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Magisterska FINAL
Magisterska FINAL
. , o
oo-
(SQP).
SQP
, 2012
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Abstract
The most effective algorithms for constrained optimization that solve the
subproblem of Quadratic Programming (QP) from theoretical and practical
point of view are the problems of Sequential Quadratic Programming (SQP).
This method is characteristic in solving nonlinear constrained optimization
problems in most effective way, which is so useful in practice. That is the
motivation for this master thesis, where is given an explanation for practical
application of this method in spline curve approximation.
This master thesis consists of two parts. In first part, there is given theoretical
basis, results and most used terms. Namely, we become familiar with basic
definitions of terms and the most important results of convex optimization
convex sets and convex functions, and a results and terms associated with
quadratic programming and QP problems and also we become familiar with
contrained optimization methods. At the end of theoretical part of the thesis,
we are going to make an introduction to SQP and in theory of spline curves,
which have significant contribution in robotics i.e in trajectory generation
algorithms for robotic motion. Those Chapters is the most familiar with main
problematic of the thesis.
In second part, there is a mathematical formulation of practical optimization
problem, which explain a way of designing and approximating spline curve via
optimization of control parametars (knot vector), using SQP. In addition, there
is shown a main algorithm which gives a numerical solution of practical
problem in second part , an algorithm implementation in MATLAB
programming language, and there is a numerical results of specific tested
examples and appropriate analysis of them.
Key Words: spline curves, B-spline, constrained optimization, quadratic
programming, sequential quadratic programming, approximation, optimal
control
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xi
I.
xv
21
1.1
........................................................................... 21
1.2
. .................................................. 24
1.3
. ................................................................... 30
1.4
............................................................................... 34
1.5
.................................................................... 39
2
.
41
2.1
........................................... 41
2.2
................................................................................ 43
2.3
............................................................................. 46
2.4
................................ 49
2.5
.......................................................... 54
2.6
. . ................................. 56
2.7
. .
........................................................................................ 64
73
3.1
............................ 73
3.2
............................................ 77
xii
3.3
................. 84
3.4
............................................................... 94
3.5
....................................................................................... 107
3.6
- ................................ 114
123
................................................................... 131
........................................................... 137
.............................................................. 144
4.5
4.6
xiii
4.9
.................................................................... 171
181
5.1
............................................................... 181
5.2
.................................................................................. 185
II.
6
225
6.1
........................................................................................... 225
6.2
................................................................. 227
xiv
6.3
.................................................................................. 237
.......................................................................... 241
247
249
253
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P {P1 , P2 , ... , Pm }
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, ,
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m
q(u ) f ( x)
i 1
q
f .
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1.
2. 3
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SQP .
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6.
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xvii
I.
1
1.1
- R n
1.1.
n -
xT x1 , x2 , ..., xn n x1 , x2 , ... , xn n -
:
x R n , y R n . :
x + y = x1 y1 , x2 y2 , ... , xn yn ()
( )
x, y x i y i
( )
i 1
T
x x1 , x2 , ..., xn ()
x1 , x2 , ... , xn .
( )
x x, x
:
1
2
22
x 0, x Rn
x 0 x 0 ;
x x , R , x R n
x y x y , x, y R n
- - :
x, y x y , x, y R n .
R n .
xm R n
x m . lim xm x
m
lim xm x 0
x . , ,
:
1.2. U ( x) y : y x
x .
1.3. X En
.
X .
1.4. x X
X x
X .
1.5. x X ()
X
X . X
X
X .
1.6. X
n -
R n x R n , y R n
x, y , X .
X x, y X
z x 1 y X 0 1 . , R 2 ,
, , , , ,
.
X
X x : Ax a , Bx b
(
).
.
Karmanov [10].
1.1.
.
1.2. C D , R .
C D x y : x C, y D .
1.7.
x1 , x2 , ..., xm z 1 x1 2 x2 ..... m xm , i 0
m
i 1
i 1, m
1.
1.2. C R n
.
23
24
1.8. A R n .
R n A
A conv A .
1.3. A
A .
1.4.
.
o
1.5.
C C .
C C .
1.2 . .
1.9. v X
p X
p v inf x v (v, X )
xX
(1.1)
(v, X ) v X .
1.6. X v ,
p X v X . ,
X , p .
1.7. p X v
X ,
x X
x p,v p 0
(1.2)
1.10. R n
:
x : c, x , c 0 c R n
R n
x:
c, x
x:
c, x .
1.8 ( ).
X v X
c, v ,
(1.3)
c, x ,
(1.4)
x X ,
. :
v X
. (.1.1)
1.1 -
25
26
1.9 ( ).
x 0 X
c 0 x : c, x
c , x0
c, x x X .
.
x 0 ,
(.1.2) .
,
. .1.3
x 0
c1 c 2 c .
.1.2
.1.3
1.10
).
X
o
X Y ( X Y )
X Y ,
. c 0 :
c, y c, x
y Y x X .
o
. X
,
X
R n . , z -
z 0
.
1.11. x X
X x x , x x
x x (1 ) x
0 ,1 .
1.11 ( ). x 0
, X
.
. ( n R n
X ).
n 1 , X .
27
28
n k 1 .
X R n . .
(1)
x 0 X .
X :
x: c, x c, x0
X 0 X
X ,
X 0
(k 1) -
0
X 0 ( X 0 ). x X 0
x1 , x2 , . . . , x N X 0 :
N
x 0 i xi ,
0, i 1, N
i 1
i 1
x1 , x2 , . . . , x N
1.
X .
, xi x, x X , x x
0,1
xi x (1 ) x
xi X 0 :
c, xi c, x 0
X ,
c, x c, x 0 ,
c, x c, x 0 .
, 0 1
c, x
c, xi (1 ) c, x
c, x 0 (1 ) c, x 0 c , x 0
x ( c, x c, x 0 ).
, x X x X 0 X .
x X 0 .
xi X 0 .
(2)
x 0 X .
l x 0 . l X x
x X x 0
X , 0,1 :
(3)
x 0 x (1 ) x .
x x
x 0 . , :
N1
x i yi ,
i 1
N2
x i zi ,
i 1
N1
i 1
1,
i 0, i 1, N1
1,
i 0, i 1, N 2
N2
i 1
y i z i X . ,
N1
x i yi
0
i 1
N2
(1 ) z
i 1
i i
29
30
1.3 .
.
.
1.12. K x K
x K 0 . , R n
.
x : x 0 .
x : Ax 0 y : y Ax, x 0 .
.
1.12. Y y : y Ax, x 0 .
n
B m n v R .
1.13 ( ).
v, x 0
x x : Bx 0 u 0
v B u .
T
. : u 0 v B u . x x : Bx 0
T
v, x B T u, x u, Bx 0 .
: v, x 0 x x : Bx 0.
W w : w B T u, u 0
v W . v W . W
, 1.8 c 0
c, w c, v
(1.5)
wW .
wW 0 (1.5)
c, w c, v 0 . , c, w 0 .
,
c, w c, B T u u, Bc 0
u 0
Bc 0
(1.6)
, w 0 W (1.5)
c, v
(1.7)
x c , (1.6) (1.7)
.
,
.
b1T
B b2T
b3T
K x : Bx 0.
31
32
K x
b1 , b2 b3 ( .1.4, K
W w : w BT u, u 0 ).
1.4
:
v x K
v W .
1.1. B v :
Bx 0,
v, x 0 ,
(1.8)
, ,
v B T u,
u0
(1.9)
.
.
1.2. B v
:
Bx 0,
x0
v, x 0 ,
(1.10)
, ,
v B T u,
u0
(1.11)
.
S x : Bx 0 , x 0 .
1.13. x S
S x , x, x x , 1 0 2 0
x 1 x 2 x .
n
L x : xi 1, xi 0 , i 1,
i 1
Q S L .
*
x1 , x2 , ... , xk Q ,
1x1* , 2 x2* , ... , k xk* , i 0 (i 1, k )
S . , z j x *j , x S x S
z 1 x 2 x 1 , 2 0 . Q
1 , 2 0
y 1 x Q , y 2 x Q .
, 2 2 ,
j 1
j 2
x *j
z 1 y 2 y ,
k
i 1
z i 1,
y
i 1
1,
y
i 1
1,
33
34
1 2 1 , x *j
Q .
1.14 ( ). x
S
.
x
1 0, 2 0, ......, k 0
x
i 1
*
i
1.4
1.14. (x) X
x, y X 0,1
:
( x (1 ) y) ( x) (1 ) ( y)
1.5 .
