy mt xut x ca hm lin hp.
Mt cch tng qut, hm lin hp c nh ngha nh sau:
n
[, +] l mt hm bt k.
Hm
f
(x
) := supx
, x f (x)[x IR
n
c gi l hm lin hp ca f .
Php bin i f f
thng c gi l php bin i

Legendre-Fenchel. Nh thng l, trong nh ngha trn ta qui c
cn trn ng trn mt tp rng l . Nh vy nu f +,
10.1 nh ngha v minh ho hm lin hp 155
th f
. Ngoi ra nu f c nhn gi tr , th f
+.
Hn na rng f
+ khi v ch khi vi mi x
, vi mi
s thc u tn ti x IR
n
sao cho
x
, x f (x) > .
iu ny tng ng vi
x
IR
n
, IR, x IR
n
: x
, x + > f (x).
Chng t khng th tn ti mt hm a-phin non ca f trn IR
n
.
T nhng nhn xt trn y, trong chng ny, khi phi lm
vic vi hm lin hp ng nht bng +, hoc ng nht bng
, ta s hn ch vic xt hm lin hp trong lp hm c tnh
cht sau:
f , + v tn ti mt hm non a-phin ca f . (10.1)
Ta s k hiu lp hm tho mn (10.1) l AM(IR
n
). D kim tra
c rng cc hm li, chnh thng trn IR
n
thuc lp hm
AM(IR
n
).
Hm lin hp l mt cng c rt sc bn trong nhiu lnh vc
ca ton hc ng dng, nh ti u ha, phng trnh vi phn
thng v o hm ring. Ta hy xt ngha kinh t v hnh hc
hiu r thm bn cht ca hm lin hp.
ngha kinh t. Gi s f (x) l chi ph khi ta chn phng n
sn xut l x = (x
1
, ..., x
n
), trong x
i
l s lng sn phm th
i (i = 1, ..., n). Gi x
l vc-t gi. Vy li nhun s l

x
, x f (x).
Hin nhin vi vc-t gi x
cho, nh sn xut s chn mt

phng n sn xut sao cho li nhun l ln nht, tc l tm
sup
x
x
, x f (x)[x IR
n
.
Vy li nhun ln nht ng vi gi x
chnh l f
(x
).
ngha hnh hc. Ta hy xt trn th ca f
. t
F
:= (x
)[x
, x
f (x) x.
Khi
sup
x
x
, x f (x)[x IR
n
= f
(x
).
Vy (x
) epi f
. Do F
= epi f
. Nh vy trn th
ca hm lin hp ca mt hm f , chnh l tp hp cc hm non
a-phin ca f .
V d. 1. Hm li ton phng. Cho Q l ma trn i xng xc
nh dng cp n n v q IR
n
. Cho f (x) =
1
2
x
T
Qx + q
T
x.
Dng nh ngha ta c f
(x
) =
1
2
(x
q)
T
Q
1
(x
q) vi mi
x
. Nh vy hm lin hp ca mt dng ton phng, i xng,

xc nh dng cng l mt dng ton phng, i xng, xc
nh dng. Trong trng hp c bit ta c hm lin hp ca
hm chun
1
2
[[x[[
2
chnh l n.
2. Hm ch. Hm lin hp ca hm ch ca mt tp li, ng
chnh l hm ta ca tp , tc l
C
(x
) = s
C
(x
) = sup
xC
x
, x.
Tnh ton hm lin hp ni chung l phc tp. Di y l mt
s tnh cht v quy tc rt tin li cho vic tnh hm lin hp.
10.2. Cc tnh cht v php tnh c bn
Mnh 10.1. Vi mi hm s f , hm lin hp f
l mt hm li ng
tho mn bt ng thc Fenchel sau:
f
(x
) x
, x f (x) x, x
. (10.2)
10.2 Cc tnh cht v php tnh c bn 157
Ngoi ra nu f AM(IR
n
), th f
l chnh thng. Ni ring, nu f

li, chnh thng, th f
chnh thng.
Chng minh. Hm f
li ng v n l hm bao trn ca mt h
cc hm a-phin (do lin tc). Bt ng thc nu trong mnh
suy ra ngay t nh ngha, vi ch rng cn trn ng ly
trn tp rng l . Do f AM(IR
n
), nn tn ti x
v s thc
sao cho f (x) > x
, x + . Do
f
(x
) = supx
, x f (x)
supx
, x x
, x = .
Hn na do f , +, nn f
(x
) > vi mi x
. Vy f
chnh
thng.
Mnh 10.2. Gi s f , f
1
, f
2
l cc hm chnh thng trn IR
n
. Khi
ta c:
(i) Nu g(x) := f (x) + , th g
(x
) = f
(x
)
(ii) Nu > 0 v g(x) := f (x), th g
(x
) = f
(x
/),
(iii) Nu ,= 0 v g(x) := f (x), th g
(x
) = f
(x
/),
(iv) Nu A l ton t tuyn tnh kh nghch, th ( f oA)
=
f
(A
1
)
,
(v) Nu g(x) := f (x x
0
), th g
(x
) = f
(x
) +x
, x
0
,
(vi) Nu g(x) := f (x) +v
0
, x, th g
(x
) = f
(x
v
0
),
(vii) Nu f
1
f
2
, th f
1
f
2
.
(viii) Gi s domf
1
domf
2
,= v 0 < < 1. Khi
[f
1
+ (1 ) f
2
]
1
+ (1 ) f
2
.
Chng minh. Bng cc tnh ton n gin da trc tip vo nh
ngha.
Trong nhiu trng hp, ta quan tm n hm lin hp th
hai f
. Theo nh ngha hm lin hp th

f
(x) := ( f
(x) = supx, s f
(s)[s IR
n
.
Hm lin hp th hai tt nhin lun l mt hm li ng, v
nu f thuc lp hm AM(IR
n
), th theo Mnh 10.1, hm f
l
chnh thng.
Mnh 10.3. Gi s f AM(IR
n
). Khi trn th ca f
chnh
l bao li ng ca trn th ca f , tc l epi f
= co(epi f ).
Chng minh. t S l tp hp cc hm non a-phin ca f trn IR
n
,
tc l:
S := (s, ) IR
n
IR[s, x f (x) x.
Nh vy
(s, ) S s, x f (x) x IR
n
sups, x f (x)
f
(s) s domf
.
Do
f
(x) = supx, s f
(s)[s domf
= supx, s [ f
(s), s domf
= supx, s [(s, ) S. (10.3)

T y suy ra epi f
chnh l giao ca cc na khng gian ng

c xc nh bi cc hm non a-phin ca f , v chnh l bao
li ng ca trn th ca f .
T mnh trn ta suy ra h qu quan trng sau y:
10.3 Xp x tuyn tnh ca hm li 159
H qu 10.1. (i) Hm bao li ng ca f chnh l hm lin hp th hai
ca n, tc l: co f = f
.
(ii) f f
khi v ch khi f l hm li ng trn f .

Chng minh. Theo nh ngha th hm bao li ng ca hm f
chnh l mt hm c trn th l bao li ng ca trn th
ca f . Do iu khng nh (i ) c suy ra ngay t Mnh
10.3. Hn na nu f l hm li ng th hm bao li ng ca n
chnh l n. Vy ta c (ii).
10.3. Xp x tuyn tnh ca hm li
Trong phn trc ta bit mt tp li, vi nhng ga thit
kh rng ri, u c th xp x vi chnh xc ty bi cc tp
li a din, c xc nh bng cc na khng gian ta ca tp
li. Mt cch tng ng, di y ta s ch ra rng mt hm li,
vi cc gi thit thng thng, u c th xp x vi chnh xc
ty bng cc hm a-phin non ca n. Kt qu ny l c s cho
vic xp x cc bi ton c cu trc li bi cc bi ton tuyn tnh.
Nhc li rng hm l l hm non a-phin ca mt hm f trn
IR
n
nu l l hm a-phin trn IR
n
v l(x) f (x) vi mi x IR
n
.
Tt nhin hm ng nht bng l hm non a-phin ca
mi hm.
Theo nh ngha, nu f
l hm lin hp ca f , th
x
, x f
(x
) f (x) x.
T y thy rng, mi x
xc nh mt hm a-phin
l(x) := x
, x f
(x
)
l hm non ca f trn ton khng gian. Tuy nhin, v mt tnh
ton, hm non a-phin ny kh xc nh v vic tnh f
(x
) ni
chung kh.
chng minh nh l v s xp x mt hm li bi cc hm
a-phin, ta cn n b sau, l mt kt qu thng cn c
dng trong nhiu trng hp khc.
B 10.1. Cho f l mt hm li ng, chnh thng trn IR
n
. Khi
vi mi im (x
0
, t
0
) , epi f , u tn ti w IR
n
, IR sao cho
w
T
x f (x) < < w
T
x
0
t
0
x dom f . (10.4)
Chng minh. Theo gi thit f l hm li ng chnh thng,
nn epi f l mt tp li, ng v khc rng. Do im (x
0
, t
0
) ,
epi f , nn p dng nh l tch mnh cho hai tp li, ng C :=
(x
0
, t
0
) v D := epi f , s tn ti (a, ) ,= 0, a IR
n
, IR v
mt s IR sao cho
a
T
x + t < < a
T
x
0
+ t
0
(x, t) epi f . (10.5)
Trc ht ta thy rng 0, v nu > 0, th s c mu thun
khi bt ng thc u ca (10.5) ta cho t tin n +. Lc
v tri tin n +, trong khi v phi l mt s hu hn
c nh.
Hn na nu x
0
domf , th ,= 0, v nu = 0, th t bt
ng thc (10.5), ly x = x
0
, ta c a
T
x
0
< < a
T
x
0
. V l. Vy
trong trng hp ny, chia hai v (10.5) cho > 0, ta c iu
phi chng minh.
By gi ch cn xt trng hp x
0
, domf v = 0. T (10.5)
c
a
T
x < < a
T
x
0
x dom f . (10.6)
Ly x
1
domf v t
1
< f (x
1
). Khi (x
1
, t
1
) , epi f . Li p dng
nh l tch mnh cho tp gm duy nht mt im (x
1
, t
1
v
10.3 Xp x tuyn tnh ca hm li 161
tp epi f . Khi , ch rng x
1
domf , tng t nh trn, tn
ti (b, ) ,= 0, b IR
n
IR sao cho
b
T
x t < < a
T
x
1
t
1
(x, t) epi f .
T y v (10.5), thy rng vi mi > 0 v mi (x, t) epi f , ta
c
(b + a)
T
x t = b
T
x t + a
T
x < + . (10.7)
Ch rng, do a
T
x
0
> , nn
(b + a)
T
x
0
t = b
T
x
0
t + a
T
x
0
> + (10.8)
vi mi ln. Vy vi ln, bng cch ly w = b + a,
/
= + , th t (10.7) v (10. 8) suy ra
w
T
x t <
/
< w
T
x
0
t
0
(x, t) epi f .
Ni ring ly t = f (x), ta c
w
T
x f (x) <
/
< w
T
x
0
t
0
x domf .
Nh vy trong trng hp ny ta cng c (10.4).
nh l di y ni rng mt hm li c th xp x vi
chnh xc tu bi cc hm non a-phin ca n. nh l ny l c
s ca cc phng php xp x tuyn tnh cc bi ton ti u li.
nh l 10.1. Mi hm li ng chnh thng f trn IR
n
u l bao
trn ca cc hm non a-phin ca n. Tc l
f (x) = sup
(x) [ l
A,
trong A l tp hp tt c cc hm non a-phin ca f .
Chng minh. Gi g l hm bao trn ca cc hm non a-phin
ca f . Tc l:
g(x) := sup
(x) [ l
A.
Do l
(x) f (x) vi mi x v mi l
A, nn ta ch cn chng
minh f (x) g(x) vi mi x. Gi s tri li rng iu ny khng
ng, tc l tn ti x
0
sao cho f (x
0
) > g(x
0
). Khi im
(x
0
, g(x
0
)) , epi f . t t
0
:= g(x
0
) v p dng b trn, ta
c
a
T
x f (x) < < a
T
x
0
g(x
0
) x domf . (10.9)
T y suy ra a
T
x < f (x) vi mi x. Nh vy a
T
x l
hm non a-phin ca f . Trong khi t v phi ca (10.9) ta li c
a
T
x
0
> g(x
0
). iu ny mu thun vi nh ngha ca g l
hm bao trn ca tt c cc hm non a-phin ca f .
epi f
Hnh 10.1: Xp x tuyn tnh hm li
Ch . C th chng minh nh l xp x tuyn tnh hm li
bng cch s dng hm lin hp. Tht vy, do f li ng, chnh
thng, nn f
= f . Khi p dng cng thc (10.3) ta suy ra

