TRNG I HC KHOA HC T NHIN

KHOA TON - C - TIN HC

Bi tp kim tra gia k
Mn: Gii tch li
Ging vin: PGS. TS. Nguyn Hu in
Hc vin: Phm Th Tho
Lp: Cao hc ton 09-11
Chuyn ngnh: Ton hc tnh ton
H Ni - 2010
Cc bi tp c giao: Bi 9/88, bi 30/ 92, bi 41/94, bi 10/209, bi 23/210.
Bi 9/88. Cho C
i
R
n
i
li ng khc rng v x
i
C
i
(i = 1, k). Gi C := C
1
C
1

C
k
. Chng minh rng
N
C
(x
1
, x
2
, . . . , x
k
) = N
C
1
(x
1
) N
C
2
(x
2
) N
C
k
(x
k
), (1)
T
C
(x
1
, x
2
, . . . , x
k
) = T
C
1
(x
1
) T
C
2
(x
2
) T
C
k
(x
k
). (2)
Chng minh. Ta c: T
C
(x) = F
C
(x) trong
F
C
(x) = d R
n
[ t
0
: x + td C t [0, t
0
]
l nn cc hng chp nhn c.
+) Ta chng minh ng thc: F
C
(x
1
, x
2
, . . . , x
k
) = F
C
1
(x
1
) F
C
2
(x
2
) F
C
k
(x
k
).
Ly a F
C
(x) suy ra: t
0
: x + ta C t [0, t
0
] .
x + ta C
_
x
1
, x
2
, . . . , x
k
_
+ t
_
a
1
, a
2
, . . . , a
k
_
C
x
i
t + a
i
C
i
i = 1, k
a
i
F
C
i
(x
i
) i = 1, k hay a F
C
1
(x
1
) F
C
2
(x
2
) F
C
k
(x
k
).
Ngc li, ly b F
C
1
(x
1
) F
C
2
(x
2
) F
C
k
(x
k
).
Ta c b
i
F
C
i
(x
i
) nn t
i
0
: x
i
+ tb
i
C
i
t
_
0, t
i
0

.
Ly t
/
0
= mint
i
0
suy ra x
i
t + b
i
C
i
t
_
0, t
/
0
_
, i = 1, k.
Vy b F
C
(x).
+) Ta chng minh ng thc X = X
1
X
2
X
k
trong X = X
1
X
2
X
k
.
Ly y X y
k
X : y
k
y (k ).
Do y
n
=
_
y
1
n
, y
2
n
, . . . , y
k
n
_
y y
i
X
i
i v y X
1
X
2
X
k
.
Ngc li,
y = (y
1
, y
2
, . . . , y
k
) X
1
X
2
X
k
th vi mi i = 1, k:
_
y
i
n
_
X
i
: y
i
n
y
i
. Suy ra tn ti dy

_
y
n
= (y
1
n
, y
2
n
, . . . , y
k
n
)
_
X : y
n
y
.
Suy ra iu phi chng minh.
1
p dng hai kt qu va chng minh c ta suy ra
T
C
(x
1
, x
2
, . . . , x
k
) = F
C
(x
1
, x
2
, . . . , x
k
)
= F
C
1
(x
1
) F
C
2
(x
2
) F
C
k
(x
k
)
= T
C
1
(x
1
) T
C
2
(x
2
) T
C
k
(x
k
).
Vy (2) c chng minh.
S dng kt qu nn php tuyn v nn tip xc l i cc ca nhau ta suy ra
N
C
(x
1
, x
2
, . . . , x
k
) = T
C

(x
1
, x
2
, . . . , x
k
)
= T
C
1

(x
1
) T
C
2

(x
2
) T
C
k

(x
k
)
= N
C
1
(x
1
) N
C
2
(x
2
) N
C
k
(x
k
).
Vy (1) c chng minh.
Bi 41/94. Cho A l ma trn cp mn, c R
n
. Khi trong hai h sau c ng mt
h c nghim
Ax 0, x 0, c
T
x > 0, (1)
A
T
y c, y 0. (2)
Chng minh.
+) Gi s (2) c nghim ta chng minh (1) khng c nghim.
Gi s Ax 0, x 0, nhn hai v ca (2) vi x
T
ta c
x
T
A
T
y x
T
c. (2
/
)
(2
/
) y
T
Ax c
T
x
Do Ax 0, y 0
_
c
T
x y
T
Ax 0.
Vy (1) khng c nghim.
+) Gi s (2) khng c nghim, ta chng minh (1) c nghim.
t X =
_
x[ y 0 : A
T
y = x
_
, suy ra X li ng.
Nhn thy 0 X, c / X. Nh vy, tn ti mt siu phng tch mnh c v X, tc
l:
p ,= 0 v s R p
T
c > > p
T
x vi mi x thuc X.
V 0 X nn > 0 suy ra
_
p
T
c > 0 ()
> p
T
x x X ()
T (*) c
T
p > 0.
T (**) > p
T
A
T
y hay
T
> y
T
(Ap).
2
Mt khc, nu x X th vi 0 th x X nn ta ca y c th ln ty .
T
T
> y
T
(Ap) ta suy ra Ap 0.
Vy p l nghim ca phng trnh (1).
Bi 30/92. Cho C l mt tp li ng. Chng minh rng
i) x C, tp N
C
(x) l mt nn li ng.
ii)p
C
(x) = (I + N
C
)
1
(x) x
Chng minh.
i) Ta c N
C
(x) = w[ w, y x 0 y C.
+) N
C
(x) l nn: Ly u N
C
(x)
u, y x 0 y C.
> 0 : u, y x = u, y x 0 y C.
u N
C
(x)
+) N
C
(x) l nn li: Ly u, v bt k thuc N
C
(x) th
[0, 1] : u + (1 ) v , y x
= u, y x + (1 ) v, y x 0 y C.
+) N
C
(x) ng: Ly dy w
k
N
C
(x) v lim
k
w
k
= w. Ta chng minh w
N
C
(x).
C w
k
, y x 0 y C. Do tnh lin tc ca tch v hng nn
lim
k
w
k
, y x =
_
lim
k
w
k
, y x
_
= w, y x y C.
Li c w
k
, y x 0 y C nn suy ra
w, y x = lim
k
w
k
, y x 0.
Vy w N
C
(x).
ii) t p
C
(x) = y ta suy ra x y N
C
(y) hay x y + N
C
(y).
T y ta suy ra y = (I + N
C
)
1
(x).
Vy p
C
(x) = (I + N
C
)
1
(x).
Bi 23/210. 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 R
m
. Chng minh rng tn ti = (
1
, . . .
m
) 0
sao cho
f (x