1.5
(1.12)
35
(x) .
1.15. (x)
(x) . ,
( x (1 ) y) ( x) (1 ) ( y)
(1.13)
x, y X 0,1,
(x)
.
1.16. (1.12) 0,1
x y , (x)
.
.
1.17. n x n B
( )
T
T
p R n p B p 0 ( p B p 0 ).
1.15:
( x)
x, Bx p , x
B
.
. (x)
B
.
, , .
1.16. (x)
X , Z x X : ( x)
.
36
.
(x) ,
Z x X : ( x) .
1.17 ( ). (x)
X
m
z i xi ,
i 1
i 1
1,
i 0 , xi X , i 1, m ,
i 1
i xi i ( xi )
i 1
(1.14)
:
1.17: (x)
s ( s 1) :
( x)
( x s ) ( x )
.
lim
0
s
.
1.1.
1) (x) X ,
( x) max ( x),0
X .
2) (x)
X ,
2 ( x)
X .
a
.
1.19. (x) ,
X x, y X ,
( x) , y x ( y) ( x)
(1.15)
( x) , y x ( y) ( x)
.
,
,
.
, , , , ,
,
.
, x *
X , (x)
. (
) x * arg min ( x) : x X . ( ).
37
38
1.20. (x) ,
x * X
(x) X
1.21. (x)
X ,
.
(x)
1.22.
X x * X .
( x * ) min ( x) ,
xX
( x) ( x * )
x X
.
x x * x *
1.2. ( ) (x)
, z x, y
( y ) ( z ) ( y ) ( x) ( z ) ( x)
yz
1.23.
yx
zx
, s,
x s X , 0 x X .
s 1 ,
1.24.
f (x)
X ,
X ( ) x X : f ( x)
X ( ) x X : f ( x)
1.5
,
, , , .
1.18. (x) X
0
x, y X
x, y X
0,1
x (1 ) y ( x) (1 ) ( y) (1 ) x y
.
1.1 ( )
( x) x, Bx p, x ,
B .
x (1 ) y ( x) (1 ) ( y) (1 ) x y, B( x y)
x y, B( x y )
x y
B .
39
40
,
.
1.3. (x)
X , y X
X 0 x X : ( x) ( y )
x * arg min ( x) : x X .
1.4. (x)
X , :
1)
x X
2
x x*
( x) ( x )
( x) C ( X )
1
2)
x, y X :
( x) ( y) , x y x y
3)
4)
x x*
( x) ,
0 ( x) ( x * )
( x)
2
.
,
(
) .
2.1
f (x) X R n .
f (x)
.
:
f ( x) min , x X
(2.1)
min f ( x) : x X
min f ( x) ,
xX
:
(1)
*
x * X f ( x ) min f ( x) ,
xX
42 .
(2)
x * f * inf f ( x) ,
(3)
f (x)
xX
X .
(4)
X .
(3) .
X , , X
.
X R n , ,
X R n , .
X f (x) ,
(3.2) .
X x : ci ( x) 0 , i 1, m ,
(2.2)
ci ( x) (i 1, m) .
X (2.2)
ci ( x) (i 1, m) .
ci ( x) (i 1, m) (2.1)
,
f (x) ,
.
f (x) (2.1) .
X (2.1) ,
,
ci ( x) 0
.
x * arg min f ( x) : x X
,
*
. x ,
0 ,
x x* f ( x* ) f ( x) , x X
, x
f (x) .
2.2
.
, .
2.1. s 0
*
x * X 0 x s X
[ 0 , ] (. 2.1).
2.1
, X x : x 0 , s 0, s 0
x 0 ,
43
44 .
x1 0
x 0
x 2
...
x n 0
s ,
s1 0
s
s 2 ,
...
sn
s 2 , s3 ,..., s n , s 0 , .
, x X ,
s x .
f (x)
x X
ci ( x) 0
ci ( x) 0 . ,
:
2.2.
ci ( x) 0
x X , ci ( x) 0 .
,
x X :
I ( x) i : ci ( x) 0 .
f (x)
ci ( x) ( i 1, m ) .
s n
.
x X ,
s :
ci ( x ) , s 0 , i I ( x )
(2.3)
,
x .
2.1. s ( s 0) (2.3)
0 , s x X .
2.2. s x X ,
0 , , s, (2.3).
2.3. X
:
X x : ci ( x) ai , x bi 0, i 1, m ,
ai , s 0, i I ( x)
s
x X .
. Karmanov [10].
45
46 .
2.3
(2.1).
.
,
.
*
2.3. x X
0 f ( x* ) f ( x) , x X
x x* .
*
x X
0 f ( x* ) f ( x) , x X x x* .
*
2.4. x X
f ( x* ) f ( x) , x X . x *
f ( x* ) f ( x) , x X x x* .
2.5. x * X B( x , ) x *
*
x * X B( x , ) ,
*
x * .
,
.
. , ,
.
. ,
,
. ,
,
.
.
.
f (x)
ci ( x) (i 1, m) .
s :
ci ( x), s 0 , i I ( x),
f ( x), s 0
(2.4)
(2.5)
I (x) x .
2.4. x X
f (x) X
(2.6)
s, (2.4),(2.5).
2.1: x X
f (x) X I (x) ,
f ( x) 0 .
2.5. ci ( x) , i I ( x)
x X ,
f (x) X ,
ui 0 , i I ( x) :
f ( x)
iI ( x )
ci ( x).
(2.7)
47
48 .
0, s 1 0 .
(2.8)
v c (x) v
iI ( x )
i i
iI ( x )
f ( x) ,
v0
(2.9)
(2.10)
v0 0
ci ( x), i I ( x) v0 0 ,
vi
, i I ( x)
v0
u i
v c (x) v
iI ( x )
i i
f ( x)
iI ( x )
ui ci (x) v0 f ( x) ,
v0 0
f ( x)
iI ( x )
ci ( x) .
. 2.5 :
ui 0 , (i 1, m)
m
f ( x) ui ci ( x),
i 1
u c ( x) 0 ,
i 1
i i
x
.
: u i 0
i I (x) .
(2.7) :
ci ( x), i I ( x)
ci ( x) 0 x , (2.7)
:
f ( x)
u [c ( x)],
iI ( x )
ui 0, i I ( x)
(2.7)
, ,
x .
,
x .
2.4
X x : ci ( x) 0 , i 1, m ,
ci (x)
2.5
.
1 i m xi X
ci ( xi ) 0
.
(2.11)
. x X
ci ( x) 0
i 1, m .
(2.12)
49
50 .
(2.11) (2.12) .
(2.12) (2.11).
, (2.11).
m
x i xi ,
i 1
i 1
1, i 0 , i 1, m .
, (3.12)
ci (x) .
2.6. ci (x)
X x : ci ( x) 0 , i 1, m
x X f (x) X ,
ui 0 , i I ( x) ,
f ( x)
iI ( x )
ci ( x) .
. 2.6 Karmanov[10]
:
vi 0 , i I ( x ) , v 0 0 ,
0
iI ( x )
vi ci ( x) v0 f ( x) ,
iI ( x )
v0 .
(2.13)
(2.14)
v0 0 .
v0 0 . (2.14)
vl 0 , l I ( x) . X ,
z X ci ( z ) 0 , (i 1, m) . ,
s z x . , cl (x)
, :
cl ( x), s cl ( z ) cl ( x) 0 .
(2.13) s :
iI ( x )
ci ( x), s .
(2.15)
s x , 2.2
ci ( x), s 0 , i I ( x) .
(2.15) , , l -,
: vl cl ( x), s 0 ,
.
.
ci ( x) (i 1, m) .
, ci ( x) (i 1, m) ,
f ( x)
u c ( x),
iI ( x )
i i
ui 0 ,
x
f (x) X .
n
u R
ci ( x), u 0 , i I ( x)
f ( x), u 0 .
u
,
. u z x z
x ci ( z ) 0 , i 1,...., n \ I ( x) . z
X :
51
52 .
ci ( z ) ci ( z ) ci ( x) ci ( x), z x 0 , i I ( x) .
f ( x), z x 0 ,
f ( z ) f ( x) f ( x), z x o z x 0
,
zx
x .
2.7.
ci (x) ,
X x : ci ( x) 0 , i 1, m
, x X f (x)
X ,
x p ( x f ( x)) .
, p(v) v X .
, 2.6
X .