iu cn chng minh.
10.4 Bi tp 163
10.4. Bi tp
10.1. Tnh hm lin hp ca cc hm sau y:
f (x) = e
x
, x IR,
f (x) = (
1
p
)[x[
p
, 1 < p < +,
10.2. Chng minh rng nu g l mt hm tho mn co f g
f , th g
= f
.
10.3. Chng minh rng nu C l mt tp li ng v s l hm
ta ca C, th [s(u/[[u[[) chnh l khong cch t gc to n
siu phng x[ u
t
x = s(u), nu u ,= 0.
10.4. Cho C l li compc. Chng t rng nn i ngu ca C
l mt nn li ng c nh ti gc. Tm mt tia nm trong intC.
10.5. Cho C
0
, ..., C
n
l (n + 1) tp li ng, khc rng trong IR
n
v c hp ca chng l mt tp li. Gi s rng bt k n-tp trong
s (n + 1) tp ny u c giao khc rng. Chng minh rng giao
ca (n + 1) tp ny khc rng.
Hng dn. Thay bng cc tp compc C
j
B vi B l mt hnh
cu ng thch hp.
10.6. Cho hm mt bin f (x) := maxx, 1 x.
a. Hm ny khng kh vi u? Tnh o hm theo hng
d = 1 v d = 1 v di vi phn ca f ti im hm khng
kh vi.
b. Ly g f .
Tnh
lim
0
g(x
0
+ d) g(x
0
)
,
limsup
xx
0
,0
g(x + d) g(x)
trong x
0
l im ti g khng kh vi, d = 1 v d = 1.
c. Cho f (x) = x
2
sin
1
x
tnh
f
0
(0, d) := limsup
x0,0
f (x + d) f (x)
.
Chng t tp
0
f (0) := w IR
n
[ f
0
(x, d) w, d d = [1, 1]
10.7. Cho hm mt bin
f (x) =
_
2x
1/2
nu x 0,
+ nu x < 0.
.
Tnh o hm theo hng f
/
(x, d) vi x = 1, d = 1 v d = 1.
Hm f
/
(1, .) c phi l hm chnh thng khng?
10.8. Cho f (x) :=
1
2
x
T
Qx + q
T
x, trong Q l ma trn thc
i xng cp n n v q IR
n
)
a. Chng minh rng nu Q na xc nh dng, th f l hm
li; cn nu Q xc nh dng, th f li mnh.
b. Tnh h s li ca f .
Ch dn. Xt gi tr ring ca Q.
10.9. Mt hm f c gi l li a phng ti im x, nu o
hm theo mi hng ti x tn ti v hu hn. Tm mt hm li
a phng nhng khng li.
10.10. Mt hm kh vi f : IR
n
IR c gi l gi li (pseudo
convex) ti x trn tp C, nu vi mi x C tho mn f
/
(x), x
x 0, th f (x) f (x) 0.
10.4 Bi tp 165
a. Tm hm gi li, nhng khng li.
b. Cho f l hm phn thc a-phin lin tc trn min li C.
Chng minh rng c f v f u gi li.
10.11. Cho C IR
n
li. Mt hm f : C IR c gi l ta li
(quasi convex) trn C, nu vi mi IR, tp mc di
x C[ f (x)
li.
a. Tm v d v hm ta li.
b. Chng minh rng mi hm li hu hn trn C u ta li
trn C, nhng iu ngc li khng ng.
c. Chng t rng hmphn thc a-phin
a
T
x+
b
T
x+
ta li trn mi
tp li, ti mu s khng trit tiu.
d. Cho v d tng ca hai hm ta li khng phi l hm ta
li.
e. Cho v d v hm ta li c cc tiu a phng trn mt
tp li ng, khng phi l cc tiu ton cc trn tp .
10.12. Mt hm f : IR
n
IR kh vi c gi l li bt bin
(invex) trn IR
n
, nu tn ti hm h : IR
n
IR
n
IR
n
sao cho
f (x) f (u) f
/
(u), h(x, u) x, u IR
n
.
a. Chng minh rng mi hm li f : IR
n
IR u li bt bin,
nhng iu ngc li khng ng.
b. Chng t rng lp cc hm ta li v li bt bin khng bao
nhau.
c. Cc hm sau, hm no l li bt bin, hm no ta li.
f (x, y) := 3x
5
+ 4x 100y
7
6y,
f (x) := x
3
3x
2
+ 3x + 1
trong x, y IR.
10.13. Mt hm f : IR
n
IR c gi l li ti x
0
, nu
f (x
0
+ (1 )x) f (x
0
) + (1 ) f (x) x, (0, 1).
a. Tm mt hm li ti mt im x
0
, nhng khng li.
b. Chng minh f li ti mi im khi v ch khi f li trn IR
n
.
Chng 11
O HM THEO HNG
V DI VI PHN
11.1. o hmtheo hng . . . . . . . . . . . . . . . . . . . . . . . 168
11.2. Di vi phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
11.3. Tnh kh vi ca hmli . . . . . . . . . . . . . . . . . . . . 180
11.4. Tnh n iu v lin tc ca di vi phn. 184
11.5. Php tnh vi di o hm. . . . . . . . . . . . . . . . 190
11.6. Di vi phn xp x . . . . . . . . . . . . . . . . . . . . . . . . 198
11.7. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
Php tnh vi phn l mt trong nhng ti c bn nht ca
gii tch c in. Trong gii tch li, l thuyt ny li cng tr nn
phong ph nh nhng tnh cht c bit ca tp li v hm li.
Mc u tin ca chng ny s xt n o hm theo hng
ca mt hm li. Tip n mc 2, s a ra nh ngha v di
vi phn, chng minh s tn ti v trnh by cc tnh cht c bn
nht ca n. Trong mc 3, s xt tnh kh vi ca hm li. Mc 4
kho st tnh cht n iu v tnh lin tc ca nh x di vi
phn. Mc 5 nu mt s php ton tnh di vi phn cho hm
tng, hm hp, hm bao trn. Mc cui ca chng s ginh
gii thiu v di vi phn xp x. Cc chng minh v s tn ti
ca di vi phn cng nh di vi phn xp x c da trn
cc nh l tch, qua gi cho vic tnh di o hm v di
o hm xp x.
11.1. o hm theo hng
Cho mt hmn bin. Khi c nh mt hng v xt hmnhiu
bin trn hng , th ta c mt hm mt bin. Gi s y ,= 0 l
mt hng cho trc xut pht t im x
0
. Khi mi im x
thuc ng thng i qua x
0
v c hng y u c dng x =
x
0
+ y vi IR. Nu t
() := f (x
0
+ y),
th nh ta bit, li trn IR khi v ch khi f li trn IR
n
.
n
IR + v x
0
IR
n
sao cho
f (x
0
) < +. Nu vi mt vc-t y IR
n
m gii hn
lim
0
f (x
0
+ y) f (x
0
)
tn ti (hu hn hay v hn), th ta ni f c o hm theo hng y

ti im x
0
.
Ta s k hiu gii hn ny l f
/
(x
0
, y).
V d sau y cho thy hm f
/
(x, .) c th khng phi l hm
chnh thng mc d f l hm chnh thng v x domf . Cho
f (x) =
_
0 nu x < 0,
1 nu x = 0.
+ nu x > 0.
11.1 o hm theo hng 169
Ta thy f l hm li, chnh thng, domf = (, 0]. D thy
rng f
/
(0, 1) = , f
/
(0, 0) = 0, f
/
(0, 1) = +.
T nh ngha ca hm trn, ta c
f
/
(x
0
, y) = lim
0
() (0)
.
Vy f
/
(x
0
, y) chnh l o hm phi ca ti 0 nu f
/
(x
0
, y) hu
hn.
Ta nhc li rng mt hm f l thun nht dng (bc 1), nu
f (tx) = t f (x) vi mi t > 0 v mi x trn min xc nh ca f .
Hm f c gi l di cng tnh, nu f (x + y) f (x) + f (y)
vi mi x, y trn min xc nh ca f . Hm di tuyn tnh l
mt hm va thun nht dng, va di cng tnh.
t
() :=
f (x + y) f (x)
.
Mnh 11.1. Cho f : IR
n
IR + li. Khi vi mi x
domf v mi y IR
n
, ta c:
(i) l hm n iu khng gim trn (0, +); f
/
(x, y) tn ti vi
mi y IR
n
v
f
/
(x, y) := inf
>0
f (x + y) f (x)
.
(ii) Hm f
/
(x, .) thun nht dng bc 1. Ngoi ra nu f
/
(x, .) >
th:
a) Hm f
/
(x, .) l di tuyn tnh trn IR
n
(do o n l hm
li chnh thng trn IR
n
).
b) f
/
(x, y) f
/
(x, y) y IR
n
.
c) Hm f
/
(x, .) nhn gi tr hu hn trn F khi v ch khi
x ri(domf ), trong F l khng gian con ca domf .
Chng minh. (i) Ta chng minh hm n iu khng gim
trn min (0, +). Cho x domf v nh ngha hm h : IR
IR + bi
h() := f (x + y) f (x).
Khi h(0) = 0.
Gi s 0 <
/
. Khi , do h l hm li khng nhn gi tr
, nn ta c
h(
/
) = h(
+ (1

/
)0)
h() + (1

/
)h(0)

/
h()
Do
() :=
f (x + y) f (x)
=
h()
,
nn (
/
) (). Vy l hm khng gim trn min (0, +).
Suy ra f
/
(x, y) = lim
0
() tn ti v
lim
0
() = inf
>0
().
(ii) Theo nh ngha, hin nhin ta c f
/
(x, 0) = 0. Gi s hm
f
/
(x, .) > . chng t tnh thun nht dng, vi t > 0, ta
vit
f
/
(x, ty) = lim
0
f (x + ty) f (x)
t
/
= t, ta c tip
f
/
(x, ty) = t lim
/
0
f (x +
/
y) f (x)
/
= t f
/
(x, y).
Vy f
/
(x, .) thun nht dng.
11.1 o hm theo hng 171
By gi ta s ch ra tnh cht di cng tnh. Vi mi u v v, ta
c
f
/
(x, u + v) = lim
0
f (x +

2
(u + v)) f (x)
/2
= lim
0
f (
x
2
+

2
u +
x
2
+

2
v)
1
2
f (x)
1
2
f (x)
/2
.
Do f l hm li khng nhn gi tr , nn
f (
x
2
+

2
u +
x
2
+

2
v)
1
2
f (x)
1
2
f (x)
1
2
[ f (x + u) f (x)] +
1
2
[ f (x + v) f (x)].
Do
f
/
(x, u + v) lim
0
f (x + u) f (x)
+ lim
0
f (x + v) f (x)
= f
/
(x, u) + f
/
(x, v).
(Ch f
/
(x, u) + f
/
(x, v) c ngha v f
/
(x, .) > ). Vy f
/
(x, .)
di cng tnh. Kt hp li ta c f
/
(x, .) l di tuyn tnh trn
IR
n
. V f
/
(x, .) > , f
/
(x, 0) = 0 v f
/
(x, .) l di tuyn tnh
trn IR
n
, nn n l hm li, chnh thng trn ton khng gian.
b) Do f
/
(x, 0) = 0 v theo tnh cht di cng tnh, ta c
0 = f
/
(x, 0) = f
/
(x, y y) f
/
(x, y) + f
/
(x, y) y.
T y suy ra b).
c) Gi s x ri(domf ). Ta cn chng t f (x, .) hu hn trn F.
Theo ga thit, f
/
(x, .) > . Vy ch cn ch ra f
/
(x, y) < +vi
mi y F. Do x ri(domf ), nn vi mi y F c x +y domf
vi mi > 0 nh. Do
f
/
(x, y) = inf
>0
f (x + y) f (x)
< +.
Ngc li gi s f
/
(x, y) hu hn vi mi y F. Ta cn chng
t x ri(domf ). Tht vy, nu tri li s tn ti y F v mt dy
k
cc s dng hi t n 0 v x +
k
y , domf vi mi k
ln. Trong trng hp ny f (x +
k
y) f (x) = +vi mi k
ln. Do f
/
(x, y) = +. Mu thun vi gi thit.
Vy x ri(domf ).
T mnh trn suy ra h qu sau, rt thng dng trong
nhiu ng dng.
H qu 11.1. Cho f l hm li chnh thng trn IR
n
. Gi s
int(domf ) ,= . Khi
(i) Hm f
/
(x, .) hu hn, di tuyn tnh (do li trn ton IR
n
)
khi v ch khi x int(domf ) .
(ii) Nu x int(domf ) (ni ring, nu f li, hu hn trn ton IR
n
),
th hm f
/
(x, .) Lipschitz a phng trn IR
n
.
H qu 11.2. Mt hm thc f kh vi lin tc hai ln trn mt tp m
cha tp li C l hm li trn C khi v ch khi vi mi x C, ma trn
Hessian Q(x) ca f ti x l na xc nh dng.
Chng minh. Gi s 0 ,= u IR
n
bt k v a C. Hm s thc
1 bin () := f (a + u) li trn khong I := [ a + u C
khi v ch khi f li trn C. Gi s x = a + u C. Ta c () =
u
T
Q(x)u. T y ta c
//
() 0 vi mi I khi v ch khi
u
T
Q(x)u 0 vi mi u; ni cch khc f li trn C khi v ch khi
vi mi x C, ma trn Q(x) na xc nh dng.
Mt trng hp ring quan trng l khi f (x) = x
T
Qx + q
T
x vi
Q l ma trn thc i xng, cp n n. Ma trn Hessian ca f l
Q. Nh vy dng ton phng f (x) = x
T
Qx +q
T
x l li trn IR
n
khi v ch khi Q na xc nh dng.
11.2 Di vi phn 173
11.2. Di vi phn
Trong chng trnh gii tch ph thng, ta bit rng hm
li kh vi ti mt im no , th phng trnh tip tuyn ti
im nm di th. Tuy nhin mt hm li c th khng
kh vi, v d hm li mt bin f (x) = [x[ khng kh vi ti x = 0.
Trong trng hp ny, ngi ta m rng khi nimo hmbng
di o hm, sao cho vn c c tnh cht c bn trn ca o
hm ca hm li kh vi.
n
IR +. Ta ni x
IR
n
l
di o hm ca f ti x nu
x
, z x + f (x) f (z) z.
Tng t nh i vi hmli kh vi thng thng, biu thc ny
c ngha l phng trnh tip tuyn nm di th ca hm s.
Tuy nhin khc vi trng hp kh vi, tip tuyn y c th
khng tn ti duy nht.
K hiu tp hp tt c cc di o hm ca f ti x l f (x).
Ni chung y l mt tp (c th bng rng) trong IR
n
. Khi
f (x) ,= , th ta ni hm f kh di vi phn ti x. Theo nh
ngha, mt im x
f (x) khi v ch khi n tha mn mt h

v hn cc bt ng thc tuyn tnh. Nh vy f (x) l giao ca
cc na khng gian ng. Vy f (x) lun l mt tp li ng (c
th rng). Nh trong l thuyt ton t a tr, ta s k hiu
dom( f ) := x[ f (x) ,= .
V d.
1. f (x) = [[x[[, x IR
n
. Ti im x = 0 hm ny khng kh vi,
nhng n kh di vi phn v
f (0) = x
[x
, x [[x[[ x.
2. f =
C
l hm ch ca mt tp li C ,= . Khi vi x
0
C,
C
(x
0
) = x
[ x
, x x
0

C
(x) x.
Vi x , C, th
C
(x) = +, nn bt ng thc ny lun
ng. Vy
C
(x
0
) = x
[ x
, x x
0
0 x C = N
C
(x
0
).
Vy di vi phn ca hm ch ca mt tp li C khc rng
ti mt im x
0
C chnh l nn php tuyn ngoi ca C
ti x
0
.
Mnh di y cho mt nh ngha khc tng ng ca
di vi phn.
n
IR + li, chnh thng.
(i) x
f (x) khi v ch khi f