) +
T
A = 0.
3
Chng minh.
Gi s ma trn A gm cc vc t hng A
1
, . . . , A
m
. Ta c
C = x[ Ax = b =
_
x[ A
i
x = b
i
, i = 1, m
_
t h
i
(x) = A
i
x b
i
, i = 1, m h
i
(x) l cc hm aphin hu hn trn X.
D =
_
= (
0
,
1
, . . . ,
m
) R
m+1

x X : f (x) f (x

) <
0
, h
i
(x) =
i
, i = 1, m
_
Nhn xt:
+) D ,= v ch cn ly
0
> 0 v
i
= 0 vi mi i = 1, m th c th ly x = x

.
+) D l tp li trong R
m+1
+)0 / D v nu 0 D th tn ti x m f (x) < f (x

) (v l).
Theo nh l tch, tn ti mt siu phng (

)
T
x = tch 0 v D tc l (

)
T
,=
0 vi mi D.
Vi x X, > 0 ly
0
= f (x) f (x

) v
i
= h
i
(x) vi mi i = 1, m th
D.
(

)
T
0 hay

0
( f (x) f (x

) ) +
m

i=1

i
h
i
(x) 0.

0
f (x) +
m

i=1

i
h
i
(x)

0
f (x

) +
m

i=1

i
h
i
(x

0
.
Cho 0 ta c
L(x,

) L(x

) x X.
trong L(x, ) =
0
f (x) +
m

i=1

i
h
i
(x).
V f l hm li kh vi trn C nn iu kin trn tng ng vi
L(x, ) = 0.
hay

0
f (x

) +
m

i=1

i
h
i
(x

) = 0.
f (x

) +
m

i=1

0
h
i
(x

) = 0.
t
i
=

0
th ta vit li phng trnh trn di dng
f (x

) +
m

i=1

i
A
i
= 0 f (x

) +
T
A = 0.
4
Vy ta suy ra iu phi chng minh.
Bi 10/208. Cho hm tch bin f (x
1
, x
2
, . . . , x
n
) =
n

i=1
f
i
(x
i
) xc nh trn siu hp
C := x R
n
[l x u. Chng minh rng hm bao li ca hm tng 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.
Nu thay C bng n hnh chun trong R
n
th iu khng nh trn cn ng
hay khng?
Chng minh.
C l tp li nn theo nh ngha ta c
cof (x) = inf
_
_
_

jJ(x)

j
f
_
x
j
_
[x =

jJ(x)

j
x
j
,
j
0,

jJ(x)

j
= 1
_
_
_
cof
i
(x
i
) = inf
_
_
_

jJ(x
i
)

j
i
f
_
x
j
i
_
[x
i
=

jJ(x)

j
i
x
j
, x
j
i
0,

jJ(x
i
)
x
j
i
= 1
_
_
_
i = 1, n
+) Chng minh cof (x)
n

i=1
cof
i
(x
i
)
Ta c

jJ(x)

j
f
_
x
j
_
=
jJ(x)

j
n

i=1
f
i
_
x
i
j
_
=
n

i=1

jJ(x)
f
i
_
x
i
j
_

jJ(x)

j
f
_
x
j
_

n

i=1
cof
i
(x
i
) .
Suy ra cof (x)
n

i=1
cof
i
(x
i
).
+) Chng minh
n

i=1
cof
i
(x
i
) cof (x)
Ta c cc on [l
i
, u
i
] R l cc tp li ng c th nguyn 1 nn bao li ca cc
hm f
i
, i = 1, n cn c th nh ngha di dng
cof
i
(x
i
) = min
_
2

j=1

j
i
f
i
_
x
i
j
_
[x
i
=
2

j=1

j
i
x
i
j
,
j
0,
2

j=1

j
i
= 1
_
Gi s rng cof
i
(x
i
) =
i
f
i
_
x
1
i
_
+ (1
i
) f
i
_
x
2
i
_
. Suy ra
cof
i
(x
i
) =
i
f
i
_
x
1
i
_
+ (1
i
) f
i
_
x
2
i
_
=
i
_
f
i
_
x
1
i
_
f
i
_
x
2
i
__
+ f
i
_
x
2
i
_
.
5

i=1
cof
i
(x
i
) =
n

i=1

i
_
f
i
_
x
1
i
_
f
i
_
x
2
i
__
+ f (x
2
).
Ta lun chn c mt s (0, 1) tha mn
n

i=1

i
_
f
i
_
x
1
i
_
f
i
_
x
2
i
__

n

i=1

_
f
i
_
x
1
i
_
f
i
_
x
2
i
__

i=1
cof
i
(x
i
) f (x
1
) + (1 ) f (x
2
)

i=1
cof
i
(x
i
) cof (x).
Vy ng thc c chng minh.
6