2.8.
ci ( x) (i 1, m)
x X x : ci ( x) ai , x bi 0 , i 1, m
f (x) X ,
ui 0 , i I ( x)
f ( x)
iI ( x )
ai .
. 0
U ( x) y X : y x
x
f ( y ) f ( x) .
z x X .
X x ( x z ) U ( x)
(0, ]
min 1,
.
z x
lim
f ( x) f x ( x z )
f ( x) , x z 0 .
s x z , s x ,
f ( x) , s 0
(2.16)
s x ,
(2.16) s
ai , s 0 , i I ( x)
(2.17)
(2.16) (2.17)
.
(2.16)
X
x
:
x
X
f (x) X ,
:
f ( x)
0.
( s)
53
54 .
2.5
2.9 x X
ui 0 , i I ( x) ,
f ( x)
iI ( x )
ci ( x) .
2.10 ( -- - )
ci (x) ,
f (x)
X x : ci ( x) 0 , i 1, m
,
x X
ui 0 , (i 1, m )
m
c ( x) ui ci ( x) ,
i 1
u
i 1
ci ( x) 0 .
X
, :
X x : ci ( x) 0 , i 1, m , x 0 .
2.10 --
:
,
ci (x)
f (x)
, x X
ui 0 (i 1, m)
v j 0 ( j 1, n) :
m
i 1
j 1
f ( x) u i c ( x) v j e j ,
u
i 1
i ci ( x ) 0 ,
j 1
xj 0.
, e j ( j 1, n) j - eTj 0,....,1,....,0
1 j - .
( ).
2.2 2.9
: x
f (x)
X x : ai , x bi 0 , i 1, m
ui 0 (i 1, m)
m
f ( x) u i ai ,
i 1
u
m
i 1
ai , x bi 0 .
2.11. x X
,
s
ci ( x) , s 0 , i I ( x)
(2.18)
f ( x) , s 0
(2.19)
55
56 .
2.6 .
.
n - x
R n y 0 m - .
L ( x, y) x ,
y
y : y 0 R m .
*
2.6. x , y
L ( x, y) x y 0
x* , y * 0
L ( x * , y) L ( x * , y * ) L ( x, y * )
(2.20)
x y 0 .
(2.20) :
y 0
y 0
Rn {x: x 0} R n .
L ( x, y) x x 0 ,
y y 0
x y .
2.12. x , y ( x 0 , y 0)
*
L ( x, y) x 0 , y 0
:
L*
0,
x
x* ,
L*
x
(2.21)
0,
(2.22)
x* 0 ,
(2.23)
L*
0,
y
(2.24)
y* ,
L*
y
0,
(2.25)
y* 0 ,
(2.26)
L* L( x, y )
x
x
x x* , y y *
L* L( x, y )
x
x
x x* , y y *
, R n
L*
0
x
(2.24)-(2.26).
T
c(x) m - c ( x) c1 ( x), c2 ( x), ... , cm ( x) .
min f ( x) : x X , X x : c( x) 0.
(2.27)
57
58 .
, , f (x) ,
ci (x) . ,
,
En (2.27)
.
2.7.
L ( x, y) f ( x) y, c( x)
(2.28)
R n y 0
(2.27).
(
)
:
L ( x, y) .
L
L
0,
0.
x
y
( ) ,
. ,
,
.
*
2.13. ( ). x , y
(2.28)
x , y 0 , x *
(2.27).
. (2.28) (2.20)
f ( x * ) y , c( x * ) f ( x * ) y * , c ( x * ) f ( x) y * , c ( x)
x , y 0 .
(2.29)
y, c( x * ) y * , c( x * ) ,
(2.30)
y 0 (2.30) y 0 ,
*
c( x ) 0 .
*
(2.30) y 0 ,
y * , c( x * ) 0 ,
y 0 c( x ) 0 ,
*
y * , c( x * ) 0
(2.31)
x X (2.27) c( x) 0 , x X
y * , c( x) 0
(2.32)
(2.29) x ,
x X , (2.29) (2.31)
(2.32)
( x * ) f ( x) y * , c( x) f ( x)
x X . , x * X ( x * c( x ) 0 ),
*
x * .
. 2.13
f (x) ,
ci ( x) , (i 1, m) ,
*
. , x , y
x *
.
x *
*
x , y
59
60 .
, ,
.
-- . ,
ci ( x) , (i 1, m)
f (x)
,
2.5 2.12.
X x :ci ( x) 0 , i 1, m , x 0 .
f (x)
ci ( x) , (i 1, m) .
2.14. ( --). X
min f ( x) : x X
X x : ci ( x) 0 , i 1, m , x 0
(2.11) ,
y * 0 x * , y *
L ( x, y) f ( x) y, c( x)
x 0 , y 0 ,
x * X .
. : 2.13 x : x 0 .
: 2.12 (
):
m
f ( x * ) yi* ci ( x * )
i 1
v e
j 1
*
j
(2.33)
y c (x
*
i i
i 1
)0
yi* 0 , i 1, m
n
(2.34)
(2.35)
x *j 0
(2.36)
v *j 0 , j 1, n
(2.37)
j 1
*
j
2.12
L ( x, y) :
L*
0,
x
(2.38)
L*
x
(2.39)
x* ,
x* 0
(2.40)
L*
0,
y
(2.41)
L*
y
(2.42)
y* ,
y* 0
(2.43)
. .
v v1 , v2 , ... , vn
T
m
L*
f ( x * ) yi* ci ( x * ) v
x
i 1
61
62 .
L*
c ( x * ) .
y
(2.38)(2.37),
(2.39)(2.36),
(2.42)(2.34),
(2.43)(2.35).
(2.40) (2.41) x * X .
, - :
X x : ci ( x) 0 , i 1, m
,
y 0 x , y
*
x R n , y 0 ,
x * X .
:
f (x) ,
X x : ai , x bi 0 , i 1, m , x 0 ,
x * X ,
y 0 x , y
*
x 0 , y 0 .
--
.
.
:
min max L ( x, y) .
x
y 0
. --
, ,
f ( x * ) 0 , ci ( x * ) 0 , i 1, m
2.8. g ( x) sup L ( x, y ) .
y0
g ( x) min , x X x : c( x) 0 ,
g ( x) f ( x) x X . .
h ( y) inf L ( x, y) .
xEn
h( y) max , y Rm { y : y 0}
, y1 , y 2 , ... , y m .
2.15.
1) f ( x) h( y) x X , y Rm .
2) ---
*
x , y ,
63
64 .
x * arg min f ( x) : x X ,
2.9. v x , y
*
-- ( ), ,
,
2.7 .
.
. :
x0 R
xk
, xk
;
xk
,
.
,
x * ,
x * . ,
.
f ( xk )
0 .
f (x)
, ,
f (x) ,
f (x) f
x . ,
Agoston[2] Nocedal&Wright[15].
,
f ( xk )
(2.44)
0 .
(2.44) , f ( xk ) 0 xk
.
xk k - , pk k - k
k - ( Nocedal&Wright [15]
Sun&Yuan[20]). k -
xk 1 xk k pk
(2.45)
(2.45) k pk
( Nocedal&Wright[15], Sun&Yuan[20]).
.
p k ,
k
min f ( xk pk )
0
65
66 .
minn mk ( p) f k f kT p
pR
1 T
p Bk p , p k ,
2
, k
.
p k ,
, pk f ( xk ) ,
f ( xk ) f xk ,
.
pk [ 2 f ( xk )]1 f ( xk ) ,
2 f ( xk ) f x k ,
.
Bk . pk Bk1 f ( xk ) , .
Bk
- .
(SR1 )
Bk 1 Bk
( yk Bk sk )( yk Bk sk )T
( yk Bk sk )T sk
(BFGS )
Bk 1 Bk
Bk sk sk Bk y k ykT
T
T
yk sk
sk Bk sk
(DFP )
sk xk 1 xk yk f k 1 f k k
1
.
y s
T
k k
p k
pk f ( xk ) k pk 1 ,
k p k pk 1 ,
.
, .
f ( xk 1 ) f ( xk k pk ) f ( xk ) .
k pk d k .
:
2.1.
0. ( )
x0 R 0 .
n
1. ( )
f ( xk ) , .
3. ( )
d k
67
68 .
4. ()
xk 1 xk d k
k k 1;
1.
,
,
.
.
xk
x * .
lim xk x* 0
k
(2.46)
1 0 ,
k
lim
xk
xk 1 x*
xk x*
(2.47)
- Q - . ( Q -
quotient- )
,
1. 1 0,1 , xk Q .