/
(x, y) x
, y y. Nu x
ri(domf ), th f
/
(x, y) = sup
x
f (x)
x
, y vi mi y.
(ii) Nu f l hm li chnh thng trn IR
n
, th vi mi x dom( f ),
ta c: f (x) = f (x) v f (x) = f (x).
Chng minh. (i) Theo nh ngha
x
f (x) x
, z x + f (x) f (z) z.
Vi bt k y, ly z = x + y, > 0, ta c
x
, y + f (x) f (x + y).
T y suy ra
x
, y
f (x + y) f (x)
> 0.
11.2 Di vi phn 175
Theo nh ngha ca f
/
(x, y), t y suy ra ngay
x
, y f
/
(x, y) y. (11.1)
Ngc li gi s (11.1) tho mn. Ly z bt k v p dng
(11.1) vi y = z x v = 1. ta c
f (x +y) f (x) f
/
(x, y) = f
/
(x, z x) x
, z x z.
Vy x
f (x).
Ch rng do f
/
(x, .) l hm li, thun nht dng, nn mi
hm non a-phin ca f
/
(x, .) u tuyn tnh, tc l c dng p, ..
Vy nu p, . l hm non a-phin ca f
/
(x, .) trn IR
n
, th
p, y f
/
(x, y) y.
Theo Mnh 11.2 ta c p f (x). Hn na, do f
/
(x, .) l mt
hm li ng, nn theo nh l xp x tp li n l bao trn ca
cc hm non ca n. Vy
f
/
(x, y) = sup
p f (x)
p, y.
(ii) Cho x dom( f ) v x
f (x) . Theo nh ngha ca f ,

ca hm lin hp v do x
f (x) ta c:
f (x) f (x) = f
(x) x
, x f
(x
) = f (x).
T y suy ra f (x) = f (x).
Nu y
f (x), th vi mi z c:
f (z) f (z) f (x) +y
, z x = f (x) +y
, z x.
Suy ra f (x) f (x).
chng minh iu ngc li, ly z
0
ri(dom f ). Vi mi z
ta c
f (z) = lim
t0
f [(1 t)z + tz
0
].
Vy, theo nh ngha ca di vi phn ta c:
f [(1 t)z +tz
0
] f (x) +x
, (1 t)z + tz
0
x.
Cho t 0 ta c:
f (x) f (x) +x
, z x = f (x) +x
, z x.
Chng t x
f (x).
n
IR + li, chnh thng. Khi :
(i) Nu x , domf , th f (x) = .
(ii) Nu x int(domf ), th f (x) ,= v com-pc. Ngc li, nu
f (x) ,= , com-pc, th x ri(domf ).
Chng minh. (i) Cho z domf , th f (z) < +. Vy nu x ,
domf , th f (x) = + v do khng th tn ti x
tho mn
x
, z x + f (x) f (z) < +.

Vy f (x) = .
(ii) Trc ht gi s x int(domf ). Ta c im (x, f (x)) nm
trn bin ca epi f . Do f li, chnh thng, nn tn ti siu phng
ta ca bao ng ca epi f i qua (x, f (x)), tc l tn ti p IR
n
,
t IR khng ng thi bng 0 tho mn
p, x + t f (x) p, y + t (y, ) epi f . (11.2)
Ta c t ,= 0, v nu t = 0 th
p, x p, y y domf .
11.2 Di vi phn 177
Nhng do x int(domf ), nn iu ny ko theo p = 0. Vy
t ,= 0. Hn na t > 0, v nu t < 0 th trong bt ng thc (11.2),
khi cho ta suy ra mu thun v v tri c nh.
Chia hai v ca (11.2) cho t > 0, ng thi thay = f (y) v
t x
=
p
t
, ta c
x
, x + f (x) x
, y + f (y) y domf .
Hay l
x
, y x + f (x) f (y) y domf .

Nu y , domf . th f (y) = , do
x
, y x + f (x) f (y) y.
Chng t x
f (x).
Cch chng minh trn cho thy di o hm ca f ti x
chnh l vc-t php tuyn ca siu phng ta ca bao ng
ca epi f ti (x, f (x)). Thc ra f kh di vi phn ti mi im
x ri(domf ), iu ny c th chng minh ngn gn nh sau:
Do x ri(domf ), nn theo Mnh 11.2 c, f
/
(x, y) =
max
x
f (x)
x
, y v f
/
(x, y) hu hn, nn f (x) ,= .
By gi ta ch ra tp f (x) com-pc.
Do x domf , theo Mnh 11.2, x
f (x) khi v ch khi

f
/
(x, d) x
, d d. (11.3)
Ly e
i
vc-t n v th i (i = 1, ..., n) ca IR
n
(to th i
ca e
i
bng 1 v mi to khc l 0). Ap dng (11.3) ln lt
vi d = e
i
vi i = 1, ..., n, ta c x
i
f
/
(x, e
i
). Tng t, p dng
vi d = e
i
vi i = 1, ..., k, ta c x
i
f
/
(x, e
i
). Hay x
i

f
/
(x, e
i
). Tm li
f
/
(x, e
i
) x
i
f
/
(x, +e
i
) i = 1, ..., n.
Theo Mnh 11.1, do x ri(domf ), nn f
/
(x, y) hu hn vi
mi y. Ni ring f
/
(x, e
i
) v f
/
(x, e
i
) hu hn vi mi i = 1, ..., n.
Vy f (x) b chn, v do tnh ng, nn n com-pc.
Ngc li gi s rng f (x) khc rng v com-pc. Ta ch ra
rng x ri(dom f ). Do f (x) ,= , nn x domf . Nu tri li
x , ri(dom f ), th x trn bin tng i ca domf . Do domf
li, theo mnh v siu phng ta, tn ti mt siu phng ta
ca bao ng ca domf ti x, tc l tn ti vc-t p IR
n
, p ,= 0
sao cho
p
T
x p
T
z z domf .
Ly x
f (x) . T y v theo nh ngha di vi phn ta c:

f (z) f (x) x
, z x x
+ p, z x 0, z.
Chng t x
+ p f (x) vi mi 0 . iu ny mu thun
vi tnh b chn ca f (x). Vy x ri (dom f ).
V d sau y cho thy nu x , int(dom f ) th tp f (x) c th
bng rng.
Cho hm mt bin
f (x) =
_
2x
1/2
nu x 0,
+ nu x < 0.
Khi f (0) = .
Mnh 11.4. Cho f l mt hm li chnh thng trn IR
n
. Khi
(i) Vi mi tp b chn C ri(domf ), tp
xC
f (x) b chn.
(ii) Nu c thm f ng, th c ng thc Fenchel sau:
f
(x
) + f (x) = x
, x x
f (x), x f
(x
).
11.2 Di vi phn 179
Chng minh. (i) Gi s C ri(domf ). t
:= sup
x
f (C)
[[x
[[ := sup
xC
sup
x
f (x)
[[x
[[. (11.4)
Xt nh x tuyn tnh x
, z. Chun ca nh x tuyn tnh ny l

[[x
[[ = sup
[[z[[=1
x
, z.
Thay vo (11.4) ta c:
= sup
xC
sup
x
f (x)
sup
[[z[[=1
x
, z.
Do
f
/
(x, z) = sup
x
f (x)
x
, z,
nn ta c tip
= sup
[[z[[=1
sup
xC
f
/
(x, z).
t
g(z) := sup
xC
f
/
(x, z).
Do x C ri(domf ), nn hm f
/
(x, .) li trn khng gian con
F ca domf . Suy ra hm g v l bao trn ca mt h hm li lin
tc trn F.
Vy
= sup
[[z[[=1
g(z) = max
[[z[[=1
g(z) < +.
Chng t f (C) b chn.
(ii) Theo nh ngha hm lin hp, ta c
f
(x
) = sup
x
x
, x f (x).
iu ny tng ng vi
f
(x
) x
, y f (y) y.
Do
f
(x
) + f (x) = x
, x,
khi v ch khi
x
, y f (y) + f (x) x
, x y,
tng ng vi x
f (x). Do f ng, nn f
= f , v do
x f
(x
).
11.3. Tnh kh vi ca hm li
Cho mt hm f xc nh trn mt ln cn ca x IR
n
. Theo
nh ngha, hm f c gi l kh vi ti x, nu tn ti x
sao cho
lim
zx
f (z) f (x) x
, z x
[[z x[[
= 0
Mt im x
nh th ny, nu tn ti s duy nht v c gi l

o hm ca f ti x. Thng thng o hm ny c k hiu l
f (x) hoc f
/
(x).
Gi s f : IR
n
IR + chnh thng v x domf . Nu
f kh vi ti x, th vi mi y ,= 0, ta c:
lim
0
f (x + y) f (x) f (x), y
[[y[[
= 0,
hay l
f
/
(x, y) f (x), y
[[y[[
= 0.
11.3 Tnh kh vi ca hm li 181
Suy ra f
/
(x, y) = f (x), y vi mi y. Ly y = e
i
(i = 1, ..., n) l
vc-t n v th i ca IR
n
, ta c:
f (x), e
i
= ( f /x
i
)(x) (i = 1, ..., n).
Vy
f
/
(x, y) =
n
i=1
y
i
( f /x
i
)(x).
T y ta c mnh sau:
Mnh 11.5. Gi s f : IR
n
IR + li, chnh thng v
x domf . Khi f kh vi ti x khi v ch khi tn ti x
IR
n
sao cho
f
/
(x, y) = x
, y vi mi y. Ngoi ra x int(domf ) v f (x) = x
.
Chng minh. Nu f kh vi ti x th, nh trn, ta ch ra rng
f
/
(x, y) = f (x), y vi mi y. Vy f
/
(x, y) hu hn trn ton
IR
n
, nn x int(domf ).
Gi s ngc li f
/
(x, y) = x
, y vi mi y. Trc ht ta c
x int(domf ) v f
/
(x, .) hu hn trn ton IR
n
. chng minh
tnh kh vi ca f ti x, ta ly
g(y) := f (x + y) f (x) x
, y.
Do f li, chnh thng v f hu hn, nn g cng l mt hm li,
chnh thng trn IR
n
. Ta cn chng t lim
y0
g(y)
[[y[[
= 0. Trc
ht l t f
/
(x, y) = x
, y, theo nh ngha ca f
/
(x, y), ta
c g(y) 0 vi mi y v g(0) = 0. Nu y ,= 0 th vc-t y/[[y[[
thuc siu hp H := [1, 1]
n
. Vy theo nh l Krein-Milman
im y/[[y[[ biu in c bi mt t hp li ca cc nh ca
H, tc l tn ti cc s thc
i
(ph thuc y) sao cho
i
0,
iI

i
= 1 v
y/[[y[[ =
iI
i
v
i
,
trong v
i
(i I) l cc nh ca H. Ta c
g(y) = g([[y[[
y
[[y[[
) = g([[y[[
iI
i
v
i
).
Theo tnh li ca g th
g(y) = g(
iI
i
[[y[[v
i
)
iI
i
g([[y[[v
i
).
Chia hai v cho [[y[[ > 0, c
0
g(y)
[[y[[

iI
i
g([[y[[v
i
)
[[y[[
.
Theo nh ngha ca g ta li c
g([[y[[v
i
)
[[y[[
0 khi y 0. Vy
g(y)
[[y[[
0. Chng t f kh vi ti x, v do f (x) = x
.
Vic kim tra mt hm c phi li hay khng, thng khng
n gin. Trong trng hp kh vi, ta c cc kt qu sau v iu
kin cn/ mt hm l li.
Mnh 11.6. Cho f : R
n
IR + kh vi v C IR
n
. Ba iu
kin sau l tng ng:
(a) l h s li ca f trn C,
(b) f (y) f (x) + f
/
(x), y x +

2
[[x y[[
2
,
(c) f
/
(y) f
/
(x), y x

2
[[x y[[
2
.
Chng minh. (a) (b). Do l h s li ca f trn C, nn vi
mi t (0, 1) v mi x, y thuc C ta c:
f (ty + (1 t)x) +

2
t(1 t)[[x y[[
2
(1 t) f (x) + t f (y).
11.3 Tnh kh vi ca hm li 183
Suy ra
f (y) f (x)
f (x + t(y x)) f (x)
t
+

2
(1 t)[[x y[[
2
.
Cho t 0, do f kh vi, ta c
f (y) f (x) f
/
(x), y x +

2
[[x y[[
2
.
(b) (a) . Cho t (0, 1) v w = (1 t)x + ty. Khi
y = w + (1 t)(y x)
x = w+ (t)(y x)
p dng (b) ta c:
f (y) f (w) + f
/
(w), (1 t)(y x) +

2
(1 t)
2
[[x y[[
2
.
f (x) f (w) + f
/
(w), (t)(y x) +

2
(t)
2
[[x y[[
2
.
Nhn bt ng thc trn vi t > 0 v bt ng thc di vi
1 t > 0, ri cng li v chuyn v ta c:
2
t(1 t)[[x y[[
2
(1 t) f (x) + t f (y) f [(1 t)x +ty].
Chng t l h s li ca f trn C.
(b) (c). Do (b), nn vi mi x, y C, c:
f (y) f (x) f
/
(x), y x +

2
[[x y[[
2
,
f (x) f (y) f
/
(y), x y +

2
[[x y[[
2
.
Cng hai bt ng thc li ta c (c).
(c) (b). chng minh phn ny ta t (t) := f [x +t(y
x)]. Khi
/
(t) = f
/
[x +t(y x)], y x
v
f (y) f (x) = (1) (0) =
_
1
0
/
(t)dt
By gi gi s c (c). Vi x, y C, t h := y x. Khi
f (y) f (x) =
_
1
0
f
/
(x +th), hdt = f
/
(x), h +
_
1
0
[ f
/
(x +th) f
/
(x)], hdt.
Theo (c) , c
f
/
(x +th) f
/
(x), th