2. 1 0 1 2 0 ,
3.
xk Q -.
2 , xk
.
Q -
Q -
.
Q -, Q - Q .
Q-
Q - ,
. , -
Q - , Q -.
, Q R -. ( R - root - ) .
xk R x * .
n
* k
lim
sup
x
x
,
k
k
Rp
1
lim sup xk x* pk ,
k
p 1
p 1
1. R 1 0 , xk R -
x * .
2. 0 R1 1 , xk R -
x* .
3. R1 1 , xk R -
x* .
R -
.
xk R - ,
qk
xk x* qk , k
qk Q - 0.
69
70 .
qk
xk
R -
Q - 0. xk
R - qk Q - 0.
.
2.16.
xk Q -
x* ,
lim
xk 1 x*
xk x *
(2.48)
! .
. Sun&Yuan[20].
, -.
R,
xk
1
(i 1,2,...)
i!
x2i 2 x2i 1 (i 1,2,...)
x2i1
, x* 0 . ,
xk 1 xk
xk x*
1,
k 2i 1, i 1
1
,
k 2i , i 1
2(i 1)
xk (2.49), Q - x*
Q-
xk x* ,
xk 1 xk .
. :
f ( xk ) f ( x * ) xk x* ,
0 , .
:
f ( xk )
(2.49)
xk 1 xk
(2.50)
f ( xk ) f ( xk 1 )
(2.51)
, (2.50) (2.51).
,
,
(2.49).
Himmeblau [9] , (2.50)
(2.51).
, xk f ( xk ) ,
xk 1 xk
f ( xk ) f ( xk 1 )
(2.52)
xk 1 xk , f ( xk ) f ( xk 1 )
(2.53)
xk
f ( xk )
71
72 .
3
3.1
.
(QP)
min Q( x)
1 T
x Gx g T x
2
(3.1)
aiT x bi , i E
(3.1)
aiT x bi , i I
(3.1)
G n n , E I
, X x R n : aiT x bi , i E ; aiT x bi , i I
(3.1). G
(Agoston[2] Nocedal&Wright[15]),
x R n .
G , (3.1a)-(3.1)
, x *
. G , (3.1a)-(3.1)
QP x * .
74
G , (3.1a)-(3.1) QP ,
.
g f
f .
3.1 ( ) x *
QP (3.1)-(3.1). *i (i 1,..., m)
g Gx* *i ai
(3.2)
aiT x* bi , i E
(3.2)
aiT x* bi , i I
(3.2)
*i aiT x* bi 0 , i I
(3.2)
i 1
*i 0 , i I
(3.2)
d T Gd 0 , d G( x* , * )
(3.3)
d T ai 0,
iE
G ( x* , * ) d 0 d T ai 0,
i I ( x* )
.
T
*
*
d ai 0, i I ( x ), i 0
3.2. ( ) x * *
.
d Gd 0 , 0 d G( x , ) , x *
T
(3.1)-(3.1).
2.13 2.14
2.6 2,
, .
, (3.1a)(3.1).
3.3. ( ) x *
(3.1)-(3.1). x *
( x , ) , (3.2)*
(3.2) :
d T Gd 0 , d G( x* , * )
d T ai 0,
iE
G ( x * , * ) d 0 d T ai 0,
i I ( x* )
.
T
*
*
d ai 0, i I ( x ), i 0
. x * . 3.1
* (3.2)-(3.2) .
0 d G( x* , * ) . t 0 ,
x* td X
, d , t 0 ,
1
Q( x* ) Q( x * td ) Q( x* ) td T (Gx* g ) t 2 d T Gd
2
m
1
Q( x* ) t *i aiT d t 2 d T Gd
2
i 1
1
Q( x* ) t 2 d T Gd
2
d , (3.3) .
75
76
, . , .
*
x * . , xk x k d k X
Q( xk ) Q( x* k d k ) Q( x* )
k 0 , k 0 , d k d .
d G( x* , * )
, - 2.14 --
:
1
L( x* , * ) L( xk , * ) L( x* , * ) k2 d kT Gdk o( k2 )
2
k ,
2
d T Gd 0
(3.4)
d G( x , ) , (3.4)
*
(3.3). .
,
x* R n * R m , (3.2)-(3.2) .
3.2
,
,
,
.
, G .
3.1 QP (3.1a)(3.1) (3.2)-(3.2).
y A g
(3.5)
t i aiT x b , i I
A aij
i 1,...,n
j 1,...,m
R nm , 1 ,..., m
(3.6)
R m .
(3.2) y Gx , , (3.2)-(3.2)
(3.2)-(3.2)
b AT
x 0,...,0, t me 1 ,..., t m ,0,...,0
G 1 y
(3.7)
A y g
(3.7)
i 0 , i I
(3.7)
ti i 0 , i I
(3.7)
ti 0 , i I
(3.7)
77
78
, (3.7)-(3.7)
max bT
,y
1 T 1 def
y G y Q ( , y )
2
(3.8)
A y g
(3.8)
i 0 , i I
(3.8)
(3.1a)-(3.1).
(3.8)-(3.8)
max L( x, )
x ,
1 T
x Gx g T x T ( AT x b)
2
(3.9)
x L( x, ) 0
(3.9)
i 0 , i I
(3.9)
y (3.8) (3.5)
(3.8)-(3.8) :
minm (b AT G 1 g )T
R
1 T T 1
( A G A)
2
(3.10)
i 0, i I
(3.10)
x ( , y) (3.1a)-(3.1)
(3.8)-(3.8) , :
1 T
x Gx
2
T Ax i ti y T G 1 y
2
iI
Q( x) Q ( , y ) xT ( A y )
i ti
iI
1 T
x Gx y T G 1 y 2 x T y
2
(3.11)
t i (3.6). ,
Q( x) Q ( , y)
(3.12)
(3.11) (3.12)
a
i
iI
T
i
x bi 0
(3.13)
x G 1 y
(3.14)
(3.8).
3.5. G .
(3.1)-(3.1)
(3.8)-(3.8) .
. (3.12), ,
(3.8)-(3.8)
. ,
,
, bi ~
x 0, i E
, bi ~
x 0, i I
T
i
T
i
(3.15)
(3.15)
0,...,0,1 ~x 0,
(3.15)
79
80
~
x R n1 . 1.13 ,
i i 1,..., m
iI
.
m
a
i 1
i i
b
i 1
i i
(3.16)
(3.17)
i 0 , i I
i t i , (3.16) A tA 0 . (3.8)
y g . , t , (3.8) (3.17)
Q ( , y) t
, t 0 , t1 ,..., t m
y g
(3.8)-(3.8) .
.
m
L( x, ) Q( x) i (aiT x bi )
i 1
L( x, ) ( x, ) | i 0, i I .
L( x, )
G
2 L ( x, ) T
A
A
0
0 2
0
I G 1 A G
I
L
(
x
,
AT G 1 I
T
1
I 0 A G A
0
L( x, ) n ,
2
A , rank (A) . , L( x, )
. * ,
R m | i 0, i I
, ( x , )
*
L( x* , ) L( x* , * ) L( x, * )
(3.18)
x X , X (3.1) .
, x X ,
max L( x, ) Q( x)
y A g
( , y) (3.8)-(3.8).
( , y )
x L( x, ) 0 ,
minn L( x, ) bT
xR
1 T 1
y G y Q ( , y )
2
81
82
( x , ) (3.2)-(3.2) . y A g .
*
(* , y * ) (3.8)-(3.8), x X
,
L( x, * ) Q (* , y* ) L( x* , * ) Q( x* ) L( x* , )
( x , ) L( x, ) .
*
L( x* , ) L( x* , * ) L( x, * )
x X ,
m
Q( x* ) i (aiT x* bi ) Q( x* ) *i (aiT x* bi )
i 1
i 1
Q( x) *i (aiT x bi )
i 1
,
m
(
i 1
*i )(aiT x* bi ) 0
(
iE
*i )(aiT x* bi ) ( i *i )(aiT x* bi ) 0
(3.19)
iI
, ,
aiT x* bi , i E
aiT x* bi , i I
ak x bk , k E . i *i , i k k *k 1 ,
T
(3.19) ak x bk .
T *
T *
ak x bk k E ,
T *
. ai x bi , i E .
, k I
k *k 1 i *i i k
, ,
akT x* bk 0 , k I
k I ,
aiT x* bi 0 , i I
x * .