2
t
2
[[y x[[
2
.
Suy ra f (y) f (x) f
/
(x), y x +

2
[[x y[[
2
.
Ch . Trong chng minh trn khng i hi 0, tc l khng
i hi f li.
11.4. Tnh n iu v lin tc ca di vi
phn
Trong chng trnh ton gii tich c in, ta thy hm li
mt bin kh vi, th o hm ca n l mt hm n iu khng
gim. Tnh cht ny c th m rng cho hm li nhiu bin,
khng nht thit phi kh vi. Khi nh x (ton t ) x f (.)
s l mt nh x a tr, Nh thng l ta k hiu tp hp tt c
cc tp con ca IR
n
l 2
IR
n
.
Cho T l mt ton t a tr trn IR
n
, tc l vi mi x IR
n
, th
T(x) l mt tp (c th bng rng). K hiu min xc nh ca T
l
domT := x IR
n
[ T(x) ,= ,
11.4 Tnh n iu v lin tc ca di vi phn 185
v th ca T l
G(T) := (x, y) IR
n
IR
n
[ y T(x).
nh ngha 11.3. Cho T : IR
n
2
IR
n
v C domT. Ta ni T
l n iu tun hon trn C, nu vi mi s nguyn, dng m v
mi cp (x
i
, y
i
) G(T), x
i
C (i = 0, ...m) ta c
x
1
x
0
, y
0
+x
2
x
1
, y
1
+ ... +x
0
x
m
, y
m
0. (11.5)
Nu (11.5) ch ng vi m = 1, th ta ni T n iu trn C, tc
l
y y
/
, x x
/
0 x, x
/
C, y T(x), y
/
T(x
/
).
Nu T n iu (hoc n iu tun hon) trn ton domT,
th ta ni ngn gn l T n iu (n iu tun hon).
Dng nh ngha ca di vi phn, thy ngay rng nu T
f , th T n iu tun hon trn dom( f ). Mt cu hi c
t ra l iu ngc li c ng khng? Tr li cu hi ny ta c
mnh sau:
Mnh 11.7. Gi s S l mt ton t a tr t IR
n
IR
n
. iu kin
cn v tn ti mt hm li, ng, chnh thng f trn IR
n
sao cho
S(x) f (x) vi mi x dom( f ), l ton t S n iu tun hon.
Chng minh. iu kin cn l hin nhin v bn thn f l ton
t n iu tun hon.
chng minh iu kin , hy gi s S l mt ton t n
iu tun hon v (x
0
, y
0
) G(S). nh ngha hm f bng cch
ly
f (x) := supx x
m
, y
m
+ ... +x
1
x
0
, y
0
trong cn trn ng c ly trn tt c cc cp (x

i
, y
i
) G(S)
v cc s nguyn dng m. Do f l bao trn ca mt h cc hm
a-phin, nn f l mt hm li ng. Do tnh n iu tun hon
ca S, nn f (x
0
) = 0. Vy f l hm li, chnh thng. Vi bt k
cp (x, x
) G(S), ta s ch ra x
f (x). Mun th ch cn ch
ra rng vi mi < f (x) v y IR
n
, ta c
f (y) > +y x, x
.
Tht vy, do < f (x), nn theo tnh cht ca cn trn ng, s
tn ti cc cp (x
i
, y
i
) G(S) v s nguyn dng m (i = 1, ..., m)
tho mn
< x x
m
, y
m
+ ... +x
1
x
0
, y
0
.
Theo nh ngha ca f (y), ta c:
f (y) y x
m+1
, y
m+1
+x
m+1
x
m
, y
m
+ ... +x
1
x
0
, y
0
.
Thay x
m+1
= x v y
m+1
= x
, ta c:
f (y) y x, x
+x
m+1
x
m
, y
m
+ ... +x
1
x
0
, y
0
> y x, x
+ .
iu ny ng vi mi (x, x
) G(S), nn S f .
nh ngha 11.4. Ta ni mt ton t T : IR
n
2
IR
n
l n iu
cc i, nu n l n iu v th ca n khng phi l tp con
thc s ca th ca mt ton t n iu no khc. Ton t
T c gi l n iu tun hon cc i, nu n l n iu tun
hon v th ca n khng l tp con thc s ca th ca
mt ton t n iu tun hon khc.
T mnh trn ta suy ra ngay h qu sau:
H qu 11.3. Mi ton t n iu tun hon cc i trong IR
n
u l
di vi phn ca mt hm li, ng chnh thng trn IR
n
.
Trong phn tip theo di y, ta s chng minh rng di vi
phn ca mt hm li, ng chnh thng l mt ton t n
iu tun hon cc i. Do trn thc t, lp cc ton t n
iu tun hon cc i trng vi lp cc ton t di vi phn ca
hm li, ng, chnh thng.
Bn cnh tnh cht n iu tun hon va nu, nh x di
vi phn ca mt hm li cn c cc tnh cht lin tc.
nh ngha 11.5. Mt nh x T : IR
n
2
IR
n
c gi l ng ti x,
nu vi mi dy x
k
x, mi y
k
T(x
k
) v y
k
y, th y T(x).
D thy nh x T l ng khi v ch khi th ca T l mt
tp ng.
nh ngha 11.6. Anh x T : IR
n
2
IR
n
c gi l na lin tc
trn ti x, nu vi mi tp m G cha T(x), tn ti mt ln cn
m U ca x sao cho
T(z) G z U.
Ta s ni nh x T l ng (na lin tc trn) trn tp C, nu n
ng (na lin tc trn) ti mi im thuc C.
Do mt hmli lin tc trn tp int(domf ), nn t nh ngha
ca di vi phn v do tnh lin tc ca tch v hng, d dng
suy ra ngay rng nh x di vi phn x f (x) l ng trn tp
C = int(domf ).
Ni mt cch khi qut, b di y ch ra rng mt dy
hm li nu b chn trn bi mt hm li theo tng im trn
mt tp li m, th s b chn trn u bi chnh hm li trn
mi tp com-pc thuc tp m ny.
B 11.1. Cho mt tp li, m G IR
n
v f l mt hm li nhn
gi tr hu hn trn G. Gi s f
i
iI
l mt dy cc hm li hu hn
trn G. Gi s limsupf
i
(x) f (x) vi mi x G. Khi vi mi tp
com-pc K G, vi mi > 0, tn ti ch s i
sao cho
f
i
(x) f (x) + i i
, x K.
Chng minh. Vi mi x G, mi i IN, nh ngha
g
i
(x) := maxf
i
(x), f (x).
Hm g
i
li, hu hn trn G, v n l hm bao trn ca hai hm
li hu hn trn G. Do G m, nn g
i
lin tc trn G. Do K G
com-pc, nn dy g
i
(x)
iI
b chn. Khng gim tng qut, bng
cch qua dy con, ta c th coi g
i
(x) l(x) khi i +. Theo
nh ngha ca g
i
(x) v do limsupf
i
(x) f (x) vi mi x K, ta
suy ra l(x) = f (x). Vy dy hmg
i
hi t theo tng im n
f trn tp com-pc K, nn n hi t u n f trn K. Nhng do
g
i
(x) := maxf
i
(x), f (x), nn ta suy ra iu cn chng minh.
T mnh sau, suy ra tnh na lin tc trn ca nh x f .
C th l:
Mnh 11.8. Cho mt tp li, m U IR
n
v f l mt hm li
nhn gi tr hu hn trn U. Gi s f
i
iI
l mt dy cc hm li hu
hn trn U v hi t theo tng im trn U n f . Khi , nu dy
x
i
U hi t n x U, th vi mi > 0, tn ti ch s i
sao cho
f
i
(x
i
) f (x) + B(0, 1) i i
,
trong B(0, 1) l hnh cu n v, ng tm 0.
Chng minh. Cho > 0, y IR
n
. Vi mi x U t :=
f
/
(x, y) + . Do f li, hu hn trn tp U m v x U, nn
x int(domf ), do hu hn. Do x int(domf ), nn vi mi
y tn ti > 0 sao cho x + y int(domf ), vi mi 0 < < .
Do > 0 v nh ngha ca f
/
(x, y), ta c
f (x + y) f (x)
< (0, ) (11.6)

Do f
i
(x + y) f (x + y) v f
i
(x
i
) f (x), nn t (11.6), tn
ti i
1
sao cho
f
i
(x
i
+ y) f
i
(x
i
)
 0, ta suy ra limsupf
/
i
(x
i
, y)
f
/
(x, y). V f
/
i
(x, .) v f
/
(x, .) li, hu hn trn ton khng gian
(do x U int(domf )), nn p dng b trn cho cc hm li
f
/
i
(x
i
, .) v f (x, .) vi G = IR
n
, K = B(0, 1), ta c:
i
: f
/
i
(x
i
, y) f
/
(x, y) + i i
, y B(0, 1).
T y, vi mi y ,= 0, theo tnh cht thun nht dng ca
f
/
(x, .), ta c:
1
[[y[[
f
/
i
(x
i
, y) = f
/
i
(x
i
, y/[[y[[) f
/
(x, y/[[y[[) + .
Hay
f
/
i
(x
i
, y) f
/
(x, y) + [[y[[ i i
, y.
Do f
/
i
(x
i
, y) l hm ta ca f
i
(x
i
) v f
/
(x, y) l hm ta ca
f (x), nn t y ta suy ra iu phi chng minh.
Mnh 11.9. Cho f l mt hm li trn IR
n
. Khi nh x di vi
phn x f (x) na lin tc trn ti mi im x int(domf ).
Chng minh. Ta c f li nn n hu hn trn tp int(domf ).
Vy p dng Mnh 11.8 vi U l mt ln cn nh ca x
int(domf ) v f
i
f vi mi i, ta suy ra rng nh x di vi phn
na lin tc trn ti im x .
Mnh 11.10. Cho f l mt hm li trn IR
n
. Nu f kh vi trn tp
int(domf ) th n kh vi lin tc trn tp ny.
Chng minh. Cho x int(domf ) v dy x
i
int(domf ) hi
t n x. Khi vi mi > 0, theo Mnh 11.8, tn ti i
sao
cho
[[f (x
i
) f (x)[[ i i
.
Chng t f (.) lin tc ti x.
11.5. Php tnh vi di o hm.
Qua chng minh mnh v s tn ti di o hm, ta thy
rng xc nh mt di o hm ca mt hm li f ti x, cn
xc nh c siu phng ta ca epi f ti im (x, f (x)). Trong
trng hp tng qut vic xc nh siu phng ta ny khng
n gin. Cc kt qu di y lin quan n vic tnh di o
hm ca hm tng, hm hp, hm bao li l nhng hm thng
xut hin trong nhiu ng dng.
Tng t nh gii tch c in, nu f l mt hm li chnh
thng trong IR
n
, th d dng ch ra rng
(f )(x) = f (x) > 0, x.
i vi di vi phn ca tng cc hm li, ta c nh l sau:
Mnh 11.11 (Moreau-Rockafellar). Cho f
i
, i = 1, ..., m l cc
hm li chnh thng trn IR
n
. Khi
m
i=1
f
i
(x) (
m
i=1
f
i
(x)) x.
Nu ri(domf
i
) ,= , th
m
i=1
f
i
(x) = (
m
i=1
f
i
(x)) x.
11.5 Php tnh vi di o hm. 191
Chng minh. Ta ch cn chng minh cho m = 2. Vi m > 2 dng
quy np. iu khng nh
n
i=1
f
i
(x) (
n
i=1
f
i
(x)) x
c th d dng kim tra da vo nh ngha di vi phn.
chng minh bao hm thc ngc li, ta ly x
0
IR
n
v
x
( f
1
+ f
2
)(x
0
). Theo nh ngha ca di vi phn th h
f
1
(x) + f
2
(y) f
1
(x
0
) f
2
(x
0
) x
, x x
0
< 0
x y = 0
khng c nghim. Ly D = domf
1
domf
2
v A(x, y) = x y.
Theo gi thit f
1
lin tc ti mt im a domf
1
domf
2
, nn
tn ti mt ln cn U ca gc sao cho
U = (a +U) a domf
1
domf
2
= A(D).
Vy 0 intA(D). Ap dng Mnh 9.6 vi
f (x, y) = f
1
(x) + f
2
(y) f
1
(x
0
) f
2
(x
0
) x
, x x
0
v A(x, y) = x y, ta c
t, x y + [ f
1
(x) + f
2
(y) f
1
(x
0
) f
2
(x
0
) x
, x x
0
] 0
vi mi x domf
1
, y domf
2
. i vi x , domf
1
v y , domf
2
,
th bt ng thc trn l hin nhin. Vy
t, x y + [ f
1
(x) + f
2
(y) f
1
(x
0
) f
2
(x
0
) x
, x x
0
] 0 x, y.
Ly y = x
0
, ta c
t, x x
0
+ [ f
1
(x) + f
2
(x
0
) x
, x x
0
] 0 x
Suy ra x
t + f
1
(x
0
).
By gi li ly x = x
0
, th
t, x
0
y + [ f
2
(y) f
2
(x
0
) 0 x
Suy ra t f
2
(x
0
).
Vy x
f
1
(x
0
) + f
2
(x
0
).
Trong chng trnh gii tch c in, ta thy iu kin cn
v mt hm li kh vi t cc tiu ti mt im l o hm
ca n trit tiu ti im . Da vo di vi phn ca hm li,
kt qu ny c th m rng cho hm li nhiu bin, khng nht
thit kh vi.
Gi s f l mt hm li trn IR
n
. Hy xt bi ton cc tiu ca
f trn ton khng gian IR
n
. Nu f f +, th cc tiu bng +,
nu f nhn gi tr , th cc tiu bng . Vy khng gim
tng qut, ta gi s f l hm li chnh thng.
T nh ngha di vi phn, ta thy ngay rng x l nghim
ca bi ton
minf (x) [x IR
n
khi v ch khi 0 f (x).

By gi xt bi ton c iu kin
minf (x) [x C,
trong C IR
n
l mt tp li v f l hm li trn IR
n
. Gi
C
l
hm ch ca C. t h(x) := f (x) +
C
(x). Khi bi ton c iu
kin c chuyn v bi ton khng iu kin vi hm mc tiu
l h. Khi iu kin cn v x l im cc tiu ca h trn
IR
n
l 0 h(x) = ( f (x) +
C
(x)).
T y c mnh sau cho mt iu kin cn v v cc
tiu ca mt hm li trn mt tp li bt k.
Mnh 11.12. Cho C IR
n
li, khc rng v f : IR
n
IR+.
Gi s ri(domf ) riC ,= ,
Khi iu kin cn v x C l cc tiu ca f trn C l
0 f (x) + N
C
(x),
trong
N
C
(x) := w[w, x x 0 x C.
l nn php tuyn ngoi ca C ti x.
Chng minh. Gi
C
(.) l hm ch ca tp C. Khi x l im
cc tiu ca f trn C khi v chi khi n l cc tiu ca hmh(x) :=
f (x) +
C
(x) trn ton khng gian. iu kin cn v x l
cc tiu ca h trn IR
n
l 0 h(x). Do ri(domf ) riC ,= , theo
nh l Moreau-Rockafellar c:
h(x) = f (x) +
C
(x).
V x C, nn
C
(x) = N
C
(x). Vy
0 f (x) + N
C
(x).
Trong nhiu ng dng ta thng gp mt hm l hp ca mt

hm li vi mt ton t tuyn tnh. Mnh di y cho cng
thc tnh di vi phn ca hm hp ny.
Mnh 11.13. Cho A : IR
n
IR
m
l mt ton t tuyn tnh v g l
mt hm li chnh thng trn IR
m
. Khi vi mi x IR
n
, ta c:
A
T
g(Ax) (goA)(x).
Ngoi ra nu g li v lin tc ti mt im no trong min nh ca
A th
A
T
g(Ax) = (goA)(x) x
Chng minh. Khng nh A
T
g(Ax) (goA)(x) c d dng
suy ra t nh ngha. Ta ch cn chng minh chiu ngc li. Ly
p (goA)(x
0
). Khi h
Ax y = 0, g(y) g(Ax
0
) p, x x
0
< 0, x IR
n
, y IR
m
khng c nghim. t D := IR
n
domg, B(x, y) := Ax y. Theo
gi thit, tn ti b ImA int(domg), nn b intB(D). Theo
Mnh 9.6, tn ti t IR
n
sao cho vi mi x IR
n
, y IR
m
, ta
c:
t, Ax y + g(y) g(Ax
0
) p, x x
0
0.
T y ly y = Ax
0
, c
t, Ax Ax
0
p, x x
0
0 x.
Hay
A
T
t p, x Ax
0
0 x.
Suy ra p = A
T
t. By gi ly x = x
0
, ta c
t, y Ax
0
g(y) g(Ax
0
) y.
Chng t t g(Ax
0
) , v do p = A
T
t, nn p A
T
g(Ax
0
).
Nh thng l, ta ni mt hm vc-t g : IR
n
IR
m
l li, nu
mi thnh phn ca g l mt hmli. Mt hms trn IR
n
c
gi l n iu khng gim nu x y, th (x) (y).
Mnh di y cho cng thc tnh di vi phn ca hm
hp ca cc hm li.
Mnh 11.14. Cho g(x) = (g
1
(x), ..., g
m
(x)) sao cho vi mi g
i
:
IR
n
IR li. Gi s : IR
m
IR li, n iu khng gim trn IR
n
.
Khi hm hp f := og li trn IR
n
v
f (x) =
m
j=1
j
p
j
[ p
j
g
j
(x), (
1
, ...,
m
) (g(x)).
Chng minh. Tnh li ca f c d dng suy ra t tnh li ca
g, ca v tnh n iu ca .
Ly p =
m
j=1
j
p
j
vi p
j
g
j
(x
0
), = (
1
, ...,
m
)
(g(x
0
)).
Vy
, y g(x
0
) (y) (g(x
0
)) y.
Ly y = g(x
0
) + u vi u 0. Khi do n iu khng gim,
nn
, u (g(x
0
) +u) (g(x
0
)) 0.
Do u 0, nn 0. Ta c
p, x x
0
=
m
j=1
j
p
j
, x x
0
j=1
j
[g
j
(x) g
j
(x
0
)] = , g(x) g(x
0
)
(g(x)) (g(x
0
)) = f (x) f (x
0
)
iu ny ng vi mi x, nn suy ra p f (x
0
).
chng minh chiu ngc li, ly p f (x
0
). Theo nh
ngha ca di vi phn, h
x IR
n
, y IR
m
, g
j
(x) < y
j
, j = 1, ..., m,
(y) (g(x
0
)) p, x x
0
< 0
khng c nghim, trong khi do cc hm g
j
li c nhn gi tr
hu hn, nn h th nht l mt h li c nghim. Ap dng Mnh
9.5 i vi h bt ng thc li, tn ti IR
m
+
tho mn
(y) (g(x
0
)) p, x x
0
+, g(x) y 0
vi mi x IR
n
, y IR
m
. Ly x = x
0
, ta c
(y) (g(x
0
)) , y g(x
0
) y.
Suy ra (g(x
0
)). Mt khc nu ly y = g(x
0
), ta c
p, x x
0

m
j=1
j
[g
j
(x) g
j
(x
0
)] x.
Chng t p (
m
j=1
j
g
j
(x
0
)). Theo nh l Moreau-Rockafellar
p =
m
j=1
j
p
j
, vi p
j
g
j
(x
0
).
Theo mnh , khi hm kh vi, ta c
(og)(x) =
m
j=1
y
j
(g
j
(x))g
j
(x).
Trong trng hp f l hm bao trn ca mt h cc hm li f
i
(i I), th di o hm ca f s c tnh thng qua cc di
o hm ca cc hm thnh phn f
i
da theo mnh di y.
Mnh 11.15. Cho f = maxf
1
, ..., f
m
, trong f
i
: IR
n
IR.
t J(x) := j[ 1 j m : f (x) = f
j
(x). Khi
f (x) = co f
j
(x) [ j J(x).
Chng minh. Gi s p f (x
0
). Khi
f (x) f (x
0
) p, x x
0
< 0
khng c nghim. T dy v ch rng vi bt k x no cng tn
ti mt ch s j (ph thuc x) f (x) = f
j
(x) , ta suy ra h
f
j
(x) f (x
0
) p, x x
0
< 0, j = 1, ..., m
khng c nghim. Theo Mnh 9.5, tn ti cc
j
0,
m
j=1
j
=
1 sao cho
m
j=1
j
[ f
j
(x) f (x
0
) p, x x
0
] 0 x.
Ly x = x
0
v ch l f (x
0
) = f
j
(x
0
) vi j J(x
0
), ta c
j,J(x
0
)
j
[ f
j
(x
0
) f (x
0
)] 0.
T y v do f
j
(x
0
) < f (x
0
) vi mi j , J(x
0
), ta suy ra
j
= 0
vi mi j , J(x
0
). Vy
jJ(x
0
)
j
[ f
j
(x) f (x
0
) p, x x
0
] 0 x.
Do
jJ(x
0
)

j
= 1, ta suy ra
p (

jJ(x
0
)
j
f
j
(x
0
)).
Theo nh l Moreau-Rockaffellar ta c p =
jJ(x
0
)

j
p
j
vi p
j
f
j
(x
0
). Vy
f (x
0
) co f
j
(x
0
)[j J(x
0
).
Chiu ngc li c d dng suy ra t nh ngha ca di vi
phn.
Mnh 11.16 (nh l Minty). Di vi phn ca mt hm li ng
chnh thng trn IR
n
l mt ton t n iu tun hon cc i.
Chng minh nh l ny s dng n b sau ni rng mt
hm li ng chnh thng khng th tin ti v cc m nhanh
hn hm[[x[[
2
.
B 11.2. Cho f l mt hm li ng chnh thng. Khi vi mi
d IR
n
hm s
h
d
(x) := f (x) +
1
2
[[x[[
2
d, x
tho mn iu kin bc, theo ngha h
d
(x) + khi [[x[[ .
Chng minh. Do domf ,= , nn c c f (y). Vy y domf .
Theo nh ngha ca di vi phn, ta suy ra
h
d
(x) f (y) +
1
2
[[x[[
2
d, x +c, x y
= f (y) c, y +
1
2
[[x[[
2
+c d, x.
V
1
2
[[x[[
2
+c d, x
1
2
[[x[[
2
[[c d[[[[x[[ khi [[x[[ .
Vy h
d
(x) + khi [[x[[ .
Chng minh nh l Minty. Tnh n iu tun hon suy ra
ngay t nh ngha. Ta ch cn chng minh tnh cc i.
chng minh iu ny ta ch ra rng ton t f + I vi I l
ton t ng nht s l ton t trn. Theo b trn, bi ton
minh
d
(x) [x IR
n
c duy nht nghim(do h
d
bc v li mnh).
Gi x
l nghim ny. Khi 0 h

d
(x
). Dng nh l Moreau-
Rockafellar, ta c
0 h
d
(x
) = f (x
) + x
d.
Suy ra d x
+ f (x
). Do d l bt k, nn I + f l ton t trn.
T y theo nh ngha ca ton t n iu cc i, ta suy ra f
l ton t n iu cc i.
11.6. Di vi phn xp x
Di vi phn xp x, hay cn c gi l -di vi phn,
thng c s dng trong thc t bi hai l do chnh sau y.
Mt l hm li c th khng kh di vi phn ti nhng im
thuc bin ca min hu dng ca n, trong khi , nh s thy
di y, trong min ny, di vi phn xp x lun tn ti. L do
11.6 Di vi phn xp x 199
th hai quan trng hn l trong ng dng, thng ngi ta ch
cn, v nhiu khi ch tnh c di vi phn mt cch xp x.
nh ngha 11.7. Cho 0. Mt vct x
c gi l -di o
hm ca f ti x, nu
x
, y x + f (x) f (y) + y.
K hiu tp hp tt c -di o hm ca f ti x l
f (x). Tp
ny c gi l -di vi phn. Hin nhin
0
f (x) = f (x). Vy
di o hm xp x l mt khi nim tng qut ho ca di
o hm chnh xc.
Theo nh ngha, x
f (x) khi v ch khi

x
, z x + f (x) f (z) + z.
Thay z = y + x, ta c
x
, y + f (x) f (x + y) + y.
T y, nu t h(y) = f (x + y) f (x), ta c
x
, y h(y) y.
Vy theo nh ngha hm lin hp ta c
f (x) = x
[h
(x
) . (11.7)
Do h
l mt hm li, ng, nn t y thy rng
f (x) lun l
mt tp li, ng. Hin nhin
f (x)
/ f (x) nu
/
. Hn
na
>0
f (x) nu khc rng th s bng f (x).

V d sau y cho thy rng
f (x) ,= vi mi > 0, tuy

nhin f (x) = .
Cho hm mt bin
f (x) =
_
2x
1/2
nu x 0,
+ nu x < 0.
Khi
f (0) ,= vi > 0, nhng bng rng khi = 0.

Mnh sau y ni rng mi hm li ng u kh -di vi
phn vi mi > 0 v ti mi im thuc min hu dng ca
n.
Mnh 11.17. Cho f l mt hm li ng chnh thng trn IR
n
. Khi
vi mi > 0 v mi x
0
domf , tp
f (x
0
) ,= . Hn na vi
mi tp b chn C int(domf ), tp
f (C) b chn.
Chng minh. Do f li, ng, chnh thng, nn epi f li, ng
khc rng. Do epi f ng, nn im (x
0
, f (x
0
) ) , epi f vi
mi > 0. Ap dng nh l tch mnh cho hai tp C := epi f v
D := (x
0
, f (x
0
) ), s tn ti (p, t) ,= 0, p IR
n
, t IR v s
thc (ph thuc ) sao cho
p, x t < < p, x
0
t( f (x
0
) ) (x, ) epi f . (11.8)
T y ta c t ,= 0, v nu t = 0, th
p, x < < p, x
0
x domf ,
v do ta c mu thun, nu ly x = x
0
. Hn na t > 0 v nu
t < 0, ta s c mu thun t (11.8) khi cho ln. Thay = f (x)
v chia hai v ca (11.8) cho t > 0, ta s c
1
t
p
f (x
0
).
Tng t nh trng hp di vi phn chnh xc, ta chng
minh c
f (C) compact nu C int(domf ) v C compact.

Cng nh di vi phn chnh xc, nh l Moreau-Rockafellar
cng ng cho di vi phn xp x.
Mnh 11.18 (Moreau-Rockafellar). Cho f
i
, i = 1, ..., m. l cc
hm li chnh thng trn IR
n
. Khi
m
i=1
f
i
(x)
(
m
i=1
f
i
(x)) x.
11.6 Di vi phn xp x 201
Nu ri(domf
i
) ,= , th
m
i=1
f
i
(x) =
(
m
i=1
f
i
(x)) x.
Chng minh. Hon ton tng t nh trng hp di vi phn
chnh xc.
n
IR l hm li ng. Khi mt vc-t
x
l -di vi phn ca f ti x domf khi v ch khi

f
(x
) + f (x) x
, x . (11.8)
Chng minh. Dng nh ngha -di o hm ta c:
f (x) + [x
, y f (y)] x
, x y domf .
T y p dng nh ngha ca f
(x
), s suy ra iu phi chng

minh.
Di y l mt ng dng ca di vi phn xp x trong ti u
ho. Hy xt bi ton quy hoch
minf (x) [ x C
trong C IR
n
v f l mt hm li trn C. Trong nhiu trng
hp bi ton ny c th khng c li gii ti u chnh xc, tc l
khng tn ti mt im x
C sao cho f (x
) f (x) vi mi
x C. Khi ta phi bng lng vi khi nim li gii ti u xp
x, hay cn gi l -ti u. Hn na trong thc t thng ngi
ta khng tnh c li gii ti u (chnh xc), m ch tnh c
li gii xp x.
nh ngha 11.8. Cho 0. Mt im x
C c gi l im
cc tiu ca f trn C nu f (x
) f (x) + vi mi x C.
Da vo di o hm xp x ta cng xc lp c iu kin
cho - ti u. C th ta c mnh sau y.
n
IR li. im x
l -ti u ca bi
ton
minf (x) : x IR
n
khi v ch khi 0
f (x
).
Chng minh. Ta c x
l -ti u ca f trn IR
n
khi v ch khi
f (x
) f (x) + x. iu ny tng ng vi 0
f (x
).
11.7. Bi tp
11.1. Cho f : IR
n
IR kh vi, li mnh vi h s > 0. Chng
minh rng
a. nh x o hmf n iu mnh, theo ngha
f (x) f (y), x y [[x y[[
2
x, y.
b. domf
= IR
n
v nh x f
(.) Lipschitz vi h s 1/, tc

l
[[f
(u) f
(v)[[
1
[[u v[[ u, v.
c. M rng khng nh trn cho trng hp hm khng kh
vi vi nh x f c thay bi nh x a tr f .
11.2. Chng minh rng vi mi > 0, hai tnh cht sau l
tng ng:
(i) 0
f (x)
11.7 Bi tp 203
(ii) f (x) f (y) + y, 0
11.3. Cho hm mt bin
f (x) =
_
2x
1/2
nu x 0,
+ nu x < 0.
a. Chng t rng f li, chnh thng
b. Ch ra rng f (0) = .
c. Chng t rng tp -di vi phn ca f ti x = 0 l tp hp
cc x
tho mn
x
y + 2y
1/2
0 y 0.
11.4. Tnh di vi phn ca hm mt bin f (x) = [x[.
11.5. Cho f l hm li ng trn IR
n
. Chng minh rng
x
f (x) khi v ch khi x
(x
)
Ch dn Ap dng Mnh 11.16 v f = f
.
n
. Chng minh rng vi
> 0, ta c:
f (IR
n
) = domf
.
Hy cho v d ni rng iu trn l khng ng khi = 0.
n
. Chng t rng nu vi
mt > 0 v x domf m
f (x) ch gm duy nht mt im,