0 , (3.18) L( x , ) L( x ,0) ,
*
(a
i 1
*
i
T
i
x* bi ) 0
(3.20)
(3.20) (3.18) * , x X
m
Q( x * ) Q( x * ) *i (aiT x * bi )
i 1
L( x , )
*
L( x, * )
m
L( x, * ) *i (aiT x bi )
i 1
Q( x)
x * .
83
84
, ,
,
.
3.6. ( )
G . , x* X
(3.1)-(3.1) *
x ,
*
L( x, ) .
L( x* , ) L( x* , * ) L( x, * )
x X .
3.3
minn Q( x) g T x
xR
1 T
x Gx
2
AT x b
(3.21)
(3.21)
g R n , b R m , m n , A [ai , j ] i 1, ...,m , G R nn G
j 1, ..., n
.
, rank ( A) m . A
.
, .
x
A
g
G
x B , A B , g B , G BB
xN
AN
g N
GNB
xB R , xN R
m
nm
GBN
GNN
(3.21)
AB .
, (3.21)
ABT xB ANT xN b
(3.21)
AB ,
b A x
xB AB1
T
N
(3.22)
(3.21) :
min
xN R n m
1 T
xN GN xN g TN xN c
2
(3.23)
(3.21),
1 T 1
b AB GBB ( AB1 )T b g BT ABT b
2
G N , (3.23)
x*N G N1 g N
. , (3.21)-(3.21)
GN g N
x
0
N
*
* x * .
(3.24)
85
86
g Gx* A*
,
( I G N G N ) g N 0
(3.25)
. g N R(G N ) , (3.23)
,
x*N G N g N ( I G N G N ) ~
x
(3.26)
~
x R nm , G N
G N . , (3.21)-(3.21)
(3.26) (3.22). (3.25) ,
(3.23) , , (3.21)-(3.21)
, .
G N ,
(3.23) , (3.21)(3.21) .
.
3.1.
min Q( x) x12 x 22 x 23
(3.27)
x1 x 2 x 3 1
(3.27)
x2 x3 1
(3.27)
(3.27)
x2 x3 1
(3.28)
(3.27)
x 1 2x 3
, x B x 1
x2
(3.29)
, x N x 3 . (3.28)-
(3.29) (3.27)
min 4 x3 ( x3 1) 2 x3
2
x 3R
(3.30) x3
(3.30)
1
1
. x3
2
2
(3.28)-(3.29)
x 1
2
1
2
(3.27)-(3.27).
g * A* ,
2 1 0 *
3 1 1 1
*
1 1 1 2
*
*
1 2 2 1 .
87
88
.
AB ,
(3.24) .
. R n .
R n R( A) N ( AT ) , R( A) { w: w Av } , v ,
() , N ( AT ) {w: Aw 0}
() . y 1 ,..., ym
N ( A ) . Y [ y 1 ,..., ym ] ,
T
T
R(Y ) R( A) Z [ z1 ,..., znm ] , R(Z ) N ( A ) , Y Z
n m n (n m) . ,
Y Z
. AT Y AT Z 0 .
x Y x Z x
x R , x R
m
nm
, (3.21),
b AT x AT Y x
, (3.21)-(3.21)
x Y ( AT Y ) 1 b Z x
(3.31)
(3.31) (3.21)
min ( g GY ( AT Y ) 1 b)T Z x
xR n m
1 T T
x Z GZ x
2
(3.32)
R nm .
1
, Z T GZ Z ( g GY ( A Y ) b)
T
, . Z T GZ ,
(3.32)
(Z T GZ ) x [Z T GZ ( AT Y ) 1 b Z T g ]
(3.33)
x * (Z T GZ ) 1 Z T ( g GY ( AT Y ) 1 b)
(3.34)
(3.33)
( .2 Nocedal&Wright[15]) . , , (3.34) (3.31)
(3.21)-(3.21)
x* Y ( AT Y ) 1 b Z ( Z T GZ ) 1 Z T ( g GY ( AT Y ) 1 b)
( I Z ( Z T GZ ) 1 Z T G) Y ( AT Y ) 1 b Z ( Z T GZ ) 1 Z T g
(3.35)
, A g Gx , Y T
*
AT Y ,
(Y T A) * Y T ( g Gx* )
* ( AT Y ) T Y T [ g Gx* ]
( AT Y ) T Y T [ Pg GPT Y ( AT Y ) 1 b]
(3.35)
P I GZ (Z T GZ ) 1 Z T
(3.36)
R n R(A) . , Y
AT Y I
AT Y , (3.31)
x Yb Z x
x R nm (3.35)-(3.35)
89
90
x* Yb Z (Z T GZ ) 1 Z T ( g GYb)
PT Yb Z (Z T GZ ) 1 Z T g
(3.37)
(3.37)
(3.31) (3.21)-(3.21)
T
N ( A ) .
zi (i 1,..., n m) Z ,
AT ,
(3.21)-(3.21)
(3.32) . ,
().
Z , ()
N ( AT ) . Z
(3.21)-(3.21).
.
A1
Y B
0
AT AT
Z B N
I
QR A .
R
R
A Q Q1 Q2 Q1 R
0
0
nn
( QT Q I ),
R m m
- .
Y A
Q1R T ,
Z Q2
(3.38)
Y Z . Y Z
AT Y I AT Z 0 ,
AT Y
Y
Z I 0
Z , V R n( nm)
1
AT
Z T
V
Y T
1
V T
Z
(3.39)
V R n( nm)
Y Z . ,
0
V
I nm
(3.24).
V Q2 , (3.38)
.
g Gx A
AT x b
91
92
G
AT
A x
g
0
b
(3.40)
G
AT
A
0
(3.41)
(3.21)-(3.21).
A ,
Z T GZ
, (3.41)
.
3.7. A R nm .
Z T GZ .
(3.41) . ,
x ,
*
(3.40).
. . (3.41)
, ( p, v) 0
G
AT
pR
A p
0
0 v
(3.42)
p
v R . , A p 0 .
v
T
(3.42),
p
0
v
G
AT
A p
pT Gp
0 v
p N ( A ) Z [ z1 ,..., znm ] N ( A ) ,
T
p Zu , u R nm
0 pT Gp uT Z T GZu .
Z T GZ u 0 ,
p Zu 0
(3.43)
, (3.43) Av 0 . A
, v 0 , (3.43)
( p, v) 0 . .
. U R nn ,
W R nm T R mm
G
AT
A
0
U W
T
T
W
(3.44)
(3.40)
x* Ug Wb
(3.45)
* W T g T b
(3.45)
(3.41) , (3.44)
,
(3.45)-(3.45).
G A ,
( AT G 1 A) 1 . U , W T (3.44)
U G 1 G 1 A( AT G 1 A) 1 AT G 1
(3.46)
W G 1 A( AT G 1 A) 1
(3.46)
T ( AT G 1 A) 1
(3.46)
93
94
(3.40)
x* G 1 g G 1 A( AT G 1 A) 1[ AT G 1 g b]
(3.47)
* ( AT G 1 A) 1[ AT G 1 g b]
(3.47)
, A Z T GZ
, .
, Y Z (3.39), U , W T
(3.44)
U Z (Z T GZ ) 1 Z T
(3.48)
W PT Y
(3.48)
T Y T GPT Y
(3.48)
3.4
QP
(3.1a)-(3.1).
QP
(3.1a)-(3.1) .
? ,
ci ( x) 0 , i 1,..., k ,
, . x
, ci ( x) 0
ci ( x) 0 ci ( x) 0 .
.
ci (x) x x
I (x) ( Nocedal&Wright[15]).
. G
(3.1a)-(3.1) . G
. ,
, ,
.
.
3.1 x * QP (3.1)(3.1). x * :
1
min g T x x T Gx Q( x)
2
aiT x bi , i E I ( x* )
(3.49)
(3.49)
, x * (3.1)-(3.1)
(3.45)-(3.45), *
*i 0 , i I ( x* )
(3.50)
x * (3.1)-(3.1).
. , x * , (3.1a)-(3.1)
(3.49)-(3.49) ,
(3.1a) (3.1) (3.49)-(3.49).
x * (3.1a)-(3.1) (3.49)(3.49). i (i E I ( x* ) )
95
96
Gx* g
i
iE I ( x* )
*
i
*i (aiT x* bi ) 0 , *i 0 , i I ( x* )
(3.51)
(3.51)
*i 0 , i I \ I ( x* )
(3.52)
(3.51)-(3.52) :
m
Gx* g *i ai
(3.53)
aiT x* bi , i E
(3.53)
i 1
aiT x* bi , i I
(3.53)
*i 0 , i I
(3.53)
*i (aiT x* bi ) 0 , i
(3.53)
x * (3.1a)-(3.1).
, ,
.
.
,
*
S k E I ( x ) .
S k
(3.1a)-(3.1), (3.50) .
(3.50) , ,
. , ,
Q() . ,
S k
. QP
S k (3.1a)-(3.1),
S k
.
, xk S k
.
S k . d xk .
QP d .
minn
dR
1
( xk d ) T G ( xk d ) g T ( xk d )
2
aiT d 0 , i S k
(3.54)
(3.54)
1 T
d Gd g kT d
2
(3.55)
aiT d 0 , i S k
(3.55)
minn
dR
g k Q( xk ) G xk g . (3.54)-(3.54)
d k ( k - (3.54)-(3.54))
(ik ) (i S k ) . d k 0 , xk
1 T
x Gx g T x
2
(3.56)
aiT x bi , i S k
(3.56)
minn
xR
, (ik ) 0, i S k I , xk
(3.1a)-(3.1), . ,
97
98
, (ikk ) 0 . ,
ik - S k .
QP . ,
, i 0 , ik
i min (ik )
k
iSk I
(ik ) 0
(3.57)
S k Sk \ ik
d k 0 . xk d k
,
xk 1 xk d k
, d k
xk 1 xk k d k
k . xk k d k
[ xk , xk d k ] xk d k .
k . xk k
. , i S k ,
. ,
i S k .
.
T
ai d k 0 , i S k , k 0
aiT ( xk k d k ) aiT xk bi , i Sk
.
T
ai d k 0 , i S k , k 0
aiT ( xk k d k ) bi , i Sk
bi aiT xk
, i Sk
aiT d k
k min
iSk
aiT d k 0
bi aiT xk
aiT d k
(3.58)
k [0,1]
,
bi aiT xk
k min 1, min
T
iS
aiT dk k 0 ai d k
k 1 . (3.58) , j S k
k
,
b j a Tj xk
a Tj d k
(3.59)
99
100
(ik ) 0 , i S k I , ;
ik (3.57).
S k S k \ { ik } , xk 1 xk , 4.
3. k (3.59)
iSk
(k )
i
ai .
xk 1 xk k d k ;
k 1 , 4;
j S k
aTj ( xk k d k ) b j ;
S k S k { j } ;
4. S k 1 S k ; k k 1 , 2.
, 3.1. 3.1
.
xk X , k
.
Q( xk 1 ) Q( xk ) , k
, , d k 0 (. xk (3.56)-(3.56))
k 0 ,
Q( xk 1 ) Q( xk )
,
(3.1a)-(3.1).
;
,
101
102
S k , . ,
k d k 0 .
k xk
(3.56)-(3.56). ,
S k ,
{Q( xk )} . ,
k 0
Q( xk 1 ) Q( xk ) , k k0
k k0 ,
k 0
(3.60)
dk 0
(3.61)
. ,
S k ,
S k .
k
dk 0
k
dk 0
, k2 k1 k0
d k1 0 , d k2 0
(3.62)
d k 0 , k1 k k2
(3.63)
k2 k1 1
(3.64)
4.4.3. k 0
Q( xk 1 ) Q( xk ) , k k0 .
k2 k1 k0 (3.62)-(3.64),
S k2 S k1
. (3.62) i
(k 1)
g Gx
iSk1
(k 1)
i
(3.65)
x xk0 . (3.60)-(4.61), xk x , k k0 .
d k1 1 0 , k1 1 0 ,
j S k1 1
j S k1 2 ,
j I (x )
(3.66)
103
104
aTj d k1 1 0
(3.67)
d k (3.54)-(3.55) . d k
,
( g G x ) T d k11 0
(3.68)
(3.65),(3.68) S k1 1 S k1 \ { ik 1 } ,
(ik ) aiT d k 1 0
1
k1
k1
(3.69)
aiTk1 d k1 1 0
{ ik } . (3.67)-(3.69) j ik1 .
, (3.66) j S k1 . , j S k1 2 S k2 .
S k2 S k1 .
,
.
3.8. k , ai ( i E I ( xk )) ,
, 3.1
(3.1)-(3.1)
, , , (3.1)-(3.1)
.
. (3.1a)-(3.1) ,
{ xk } .
(3.54)-(3.54) d k 0 , xk
(3.56)-(3.56) S k .
(ik ) 0 , i S k I , xk
(3.1a)-(3.1). , (ikk ) 0 , (ik S k I )
d k
aTj d k 0 , j S k , j ik
(3.70)
aiTk d k 0
S k S k \ { ik } , QP
.
k 0
Q( xk 1 ) Q( xk )
, ,
S k , { xk } .
105
106
d k 0 k 1 , S k 1 S k (3.54)-(3.54)
xk 1 , , xk 1 (3.49)-(3.49).
d k 0 k 1, xk 1 (3.49)-(3.49).
(4.55) 3 3.1,
j S k , j - . ,
S k 1 . ,
n , S k n ,
n , (3.55)
d k 0 . , n -. ,
xk (3.56)-(3.56) n
.
,
(3.1a)-(3.1).
,
QP ,
G .
3.3 G S k ,
(3.54)-(3.54) . d k
T
ai d k 0 (i S k ) , ,
d kT Gdk 0
, ,
Q( xk )T d k 0 , d kT Gdk 0
Q( xk ) g G xk .
i S k , aiT d k 0 ,
(3.1a)-(3.1) . ,
T
i S k ai d k 0 . ,
k 0
, xk d k (3.1a)-(3.1).
k , , xk k d k
.
3.5
1 T
x Gx
2
(3.71)
aiT x bi , i E
(3.71)
aiT x bi , i I
(3.71)
minn g T x
xR
G , 3.2
minm (b AT G 1 g )T
R
1 T T 1
( A G A)
2
i 0, i I
(3.72)
(3.72)
107
108
(3.72)-(3.72).
minm (b AT G 1 g )T
R
1 T T 1
( A G A)
2
i 0, i S k
(3.73)
(3.73)
S k I (3.72)-(3.72).
k (3.73)-(3.73).
xk G 1 ( g A k )
G xk g A k
(b AT G 1 g AT G 1 A k )i 0 , i Sk
( AT xk b)i 0 , i Sk
xk
1 T
x Gx
2
(3.74)
aiT x bi , i S k
(3.74)
minn g T x
xR
S k I E \ S k . (3.74)-(3.74)
(3.26)-(3.27).
(3.73)-(3.73) :
( AT G 1 A k b AT G 1 g )i ( AT xk b)i aiT xk bi , i Sk
k (3.72)-(3.72).
(3.73)-(3.73) , xk
(3.71)-(3.71). Ak
ai (i S k ) , k k ,
i S k .
(b AT G 1 g AT G 1 A k )i 0 , i Sk
(3.75)
bi aiT G 1 g aiT G 1 Ak k 0 , i Sk
.
b( k ) AkT G 1 g AkT G 1 Ak k 0
(3.75)
b (k ) b i S k .
(3.75)
(3.76)
(3.75) ,
, ik S k
109
110
ik S k . , ik
p . , S k 1 S k { p} .
k k
0 k
k 1
(3.76)
AkT G 1 Ak
T 1
a p G Ak
0
AkT G 1a p k
T
1
a p G a p k bp a p xk
( AkT G 1 Ak ) 1 AkT G 1a p
k 1 k k
(3.77)
xk 1 xk G 1 Ak 1 k 1 k
0
xk k G 1 ( I Ak ( AkT G 1 Ak ) 1 AkT G 1 )a p
(3.78)
k 1 k 1 0 , (3.77) (3.78)
0 k min
jS k
( yk ) j 0
( k ) j
( yk ) j
G 1 ( I Ak Ak* ) a p 0
yk 0 ,
yk
y
T
1 ( AkT1G 1 Ak 1 ) k 0
1
yk
(3.73)-(3.73) . ,
(3.71)-(3.71)
.
3.2. ( )
1. x 1 G 1 g , f1
1 T
g x 1 , S1 ; k 1, 1 , q 0.
2
T
2. ri bi ai xk , i 1,..., m .
ri 0 , .
p rp max ri ;
1i m
k
;
0
3. d k G k a p G 1 ( I Ak Ak* ) a p ; yk Ak*a p .
111
112
j |(y )
k
0 , j Sk ,
k min
( yk ) j 0
jSk
( k ) j
( yk ) j
( k ) l
( yk ) l
k .