th f l hm a-phin trn IR
n
.
n
v tho mn iu kin bc
f (x)
[[x[[
+khi [[x[[ +. Chng minh rng vi mi x domf
ta c:
0
/

f (x) int(
/ f (x)).
Ch dn. S dng iu kin bc thy rng hm f
(.) ., x
hu hn khp ni.
Chng 12
MINIMAX V CN BNG
12.1. Hm yn nga . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
12.2. nh l minimax . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
12.3. Bi tp. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
Ngy nay trong xu hng hi nhp ca th gii v mi lin
quan mt thit ca cc i tc, mt phng n ti u c th tt
cho i tc ny, nhng li khng tho mn i tc khc. Do
cc phng n cn bng (theo ngha ca Nash) thng d c
chp nhn cho mi i tc. y cng l mt l do m vn cn
bng ang c quan tm nghin cu. Cc nh l minimax i
vi hm yn nga l nhng nh l c bn trong gii tch li v
l mt cng c quan trng trong vic nghin cu cc bi ton cn
bng. Cc nh l ny c nhiu ng dng trong cc lnh vc khc
nhau c bit l trong ti u ho, l thuyt tr chi. Minimax v
cn bng l hai vn lin quan cht ch vi nhau.
Chng ny ch yu trnh by cc nh l minimax cng mi
lin h ca n vi bi ton ti u v cn bng.
12.1. Hmyn nga
Trong nhiu vn , ta thng phi lm vic vi mt song
hm, tc l mt hm s thc ca hai nhm bin c tnh cht l
ta li theo nhmbin th nht khi nhmbin th hai c nh v
ta lm theo nhm bin th hai, khi nhm bin th nht c nh.
Cc song hmny c gi l hmyn nga. nh ngha hm
yn nga, ta nhc li rng mt hm s thc c gi l ta li
trn mt tp li C, nu vi mi s thc tp mc di
x C [(x)
li. Tng t hm c gi l ta lm trn C nu l hm
ta li trn C.
D thy rng nu ta li trn C th vi mi x, y C v
[0, 1] ta c
(x + (1 )y) max((x), (y)).
Tng t nu ta lm trn C, th vi mi x, y C v
[0, 1] ta c
(x + (1 )y) min((x), (y)).
T nh ngha suy ra ngay l mi hm li (lm) trn C, u
ta li (ta lm) trn C. Mt v d v hm ta li khng phi l
hm li l hm phn thc a-phin c dng sau
(x) :=
a
T
x +
b
T
x +
trong a, b, x IR
n
v , IR.
Hm ny va ta li va ta lm trn mi tp li C, m trn
mu s khc 0.
12.1 Hm yn nga 207
n
, D IR
m
l cc tp li khc rng
v f : C D IR. Hm f c gi l hm yn nga trn C D,
nu vi mi y D c nh, hm f (., y) ta li trn C v vi mi
x C c nh, hm f (x, .) ta lm trn D.
im yn nga
Hnh 6. Hm yn nga
Mt hm yn nga cng c gi l hm ta - li ta - lm.
Do mi hm li u l ta li v mi hm lm u ta lm, nn
hm li-lm (ni ring hm song tuyn) l hm yn nga.
nh ngha 12.2. Mt im (x
, y
) CD c gi l im yn
nga ca hm f trn C D nu
f (x
, y) f (x
, y
) f (x, y
) x C, y D.
T nh ngha suy ra ngay rng x
l im cc tiu ca hm
f (., y
) trn C v y
D l im cc i ca hm f (x
, .) trn
D.
V d 1. f (x, y) := x
T
Ay + a
T
x + b
T
y + trong A l ma trn
thc cp mn v a IR
n
, b IR
m
l hmyn nga trn IR
n
IR
m
,
v y l hm song tuyn.
V d 2. Cho f v g
j
(j = 1, ..., m) l cc hm li trn tp li C.
Khi hm
L(x, y) := y
0
f (x) +
m
j=1
y
j
g
j
(x)
l hm yn nga trn C IR
m+1
+
v n l hm li theo x trn C v
tuyn tnh theo y trn IR
m+1
+
. Hm L ny thng c gi l hm
Lagrange ca bi ton ti u
minf (x) [x C, g
j
(x) 0, j = 1, ..., m.
V d 3. (Tr chi khng hp tc). Xt mt tr chi khng hp tc
gm hai u th. Gi C l tp chin lc ca u th th nht
(u th 1) v D l tp chin lc ca u th th hai (u th
2). Nh vy u th 1 ch c php chn cc phng n chi
trong tp C v u th 2 ch c chn trong D. Cp phng n
(x, y) c gi l chp nhn c khi (x, y) C D.
Gi s f
1
: C D IR l hm thua thit ca u th 1; tng
t f
2
: C D IR l hm thua thit ca u th 2: ngha l nu
u th 1 chn phng n chi x C v u th 2 chn phng
n chi y D, th u th 1 thua thit l f
1
(x, y) v u th 2
thua thit l f
2
(x, y). L t nhin l mi u th u mun chn
phng n chi, sao cho thua thit ca mnh l nh nht. iu
ny dn n khi nim im cn bng c nh ngha nh sau:
Ta gi (x
, y
) C D l im cn bng ca tr chi nu
f
1
(x
, y
) = min
xC
f
1
(x, y
)
v
f
2
(x
, y
) = min
yD
f
2
(x
, y).
Nh vy im cn bng ca tr chi l mt cp phng n chp
nhn c, ti thua thit ca mi i th u thp nht (khi
i th kia chn phng n ca mnh trong cp phng n cn
bng).
Thng thng ngi ta gi s f
1
(x, y) + f
2
(x, y) = 0 vi mi
x C, y D. Gi thit ny c ngha rng phn thua thit ca
12.1 Hm yn nga 209
u th ny, chnh l phn thng ca u th kia. Vy ta c th
coi
f
1
(x, y) = f (x, y), f
2
(x, y) = f (x, y).
hm f c gi l hm gi tr ca tr chi.
Vi gi thit ny, ta thy rng (x
, y
) l im cn bng ca
tr chi khi v ch khi
(x
, y
) CD f (x
, y) f (x
, y
) f (x, y
) x C, y D..
Nh vy im cn bng ca tr chi chnh l im yn nga ca
hm gi tr trn tp chin lc C D.
Tht vy, ta c
f
1
(x
, y
) = f (x
, y
) = min
xC
f (x, y
)
v
f
2
(x
, y
) = f (x
, y
) = min
yD
_
f (x
, y)
_
= max
yD
f (x
, y).
Vy
f (x
, y
) = max
yD
f (x
, y).
Chng t (x
, y
) l im yn nga ca hm f trn C D.
D nhin khng phi bt k song hm no cng c im yn
nga. Hy xt v d sau:
Cho
f (x, y) = x
2
+y(x 1), vi x, y IR,
Hm ny khng c im yn nga trn tp C D vi C = D =
IR
+
.
Mc tip theo trnh by cc nh l minimax, t c th suy
ra s tn ti im yn nga.
12.2. nh l minimax
Cho mt song hm f : CD IR. Nhiu vn trong ti u
ho, l thuyt tr chi v cc lnh vc khc a n cu hi khi
no c ng thc
:= sup
yD
inf
xC
f (x, y) = inf
xC
sup
yD
f (x, y) := (12.1)
ng thc ny ni rng vic ly cn trn ng v cn di ng
c th hon v cho nhau. Ch rng, t nh ngha ca cn trn
ng v cn di ng, ta c ngay
sup
yD
inf
xC
f (x, y) inf
xC
sup
yD
f (x, y). (12.2)
Tuy nhin bt ng thc ngc li ch ng vi nhng iu kin
nht nh cho song hm f v cc tp C, D. Cc nh l minimax
l cc nh l nghin cu cc iu kin c ng thc (12.1).
Trc ht ta xt b quan trng sau, l c s chng minh
cc nh l minimax.
B 12.1. Cho C IR
n
, D IR
m
l cc tp li, ng khc rng v
f : C D IR. Gi s vi mi y D, hm f (., y) ta li, na lin
tc di trn C v vi mi x C, hm f (x, .) ta lm, na lin tc
trn trn D. Khi ta c:
(i) Vi mi
/
> := sup
yD
inf
xC
f (x, y) v mi tp hu hn
N D, tp
C(N) := x C [ max
yN
f (x, y)
/
,= .
(ii) Vi mi
/
< = inf
xC
sup
yD
f (x, y) v mi tp hu hn
M C, tp
D(M) := y D [ min
xM
f (x, y)
/
,= .
12.2 nh l minimax 211
Chng minh. t
C
/
(y) := x C [ f (x, y)
/
.
Do C li, f (., y) ta li v na lin tc di, nn C
/
(y) li ng.
rng khng nh (i) c ngha l
yN
C
/
(y) ,= .
Ta chng minh (i) bng quy np theo s phn t ca N.
Khi N ch c duy nht mt phn t y, tp C
/
(N) = C
/
(y) =
x C[ f (x, y)
/
. Do
/
> inf
xC
f (x, y), nn theo nh
ngha ca cn di ng, tn ti x C tho mn f (x, y)
/
.
Suy ra C
/
(N) ,= . Vy (i) ng khi N ch c mt phn t.

Gi s (i) ng vi N c k phn t . Ta chng t n ng khi
N c k + 1 phn t. Gi s N := y
1
, ..., y
k
, y
k+1
. t
C
/
/ (y
i
) := C
/ (y
i
) C
/ (y
k+1
) (i = 1, ..., k)
Khi
k+1
i=1
C
/ (y
i
) =
k
i=1
C
/
/
(y
i
).
Theo gi thit qui np
k
i=1
C
/
/
(y
i
) ,= , nu nh cc tp
C
/
/
(y
i
) = C
/ (y
i
) C
/ (y
k+1
) ,=
Vy vn cn li l chng minh rng vi hai im bt k a, b
D, th C
/ (a) C
/ (b) ,= .
Gi s tri li. Do tnh na lin tc di theo bin th nht
ca hm f , ta ch cn chng minh (i) cho vi bt k (,
/
).
Do > sup
yD
inf
C
f (x, y), nn C
(y) ,= y D. n
gin, sau y vi mi y, ta vit C(y) thay cho C
(y).
Ly y
t
:= ta + (1 t)b vi 0 t 1. Do D li, nn y
t
D. Vi
mi x C(y
t
) ta c f (x, y
t
) . Do f ta lm theo bin th hai,
nn f (x, y
t
) minf (x, a), f (x, b). Vy minf (x, a), f (x, b)
. Do hoc f (x, a) hoc f (x, b) . V iu ny ng vi
mi x C(y
t
), nn
C(y
t
) C(a) C(b). (12.3)
Do C(a), C(b), C(y
t
) li v hai tp C(a), C(b) ri nhau, nn t
(12.3) suy ra
C(y
t
) C(a) hoc C(y
t
) C(b). (12.4)
t
M
a
:= t [0 t 1 : C(y
t
) C(a),
M
b
:= t [0 t 1 : C(y
t
) C(b).
Hin nhin 0 M
a
, 1 M
b
v M
a
M
b
= [0, 1].
Mt cch hon ton tng t nh trn, ta chng minh c
C(y
t
) C(y
t
1
) C(y
t
2
) t [t
1
, t
2
] [0, 1].
D kim tra c rng, t M
a
, ko theo [0, t] M
a
v t M
b
ko theo [t, 1] M
b
.
t s := sup M
a
. Gi s s M
a
(nu s M
b
, th cng l
lun tng t). V > inf f (x, y
s
), nn tn ti x C sao cho
f ( x, y
s
) < . Do tnh na lin tc trn ca f ( x, .), nn f ( x, y
t
) <
vi mi t > s v gn s. Ni cch khc x C(y
t
) vi mi t
gn s. Khi C(y
t
) C(a). T y, theo nh ngha ca M
a
,
ta c t M
a
. Nhng t > s = sup M
a
: mu thun. Nh vy
C(a) C(b) ,= .
iu khng nh (ii) c th suy ra t khng nh (i), vi ch
hmf ta li v na lin tc di theo bin th hai v
min
xM
_
sup
yD
f (x, y)
_
= max
xM
_
inf
yD
(f (x, y)
_
.
Ta s s dng b ny chng minh nh l minimax sau:

nh l 12.1. Cho C IR
n
, D IR
m
l cc tp li, ng khc rng
v f : C D IR. Gi s vi mi y D, hm f (., y) ta li, na
lin tc di trn C v vi mi x C, hm f (x, .) ta lm, na lin
tc trn trn D. Khi nu c mt trong hai iu kin sau:
(A) C mt tp hu hn N
D v mt s
> sao cho tp

C(N
) := x C [ max
yN
f (x, y)
compact
(B) C mt tp hu hn M
C v mt s
< sao cho tp

D(M
) := y D [ min
xM
f (x, y)
compact. Khi
sup
yD
inf
xC
f (x, y) = inf
xC
sup
yD
f (x, y).
C th hn, ta c
sup
yD
min
xC(N
)
f (x, y) = inf
xC
sup
yD
f (x, y).
nu c (A) v
inf
xC
sup
yD
f (x, y) = max
yD(M
)
inf
xC
f (x, y).
nu c (B).
Chng minh. Ta gi s c (A) (trng hp c (B), chng minh
hon ton tng t). Khi < +. Do (12.2), nn ch cn
chng minh
inf
xC
sup
yD
f (x, y)
Ly (, ) bt k v xt tp
C
/
(y) := C(N
) C(y).
Ap dng B 12.1 vi tp N = N
y v
/
= , ta c
C
/
(y) ,= . Cng theo b ny h tp C
/
(y) [y D c tnh
cht tng giao hu hn. Ngoi ra tt c cc tp ny u nm
trong tp compact C(N
). Do theo nh l tng giao hu

hn (nh l Helley) ca cc tp li ng, ta c
yD
C
/
(y) ,= .
Nhng theo nh ngha ca C
/
(y), th
yD
C
/
(y) =
yD
C(y).
Ly x

yD
C(y). Ta c
x
C(N
), f (x
, y) y D.
Suy ra
min
xC(N
)
sup
yD
f (x, y) sup
yD
f (x
, y) .
Do l s bt k tho mn , nn ta c iu phi chng
minh l
min
xC(N
)
sup
yD
f (x, y).
Nhn xt 1. iu kin (A) s tho mn nu c iu kin bc sau;

(AC) C mt tp hu hn N
D sao cho
max
yN
f (x, y) + khi x C, [[x[[ +

iu kin (B) tho mn nu ta c iu kin bc sau:
(BC) C mt tp hu hn M
C sao cho
min
yM
f (x, y) khi y D, [[y[[ +.

Tht vy, gi s c (AC). Ta c th gi thit
:= sup
yD
inf
xC
f (x, y) < +,
v nu tri li ng thc minimax (12.1) lun ng. Ly > ,
th tp
C(N
) := x D[ sup
yN
f (x, y)
b chn (v do d compact), v nu c mt dy x
C(N
) vi
[[x
[[ +, th theo iu kin (AC), ta c sup

yN
f (x
, y)
+. Vy (AC) ko theo (A).
Tng t ta chng minh c (BC) ko theo (B).
Nhn xt 2. Hin nhin, nu C l tp compact, th (A) tho mn
v nu D l tp compact, th (B) tho mn.
By gi ta xt mt ng dng ca nh l minimax cho bi ton
ti u sau, c xt chng 9:
f
:= minf (x) [x X, g
j
(x) 0, j = 1, ..., m (OP)
Hm Lagrange ca bi ton ny c cho bi
L(x, y) := f (x) +
m
j=1
y
j
g
j
(x).
Vi mi y 0, t
d(y) := inf
xX
L(x, y)
v xt bi ton
d
:= supd(y) : y 0. (OD)
Ta ni (OD) l bi ton i ngu ca (OP), cn (OP) c gi l bi
ton gc. T nh ngha, suy ra ngay rng
d
= sup
y0
d(y) inf
xX
sup
y0
L(x, y) = f
.
Trong trng hp f
= d
, tc l gi tr ti u ca bi ton
i ngu bng gi tr ti u ca bi ton gc, th ta s ni hai bi
ton ny l cp i ngu chnh xc. Khi
sup
y0
inf
xX
L(x, y) = inf
xX
sup
y0
L(x, y).
Nh vy trong trng hp c i ngu chnh xc, ta s c nh l
minimax cho hmLagrange trn tp XIR
m
+
. T nh l minimax
12.1, c th suy ra mnh sau:
Mnh 12.1. Gi s X ,= l mt tp li, ng trong IR
n
v f , g
j
(j = 1, ..., m) l cc hm thc, li, na lin tc di trn X. Ngoi ra
iu kin Slater: tn ti x
0
X sao cho g
j
(x
0
) < 0 vi mi j. Khi
(OP) v (OD) l cp i ngu chnh xc.
Chng minh. Ap dng nh l 12.1 cho hm Lagrange vi C :=
X, D := IR
m
+
. Ly M
:= x
0
. Theo iu kin Slater v do y
j
0
vi mi j, suy ra
L(x
0
, y) = f (x
0
) +
m
j=1
y
j
g
j
(x
0
) khi [[y[[ +.
Theo nhn xt 1, iu kin (BC) tho mn, do ta c
sup
y0
inf
xX
L(x, y) = inf
xX
sup
y0
L(x, y).
Vy (OP) v (OD) l cp i ngu chnh xc.
Mnh di y cho mi lin h gia im yn nga ca
hm Lagrange v nghim ti u ca cp bi ton i ngu.
Mnh 12.2. Gi s X li, ng, khc rng, f , g
j
(j = 1, ..., m) li,
na lin tc di trn X v iu kin Slater c tho mn. Khi x
l nghim ti u ca (OP) khi v ch khi tn ti y
sao cho (x
, y
) l
im yn nga ca hm Lagrange L trn X IR
m
+
. Trong trng hp
ny, y
s l nghim ti u ca bi ton i ngu (OD) tho mn iu

kin lch b y
j
g
j
(x
) = 0 vi mi j.
Chng minh. Gi s x
l nghim ti u ca (OP). Theo mnh

trn, hai bi ton (OP) v (OQ) l cp i ngu chnh xc. Khi
, tn ti y
0 sao cho
f (x
) = d(y
) = inf
xX
L(x, y
).
T y c
f (x
) L(x, y
) x X.
Ni ring, khi x = x
ta c
f (x
) f (x
) +
m
j=1
y
j
g
j
(x
).
T y v do y
j
0 v g
j
(x
) 0 vi mi j, nn
y
j
g
j
(x
) = 0 j
v do
f (x
) = L(x
, y
) L(x, y
) x X.
Chng t x
l im cc tiu ca L(., y
) trn X.
Ngoi ra, li t y
j
g
j
(x
) = 0 j v nh ngha ca L(x
, y
), ta
c
L(x
, y
) = f (x
) f (x
) +
m
j=1
y
j
g
j
(x
) = L(x
, y) y 0.
Vy y
l im cc i ca hm L(x
, .) trn IR
m
+
. Kt hp li, ta
thy (x
, y
) l im yn nga ca L trn X IR
m
+
.
By gi gi s (x
, y
) l im yn nga ca L trn X IR
m
+
.
Trc ht ta c g
j
(x
) 0 vi mi j. Tht vy, v nu tn ti i sao

cho g
i
(x
) > 0, th ly y = e
i
, trong 0 v e
i
l vc-t n
v th i ri cho +, s c L(x
, e
i
) + khi +.
iu ny mu thun vi L(x
, y) L(x
, y
). T y ta c
L(x
, 0) = f (x
) f (x
) +
m
j=1
y
j
g
j
(x
) = L(x
, y
).
Th nhng do (x
, y
) l imyn nga, nn L(x
, y
) L(x
, y)
vi mi y 0, nn t bt ng thc trn, ta suy ra y
j
g
j
(x
) = 0
vi mi j. Khi , do x
l im cc tiu ca hm L(., y
) trn X,
nn
f (x
) = L(x
, y
) f (x) +
m
j=1
y
j
g
j
(x
) x X.
Vy
f (x
) f (x) x X, g
j
(x) 0 j = 1, ..., m.
Chng t x
l nghim ti u ca (OP).
chng t y
l nghim ti u ca bi ton i ngu (OD)

ta ch rng
d(y) = inf
xX
_
f (x) +
m
j=1
y
j
g
j
(x)
_
f (x
) +
m
j=1
y
j
g
j
(x
) f (x
) y 0.
Th nhng
d(y
) = min
xX
L(x, y
)
= f (x
) +
m
j=1
y
j
g
j
(x
) = f (x
).
Vy d(y
) d(y) y 0. Chng t y
l nghim ti u ca bi
ton i ngu (OD). .
Bi ton cn bng
Phn trn ta c dp xt m hnh cn bng cho tr chi
khng hp tc hai i th. By gi ta xt mt m hnh c nhiu
i tc (i th) tham gia, trong mi i tc u c mt hm
li ch ring. Gi s mi quyt nh ca i tc ny li ph thuc
vo chin lc ca cc i tc khc. Thng thng li ch ca cc
i tc hay mu thun, thm ch i khng nhau. Trong trng
hp ny mt phng n ti u cho tt c cc i tc thng l
khng tn ti. Khi ngi ta ngh n mt phng n mang
tnh cn bng "thu ht" c mi i tc, theo ngha nu bt
k mt i tc no ra khi im cn bng, trong khi cc i
tc cn li chn phng n cn bng, th i tc kia s b thua
thit. Ta s hiu r thm v khi nim cn bng khi xt bi ton
cn bng Nash trong tr chi khng hp tc, s c trnh by
di y.
Mt cch hnh thc, ta s m t bi ton cn bng nh sau:
Cho C l mt tp li ng trong IR
n
v : C C IR. Xt bi
ton sau, thng c gi l bi ton cn bng hay l bt ng
thc Ky Fan:
Tm
x C sao cho (x, y) 0 y C. (EP)
V mt hnh thc, bi ton ny kh n gin, tuy nhin n
bao hm c nhiu lp bi ton quan trng thuc nhiu lnh
vc. Di y l mt s v d in hnh.
1. Bi ton ti u. Xt bi ton
min(x)[ x C.
t
(x, y) := (y) (x).
Hin nhin
(x) (y) y C (x, y) 0 y C.
Vy bi ton ti u trn l mt trng hp ring ca bi ton
(EP).
2. Bt ng thc bin phn. Trong Chng 5 ta xt n bi
ton bt ng thc bin phn n tr v mt ng dng ca php
chiu vung gc cho bi ton . Di y, ta xt bi ton bt
ng thc bin phn a tr sau:
Cho C l mt tp li ng khc rng trong IR
n
v F : C 2
IR
n
l mt nh x a tr (tc l vi mi x C, gi tr F(x) l mt tp
khc rng trong IR
n
).
Xt bi ton:
Tm x C, v F(x) sao cho
v, y x 0 y C. (VI)
Gi s vi mi x C, tp F(x) li, compact khc rng. Vi mi
x, y C, t
(x, y) := max
vF(x)
v, y x.
T y suy ra ngay rng, (x, y) 0 vi mi y C, khi v ch khi
x l nghim ca (VI).
Mt trng hp ring quan trng ca bi ton (VI) l khi C =
IR
n
+
v F n tr. Khi bi ton (VI) tng ng vi bi ton
sau, c gi l bi ton b:
Tm
x 0, sao cho F(x) 0, x
T
F(x) = 0. (CP)
Ta ch ra rng bi ton (CP) ny tng ng vi bt ng
thc bin phn Tm x 0, sao cho
F(x), y x 0 y 0.
theo ngha tp nghim ca hai bi ton ny trng nhau.
Tht vy, nu x l nghim ca bt ng thc bin phn th
F(x), y x 0 y 0.
Ln lt chn y = x + e
i
(vc t n v th i) ta c F
i
(x) =
F(x), x +e
i
x = F(x), e
i
) 0. Vy F
i
(x) 0 vi mi i. Ngoi
ra nu chn y = 0 ta c 0 F(x), x 0. Suy ra x
T
F(x) = 0.
iu ngc li mi nghimca bi ton b u l nghimca
bt ng thc bin phn l hin nhin.
3. Bi ton im bt ng Kakutani. Cho F : C 2
C
. im x
c gi l im bt ng ca F nu x F(x). Gi s vi mi
x C, F(x) li, compact, khc rng. Khi bi ton tm mt
im bt ng ca F tng ng vi bi ton cn bng (EP) .
Tht vy, vi mi x, y C, t
(x, y) := max
vF(x)
x v, y x.
Tht vy, hin nhin l nu x F(x), th theo nh ngha ca
(x, y) ta c (x, y) 0 y C.
Ngc li, gi s x l nghim ca bi ton (EP), tc l x C
v (x, y) 0 vi mi y C. Khi ly y F(x) sao cho
x y, y x = max
vF(x)
x v, v x.
Do F(x) ,= , compact, nn y tn ti. Khi do x l nghim ca
(EP), nn
0 (x, y) = x y, y x = [[x y[[
2
Suy ra x = y F(x). Do x l im bt ng ca F.
4 . Cn bng Nash trong tr chi khng hp tc. Xt mt tr chi
c p ngi chi (u th). Ga s C
j
IR
P
j
l tp phng n m
u th th j c th la chn trong (gi l tp chin lc). t
C := C
1
C
2
... C
p
v gi
j
: C IR l hm li ch ca u
th j. Ga s
j
(x
1
, ...x
j
, ..., x
p
) l li ch ca u th j khi u th
ny chn phng n chi x
j
C
j
, cn cc u th k khc chn
phng n chi l x
k
C
k
vi mi k ,= j.
nh ngha 12.1 (im cn bng Nash)Ta gi x
= (x
1
, ..., x
p
) l
im cn bng ca = (
1
, ...
p
) trn C = C
1
C
2
... C
p
nu
vi mi j v mi y
j
C
j
, ta c
j
(x
1
, ..., x
j1
, y
j
, x
j+1
, ...x
p
)
j
(x
1
, ..., x
j1
, x
j
, x
j+1
, ...x
p
).
nh ngha ny cho thy rng nu mt i th j no ri khi
phng n cn bng, trong khi cc i th khc vn gi phng
n cn bng, th i th j s b thua thit. y chnh l l do m
khi nim cn bng ny c chp nhn trong thc t. im cn
bng ny c gi l cn bng Nash v khi nim ny do nh
kinh t hc F. Nash a ra u tin. Di y bi ton cn bng
Nash s c hiu l bi ton tm mt im cn bng (Nash) ca
trn C. Ta s k hiu bi ton ny l N(, C). Bi ton cn bng
Nash c th m t di dng bi ton cn bng (EP). Tht vy,
hy xy dng hm : C C IR, bng cch t
(x, y) :=
p
j=1
_
j
(x)
j
(x
1
, ..., x
j1
, y
j
, x
j+1
, ..., x
p
)
_
Hin nhin nu x
l mt im cn bng Nash, th (x
, y)
0 y C.
Ngc li, gi s x
C l nghim ca bi ton (EP), tc l

(x
, y) 0 y C. Ta s chng t x
= (x
1
, ..., x
p
) vi x
j
C
j
l mt im cn bng Nash. Tht vy, nu tri li, s tn ti j v
mt y
j
C
j
sao cho
j
(x
1
, ..., x
j1
, x
j
, x
j+1
, ..., x
p
) <
j
(x
1
, ..., x
j1
, y
j
, x
j+1
, ..., x
p
).
Khi vi phng n y = (x
1
, ..., x
j1
, y
j
, x
j+1
, ...x
p
), theo nh
ngha ca hm , ta c
(x
, y) =
j
(x
1
, ..., x
j1
, y
j
, x
j+1
, ..., x
p
)
j
(x
) < 0.
Mu thun vi vic x
l nghim ca (EP).
Nhn xt 4. Trong cc bi ton va k trn, hm cn bng c
tnh cht (y, y) = 0 vi mi y C.
Di y ta s chng minh mt kt qu v s tn ti nghim
ca bi ton cn bng (EP) da trn nh l Minimax 12.1
Mnh 12.3. Cho C l mt tp li ng khc rng v hm c cc
tnh cht: (x, .) l hm ta li, na lin tc di trn C, (., y) l hm
ta lm, na lin tc trn trn C. Ngoi ra (y, y) = 0 vi mi y C.
Gi s
(A1) C mt tp hu hn N
C sao cho tp
C(N
) := x C [ min
yN
(x, y) 0
compact, hoc
(B1) C mt tp hu hn M
C sao cho tp
D(M
) := y C [ max
xM
(x, y) 0
compact. Khi bi ton (EP) c nghim.
Chng minh. t f (x, y) := (x, y) v D C. Khi hm f
tho mn mi iu kin ca nh l 12.1. Theo nh l Minimax
12.1, ta c
sup
yC
inf
xC
f (x, y) = inf
xC
sup
yC
f (x, y). (12.5)
Ta s chng t
inf
xC
sup
yC
f (x, y) = 0. (12.6)
Tht vy, ta c
inf
xC
sup
yC
f (x, y) inf
xC
f (x, x) = 0;
ng thc cui l do f (x, x) = 0.
Mt khc
sup
yC
inf
xC
f (x, y) sup
yC
f (y, y) = 0. (12.7)
T (12.5), (12.6) v (12.7) suy ra
sup
yC
inf
xC
f (x, y) = inf
xC
sup
yC
f (x, y) = 0.
Gi s iu kin (A1) tho mn, theo nh l 12.1 tn ti x
C(N
) C sao cho
min
xC(N
)
sup
yC
f (x, y) = 0.
t s(x) := sup
yC
f (x, y). Do f (., y) na lin tc di trn C,
nn s cng na lin tc di trn C. Do C(N
) l tp compact,
nn tn ti x
C(N
), sao cho s(x
) = min
xC(N
)
s(x) = 0.
Hay s(x
) = sup
yC
f (x
, y) = 0. Suy ra f (x
, y) 0 vi mi
y C. Vy (x
, y) = f (x
, y) 0 vi mi y C. Chng t x
l nghim ca bi ton cn bng (EP).