4. d k 0 , 5.
k , ( )
S k S k \ { l }; q q 1;
yk
;
1
k k k
*
Ak G k ; 3.
k min{ k , };
xk 1 xk k d k ;
f k 1 f k k aTp d k k (k 1 ) q1 ;
2
yk
;
1
k 1 k k
6. k , 7.
Sk 1 Sk { p}; q q 1;
*
G k 1 Ak 1 , k k 1 ; 2.
7. S k 1 S k \ { l }; q q 1;
l - k k ;
*
G k Ak , 3.
G LLT
1
QR L Ak , .
R
L1 Ak Qk k .
0
G 1 . Powel [18]
R
Ak Qk k Qk(1)
0
R
Qk( 2) k
0
( 2) T
( 2)
[Qk ] G Qk
113
114
U kU kT [Qk( 2) ] T G Qk( 2)
U k - . Powel[18],
(1)
Qk , Rk U k .
3.6 -
-
. ,
.
:
minn cT x
xR
(3.79)
Ax b
x0
c x R n , b R m A m n .
(3.79)
maxm bT
R
AT s c
s0
(3.80)
R m s R n . -
(3.79) (3.80) -- ()
:
AT s c
(3.81)
Ax b
(3.81)
xi si 0 , i 1,..., n
( x, s) 0
(3.81)
(3.81)
s
Ax b x 0 , .
- -
( x* , * , s* )
(3.81)-(3.81)
( x, s) 0
.
-
(3.81)-(3.81)
F : R 2nm R 2nm :
AT s c
F ( x, , s) Ax b 0
XSe
( x, s) 0
(3.82)
(3.83)
( x k , k , s k ) (3.83) , .
115
116
( x, s) 0 . x k 0 s k 0 .
.
F ( x, , s) 0 ,
( x, s) 0 , .
F
(x, , s)
x
J ( x, , s ) F ( x, , s)
s
F1
x
1
J
Fm
xm
F1
xn
F .
Fm
xn
, :
0 AT
A 0
S 0
I x 0
0 0
X s XSe
(3.84)
,
( x, s) 0 . ,
,
:
( x, , s) (x, , s)
(0,1] .
,
.
3.6.1
C
- .
(3.79).
3.1. C
0 ( x , , s ) C
AT s c
(3.85)
Ax b
(3.85)
xi si , i 1,2,..., n
(3.85)
( x, s) 0
(3.85)
(3.85). (3.81)
xi si
i . (3.85)-(3.85) :
C ( x , , s ) | 0
117
118
( x , , s )
0 F 0 :
F 00 ( x, , s) | Ax b , AT s c , ( x, s) 0
F
. C .
C F
(3.82), :
0
F ( x , , s ) 0 , ( x , s ) 0
e
(3.86)
(4.85)-(4.85) (4.81)-(4.82)
0. C
0, -
. -
C 0 ,
F .
( x, s) 0 ,
. ,
[0,1]
:
1 n
xT s
x
s
ii n
n i1
xi si .
(3.86),
0 AT
A 0
S 0
I x
0
0
0
X s XSe e
(3.87)
(x, , s) ( x , , s ) C ,
xi si
, (3.84)
(3.81)-(3.82) .
1 , (3.87) .
( x , , s ) C .
0 , (3.87) .
-
.
3.3 (- )
( x 0 , 0 , s 0 ) F
F0
0
k 0,1,2,...
A
S k
AT
0
0
I x k
0
0
0
X k s k X k S k e k k e
k T k
k [0,1] k ( x ) s / n;
k 1
k 1
k 1
k
k
k
k
k
k
( x , , s ) ( x , , s ) k (x , , s )
k ( x k 1 , s k 1 ) 0 .
()
119
120
,
( x 0 , 0 , s 0 ) .
x 0 s 0 .
(3.87).
:
rb Ax b , rc AT s c ,
:
0 AT
A 0
S 0
I x
rc
0
rb
X s XSe e
(3.88)
3.6.2 -
, .
:
min Q( x)
1 T
x Gx x T G
2
Ax b
(3.89)
(3.89)
g R n , b R m , A R mn G R nn
. (3.89)-(3.89)
: x * (3.89)-(3.89),
*
( x, ) ( x* , * ) :
Gx AT g 0
(3.90)
Ax b 0
(3.90)
( Ax b)i i 0 , i 1,2,..., m
(3.90)
(3.90)
y Ax b , :
Gx AT g 0
(3.91)
Ax y b 0
(3.91)
yi i 0 , i 1,2,..., m
( y, ) 0
(3.91)
(3.91)
,
, , (3.89)-(3.89)
. ,
(3.91)-(3.91).
.
Gx AT g
F ( x, , s) Ax y b , ( y, ) 0
Ye
1 m
yT
yi i
m i 1
m
121
122
C ( x , y , ) ( 0)
:
0
F ( x , y , ) 0 , ( y , ) 0
e
(x, y, ) ( x , y , )
. (3.88),
G AT
0
A
0
Y
0 x
rg
I y
rb
Se e
rg Gx AT g , rb Ax y b
,
( x , y , ) ( x, y, ) (x, y, )
( y , ) 0 .
-
Wright[22].
4
(SQP)
(SQP). SQP
.
SQP . ,
SQP
. ,
.
4.1 SQP
min f ( x)
(4.1)
c( x) 0
(4.1)
f : R n R c : R n R m .
,
123
124 (SQP)
(4.1), SQP
.
SQP (4.1) xk
,
, xk 1 .
SQP . ,
SQP , ,
(4.1).
2.6 2
L( x, ) f ( x) T c( x) .
A(x) ,
(4.2)
ci (x) i - c(x) .
, n m n m x
:
f ( x) A( x)T
F ( x, )
0
c
(
x
)
(4.3)
A* A( x * ) , ( x* , * )
(4.1) (4.3).
(4.3) ( Chapter 11
Nocedal&Wright[15]).
(4.3)
(SQP)
W ( x, ) A( x)T
0
A( x)
(4.4)
W ( x, ) 2xx L( x, )
(4.5)
( xk , k ) :
xk 1 xk pk
,
k 1 k p
(4.6)
pk p
Wk
Ak
T
Ak pk f k AkT k
ck
0 p
(4.7)
Ak A( xk ) Wk W ( xk , k ) .
, -
, .
3
.
4.1.
) Ak .
) Wk
. d Wk d 0 d 0 , Ak d 0 .
T
, ,
A( xk )T .
125
126 (SQP)
, ( x, )
( x* , * ) .
(4.6) (4.7)
( x* , * ) .
4.1.1 SQP
(4.6) (4.7).
( xk , k ) :
min
p
1 T
p Wk p f kT p
2
(4.8 )
Ak p ck 0
(4.8 )
4.1 , ,
( pk , k ) :
Wk pk f k AkT k 0
(4.9 )
Ak pk ck 0
(4.9 )
pk k
(4.7). Ak k
T
(4.7), :
Wk
Ak
AkT pk f k
0 k 1 ck
(4.10)
(SQP)
, ,
p pk
k 1 k .
. SQP
. 4.1 xk ,
( xk 1 , k 1 )
(4.8)
(4.6),(4.7) .
.
, , , SQP
.
SQP .
4.1. ( SQP )
( x0 , 0 ) ;
k 0,1, 2,...
f k , f k , Wk W ( xk , k ) , ck Ak ;
(4.8) pk k ;
xk 1 xk pk ; k 1 k ;
( xk 1 , k 1 ) ;
()
,
F ( x, ) 0 .
127
128 (SQP)
, 4.1 ( x* , * ) (4.1),
f c -
, ( x0 , 0 ) ( x* , * ) ,
4.1
( x* , * ) .
(4.8)
,
f kT p x L( xk , k )T p , (4.8)
. (4.8)
SQP . (4.1)
(4.1).
, (4.8).
4.1.2 SQP
SQP
min f ( x)
(4.11)
ci ( x) 0 , i E
(4.11)
ci ( x) 0 , i I
(4.11)
,
, :
(SQP)
min
1 T
p Wk p f kT p
2
(4.12)
ci ( xk )T p ci ( xk ) 0 , i E
(4.12)
ci ( xk )T p ci ( xk ) 0 , i I
(4.12)
, 3, .
SQP (4.11) 4.1
, : pk
k 1 ,
(4.12).
.
( x* , * ) i I
i ci ( x ) 0 .
*
4.1. x * (4.11).
A* x *
, d TW* d 0 , d 0 , A* d 0 ,
W* W ( x* , * )
.