Nhn xt 6. Cng tng t nh nh l 2.1. iu kin (A1) s
tho mn nu c iu kin bc sau:
Tn ti tp hu hn N
C sao cho min

yN
(x, y) khi
x C, [[x[[ +.
12.3 Bi tp 225
Tng t (B1) tho mn nu
Tn ti tp hu hn M
C sao cho max

xM
(x, y) + khi
y C, [[y[[ +.
12.3. Bi tp
12.1. Cho f l hm li, ng chnh thng trn IR
n
. Chng
minh rng:
(x + f )
1
l hm n tr v xc nh khp ni.
12.2. Tm v d chng t rng bi ton cn bng
tm x
C sao cho (x
, x) 0 x C
c th khng c nghim cho d C l tp li compact khc rng v
hm lin tc trn C C.
12.3. Gi s (x, x) = 0 vi mi x C. Chng t rng x
l
nghim ca bi ton cn bng
Tm x
C sao cho (x
, x) 0x C
khi v ch khi x
S(x
), trong S(x) l tp hp cc im cc
tiu ca hm (x, .) trn C.
12.4. Gi s (x, x) = 0 vi mi x C. t
g(x) := sup
yC
(x, y)
Chng t rng g(x) 0, x C v g(x) = 0, x C khi v ch khi
(x, y) 0 vi mi y C.
12.5. Cho T : C IR
n
tho mn iu kin Lipschitz
[[T(x) T(y)[[ L[[x y[[ x, y C.
Chng t rng khi tn ti cc hng s c > 0, d > 0 sao cho vi
mi x, y, z C, ta c
T(y) T(x), z y c[[y x[[
2
d[[z y[[
2
.
Ti liu tham kho
[1] Aubin J.P. and Ekeland I. (1984)Applied Nonlinear Analysis,
John Willey and Sons.
[2] Blum E. and Oettli W. (1994) From optimization and varia-
tional inequality to equilibriumproblems, Math. Student 63,
127 - 149.
[3] Facchinei F. Pang J.S. (2003) Finite-Dimensional Variational
Inequalities and Complementary Problems, Springer-Verlag,
NewYork .
[4] Konnov I. V. (2000) Combined Relaxation Methods for Varia-
tional Inequalities, Springer-Verlag, Berlin.
[5] L Dng Mu (1998) Nhp mn cc phng php ti u, Nh
xut bn KHKT.
[6] Vn Lu and Phan Huy Khi (2000) Gii tch li, Nh xut
bn KHKT.
[7] Nguyen V. H. (2002) Lecture Notes on Equilibrium Problems
CIUF-CUD Summer School on Optimization and Applied
Mathematics, Nha Trang.
[8] Rockafellar R. T. (1970) Convex Analysis, Princeton University
Press.
228 TI LIU THAM KHO
[9] Tuy H. (2003) Convex Analysis and Global Optimization Kluwer
Academic Publishers.
Danh mc t kha
A
a-phin . . . . . . . . . . . . . . . . . . . . . . 12
B
bt ng thc bin phn . . . . 73
bao ng . . . . . . . . . . . . . . . . . . 110
bao a-phin . . . . . . . . . . . . . . 12, 36
Bao li . . . . . . . . . . . . . . . . . . . . . . 36
Bao li ng . . . . . . . . . . . . . . . . 43
bao li cn di . . . . . . . . . . . 119
bao nn li . . . . . . . . . . . . . . . . . 36
bin tng i . . . . . . . . . . . . . . 26
C
cc i a phng . . . . . . . . 128
cc i ton cc . . . . . . . . . . . 128
cc i tuyt i . . . . . . . . . . . 128
cc tiu a phng . . . . . . . 128
cc tiu a phng . . . . . . . . 44
cc tiu tuyt i . . . . . . . . . . 128
cnh. . . . . . . . . . . . . . . . . . . . . . . . 50
Carathodory. . . . . . . . . . . . . . . 39
chnh tc. . . . . . . . . . . . . . . . . . . . 59
chnh thng . . . . . . . . . . . . . . 106
chiu . . . . . . . . . . . . . . . . . . . . . . . 36
D
o hm theo hng. . . . . . . 168
im bin. . . . . . . . . . . . . . . . . . . 41
im cc bin . . . . . . . . . . . 42, 50
im cc tiu ton cc . . . . . . 44
im trong . . . . . . . . . . . . . . . . . 41
im trong tng i . . . . . . . 26
im yn nga . . . . . . . . . . . . 207
nh . . . . . . . . . . . . . . . . . . . . . . . . 18
nh khng suy bin. . . . . . . . 58
on thng. . . . . . . . . . . . . . . . . 12
thng. . . . . . . . . . . . . . . . . . . . 53
c lp a-phin . . . . . . . . . . . . . . 17
ng. . . . . . . . . . . . . . . . . . 106, 187
n iu. . . . . . . . . . . . . . . . . . . . 74
n iu cc i . . . . . . . . . . . 186
n iu mnh . . . . . . . . . . . . . 74
n iu tun hon. . . . . . . . 185
n iu tun hon cc i 186
n hnh . . . . . . . . . . . . . . . . . . . 18
n hnh chun tc . . . . . . . . . 18
ng thng. . . . . . . . . . . . . . . . 11
din . . . . . . . . . . . . . . . . . . . . . . . . 50
di o hm . . . . . . . . . . . . . 173
di tuyn tnh. . . . . . . . . . . . 109
230 DANH MC T KHA
E
cc tiu. . . . . . . . . . . . . . . . . 201
-di o hm ca . . . . . . . 199
H
hnh chiu . . . . . . . . . . . . . . . . . . 68
hm mt cu . . . . . . . . . . . . . . 107
hm a-phin. . . . . . . . . . . . . . . . 107
hm cn di . . . . . . . . . . . . . . 119
hm cn trn . . . . . . . . . . . . . . 118
hm ch . . . . . . . . . . . . . . . . . . . 107
hm chun . . . . . . . . . . . . . . . . 107
hm khong cch. . . . . . . . . . 107
hm li . . . . . . . . . . . . . . . . . . . . 104
hm lm. . . . . . . . . . . . . . . . . . . 105
hm Lagrange . . . . . . . . . . . . . 130
hm lin hp . . . . . . . . . . . . . . 154
hm mc tiu. . . . . . . . . . . . . . . 44
hm ta. . . . . . . . . . . . . . . . 98, 107
hm tng chp. . . . . . . . . . . . . 108
hm yn nga . . . . . . . . . . . . . 207
h bt ng thc li . . . . . . . 140
h s li . . . . . . . . . . . . . . . . . . . 106
hng chp nhn c . . . . . 21
hng cc bin . . . . . . . . . . . . . 50
hng li xa . . . . . . . . . . . . . . . . 20
hng v hn. . . . . . . . . . . . . . . 20
K
khng gian con. . . . . . . . . . 15, 16
khng gian con song song . . 16
khng gian hng . . . . . . . . . . 136
khng gian thng . . . . . . 53, 137
kh di vi phn . . . . . . . . . . 173
L
li cht . . . . . . . . . . . . . . . . . . . . 104
li mnh. . . . . . . . . . . . . . . . . . . 104
Lipschitz a phng . . . . . . 114
M
mt mt . . . . . . . . . . . . . . . . . . . . 60
m tng i . . . . . . . . . . . . . . . 26
min chp nhn c . . . . . . . 44
min hu dng. . . . . . . . . . . . 103
min rng buc . . . . . . . . . . . . . 44
N
nn. . . . . . . . . . . . . . . . . . . . . . . . . 19
nn i cc . . . . . . . . . . . . . . . . . 21
nn chp nhn c . . . . . . . . 22
nn li . . . . . . . . . . . . . . . . . . 19, 20
nn li ng. . . . . . . . . . . . . . . . 21
nn li a din . . . . . . . . . . . . . 19
nn li xa . . . . . . . . . . . . . . 20, 136
nn nhn . . . . . . . . . . . . . . . . . . . 19
nn php tuyn. . . . . . . . . . . . . 21
nn tip xc . . . . . . . . . . . . . . . . 22
na khng gian. . . . . . . . . . . . . 15
na khng gian ng . . . . . . . 15
na khng gian m . . . . . . . . . 15
na khng gian ta . . . . . . . . . 50
na lin tc di . . . . . . . . . . 110
na lin tc trn . . . . . . 110, 187
P
php bin i Legendre-
Fenchel . . . . . . . . . . . . 154
phng n chp nhn c . 44
DANH MC T KHA 231
phim hm c . . . . . . . . . . . . . . 30
phim hm Minkowski . . . . . 30
S
siu phng . . . . . . . . . . . . . . 14, 15
siu phng ta. . . . . . . . . . . . . . 50
T
tch . . . . . . . . . . . . . . . . . . . . . . . . 82
tch ng . . . . . . . . . . . . . . . . . . 85
tch cht . . . . . . . . . . . . . . . . . . . . 82
tp i cc . . . . . . . . . . . . . . . . . 96
tp ng. . . . . . . . . . . . . . . . . . . . 41
tp a-phin. . . . . . . . . . . . . . . 14, 15
tp com-pc . . . . . . . . . . . . . . . . 41
tp li . . . . . . . . . . . . . . . . . . . . . . 12
tp li a din . . . . . . . . . . . . . . 18
tp mc di . . . . . . . . . . . . . . 136
tp mc trn. . . . . . . . . . . . . . . 136
ta trng tm. . . . . . . . . . . . 42
t hp a-phin . . . . . . . . . . . . . . 12
t hp li . . . . . . . . . . . . . . . . . . . 12
th nguyn . . . . . . . . . . . . . . . . . 36
th nguyn . . . . . . . . . . . . . . . . 16
thun nht dng . . . . . . . . . 109
tia cc bin . . . . . . . . . . . . . . . . . 50
trn th . . . . . . . . . . . . . . . . . 104
V
vc-t php tuyn. . . . . . . . . . . 15

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L DNGMU v NGUYNVNHIN

f (x): -di vi phn ca f ti x;

> 0 vi mi j = 1, ..., k 1, nn theo gi thit quy np, im

Ap dng mnh trn vi ch rng riC C, ta c h qu sau:

Ta nhc li cc khi nim v im trong, im bin, tp com-

l mt nghim ti u ca (P1). Theo nh

l nghim ti u ca bi ton (P1) v do E coE,

Nh li rng mt vc- t d ,= 0 c gi l hng li xa, hay

Mnh sau y cho mt c trng v din ca mt tp li

l na khng gian ta ca C. Th nhng na khng gian ny

Chng minh nh l 6.2. Gi s C l tp compact. Ta ch ra tp

l khng gian vung gc

li ng, cha gc v n l giao ca cc na

c suy trc tip t nh ngha. By gi gi s

, Mu thun vi bt ng thc sau. Vy E = E

98 Nhp mn gii tch li ng dng

l tp li ng, v do , theo mnh

7.2 Trng hp tp li a din 99

. Do reC l nn li ng, nn (reC)

). Chng minh rng tp i

Theo mnh trn, trnh lm vic vi cc hm li ng

int(domf ), cc khng nh sau y l tng ng:

116 Nhp mn gii tch li ng dng

trn tp coE, k hiu

)(x) := inf IR[ x coE, (x, ) co(

} l hm li trn coE c tnh cht sau:

(coE IR). Hm bao li cn di co(

C c gi l cc tiu a phng ca f trn C nu tn

c gi l cc tiu ton cc hay cc tiu tuyt i ca f trn

c gi l cc i ton cc hay cc i tuyt i ca f trn

l imcc tiu a phng

cng l im cc tiu ca f trn C. Chng t tp cc

) (iu kin o hm trit tiu)

) = 0 (i = 1, .., m) (iu kin lch b)

khng phi im cc bin ca C, th tn ti a, b C v

= a + (1 )b. Theo (i) ca Mnh 9.2,

) = f (x) vi mi x [a, b].

Mnh 9.8 (nh l Helley). Cho C

thng c gi l php bin i

l vc-t gi. Vy li nhun s l

cho, nh sn xut s chn mt

. Nh vy hm lin hp ca mt dng ton phng, i xng,

l chnh thng. Ni ring, nu f

. Theo nh ngha hm lin hp th

= supx, s [(s, ) S. (10.3)

chnh l giao ca cc na khng gian ng

khi v ch khi f l hm li ng trn f .

= f . Khi p dng cng thc (10.3) ta suy ra

tn ti (hu hn hay v hn), th ta ni f c o hm theo hng y

f (x) khi v ch khi n tha mn mt h

f (x) khi v ch khi f

f (x) . Theo nh ngha ca f ,

, z x + f (x) f (z) < +.

, y x + f (x) f (y) y domf .

f (x) khi v ch khi

f (x) . T y v theo nh ngha di vi phn ta c:

, z. Chun ca nh x tuyn tnh ny l

nh th ny, nu tn ti s duy nht v c gi l

, y vi mi y. Ngoi ra x int(domf ) v f (x) = x

trong cn trn ng c ly trn tt c cc cp (x

< (0, ) (11.6)

khi v ch khi 0 f (x).

Trong nhiu ng dng ta thng gp mt hm l hp ca mt