, ( xk , k ) ( x* , * ) ,
(4.12), Ak
A( x* )
(4.11) x * .
IQP
, , , QP, QP
.
129
130 (SQP)
p Wk p (4.12),
(SQP)
p k ( Chapter 4
Nocedal&Wright[15]) p
.
(
T
p Wk p ) .
4.2
4.2.1
,
(4.8).
Wk xx L( xk , k ) (4.5).
- Bk ( Chapter 8
Nocedal&Wright[15]), .
4.1 , (4.8)
(4.10). 3
. ,
,
QP , QP .
(n m) (n m)
(4.10) . ,
LDLT , D
1 1 2 2 , L - .
.
131
132 (SQP)
p k
k 1 .
(4.10)
QMR LSQR ( Chapter 16 Nocedal&Wright[15]).
,
.
,
QP .
.
Wk , (4.10)
pk k 1 :
A W
k
1
k
AkT k 1 AkWk1 f k ck
(4.13)
Wk pk f k AkT k 1
(4.13)
-
H k
Wk1 . (4.13),
1 T
1
AkWk Ak Wk
. , , ,
1
Wk
1 T
AkWk Ak .
(SQP)
()
QP .
Yk Z k
AT Ak , .
,
pk Yk p Y Z k pZ
(4.10)
p Y p Z :
AkYk p Y
Z W Z p
T
k
ck
Z kTWk Yk p Y Z kT f kT
(4.14)
(4.14)
k 1 , QP
, :
AkYk T k 1 YkT (f k Wk pk )
(4.15)
Wk
T
Z k Wk Z k . 3
,
3.3.
pk .
pk (4.15),
pk k 1 . ,
pk 0 , f k
. , QP
.
133
134 (SQP)
Yk AkT ( Yk Ak
), :
k 1 Ak AkT Ak f k
1
(4.16)
min f k AkT
(4.17)
,
,
(4.3) . ,
. , 4.3 5.6,
pk (4.14) ,
xk 1
k (4.16),
xk 1 .
, ,
QP x
x .
,
T
Z k Wk Yk p Y (4.14),
(Z kTWk Z k ) pZ Z kT f k
(4.18)
T
T
Z k Wk Z k , Z k Wk Yk .
Z k Wk Yk pk
(SQP)
, p Y 0
p Z , (4.18)
(4.14).
4.2.2
QP
,
(4.12). 3.1
. Wk
,
, .
hot start .
, ~
p
. ,
, QP
QP .
,
-
. hot start
QP
. QP
(4.12) (4.12)
.
, n 1 x 1 x 2 0 ,
xk 3
3 p 1 9 6p 0
.
135
136 (SQP)
, QP
.
, ,
(4.12)-(4.12),
,
min f ( x) eT (v w)
(4.19)
ci ( x) vi wi 0 , i E
(4.19)
ci ( x) vi wi 0 , i I
(4.19)
v0
(4.19)
, (4.11) (4.19) . ,
, (4.19)
.
100 f ( xs ) , .
x s
.
,
(4.19).
(4.12)
, 3.6 QP
.
.
(SQP)
4.3
Wk (4.18).
(4.1) . QP
(4.3) Wk
xx L( xk , k ) ( (4.5)).
2
. ,
, .
,
.
Wk .
4.3.1
Bk
2xx L( xk , k ) . , BFGS
, .
, -
, Chapter 8 Nocedal&Wright[15].
Bk , k - k 1 -
s k y k , :
sk xk 1 xk , yk x L( xk 1 , k 1 ) x L( xk , k 1 )
(4.20)
Bk
Bk 1 Bk
Bk sk skT Bk yk ykT
T
skT Bk sk
y k sk
(BFGS)
137
138 (SQP)
-
L( x, ) ( ).
.
xx L
2
, - {Bk }
,
, BFGS
.
2
xx L , BFGS
. , BFGS s k y k
sk yk 0 ,
T
s k y k (5.20),
.
, BFGS
:
skT yk skT Bk sk
(4.21)
( 102 ).
SQP
. ,
, . BFGS ,
.
.
y k .
(SQP)
k :
1,
T
k (0.8sk Bk sk )
(sT B s sT y ) ,
k k k k k
skT yk 0.2skT Bk sk
skT yk 0.2skT Bk sk
(4.22)
Bk :
Bk 1 Bk
Bk sk skT Bk rk rkT
T
skT Bk sk
sk rk
(4.23)
(4.23) (BFGS) , y k
rk . Bk 1 ,
k 0 , Bk 1 Bk , k 1
( )
BFGS . , k (0,1)
Bk
BFGS . k
Bk , .
BFGS SQP
. , ,
.
,
. , ,
139
140 (SQP)
2xx L( x, ) .
(4.24)
. ,
(
), .
4.3.2
:
LA ( x, ; ) f ( x) T c( x)
1
c( x)
2
(4.25)
. Chapter 17 Nocedal&Wright[15]
( x* , * ) ,
,
2xx LA 2xx L( x* , * ) 1 A( x* )T A( x* )
(4.26)
* .
(4.25)
A( x)T ,
A(x) . , Wk (4.8)
2xx L( xk , k ; ) , , - Bk
.
, SQP
.
. ,
* ,
, ,
(SQP)
(5.26)
, .
,
L A ,
T
yk s .
A
, y k :
ykA x LA ( xk 1 , k 1 ; ) x LA ( xk , k 1 ; )
yk 1 AkT1 ck 1
(4.20)
. ,
,
( ykA )T s . ,
y k y k BFGS .
,
SQP .
4.3.3
,
n n .
Z k xx L( xk , k ) Z k ,
T
.
- ,
(4.14)
141
142 (SQP)
(4.16) - (4.18).
:
k ( Ak AkT ) 1 Ak f k
(4.27)
( Ak Yk ) p Y ck
(4.27)
M k pZ Z kT f k
Mk
(4.27)
Bk .
, ,
k ,
. ,
- M k
Z kT 2xx L( xk , k )Z k .
Wk 2xx L( xk , k ) k pZ
( xk , k ) ( xk 1 , k 1 ) . :
Wk 1 k pk [ x L( xk k pk , k 1 ) x L( xk , k 1 )] ,
T
pk xk 1 xk Z k pZ Yk p Y . Z k
Z kT Wk 1Z k k pk Z kT Wk 1Yk k pY
Z kT [ x L( xk k pk , k 1 ) x L( xk , k 1 )]
(4.28)
Mk
Z kTWk 1Yk k p Y
M k 1sk yk
(4.29)
s k y k :
sk k p Z
(4.30)
(SQP)
yk Z kT [ x L( xk k pk , k 1 ) x L( xk , k 1 )]
(4.30)
, (BFGS)
s k y k
M k 1 . 4.6
sk yk 0 .
T
(4.28) Z k Wk 1Z k Z k 1Wk 1Z k 1 .
Z k 1 (4.28),
y k (4.30)
Z k Z k 1 . ,
.
(4.30) .
yk Z kT [f ( xk 1 ) f ( xk )]
(4.31)
,
,
. , y k
yk Z kT [ x L( xk k pZ , k 1 ) x L( xk , k 1 )]
(4.32)
xk Z k pZ .
5.6.
143
144 (SQP)
4.4
SQP
, .
,
, ,
, (
Chapter 4 Nocedal&Wright[15]) .
,
.
SQP , l 1
1 ( x, ) f ( x)
x max 0 , x
c ( x) c ( x)
iE
iI
l 1 ,
(4.1) , :
1 ( x, ) f ( x)
c( x) 1
(4.33)
xi .
1
i 1
; , x
c(x)
. , ,
, pk SQP
. .
(SQP)
145
D( 1 ( xk , ) ; p k ) pkTWk pk ( 1 k 1 ) ck
(4.34)
max | xi | .
i
: f c i , i 1,2,..., m
1 ( xk p; ) 1 ( xk ; ) f ( xk p) f k 1 c( xk p) 1 1 ck
f kT p 2 p 1 ck Ak p 1 1 ck
f c . p pk (4.10), Ak pk ck ,
1 ( xk pk ; ) 1 ( xk ; ) f kT pk 1 ck
pk .
1 ( xk pk ; ) 1 ( xk ; ) f kT pk 1 ck
pk
, 1 pk
D( 1 ( xk ; ); pk ) f kT pk 1 ck
pk (4.10)
146 (SQP)
(4.10), pk Ak k 1
T
ckT k 1 ,
ckT k 1 ck
k 1
D( 1 ( xk ; ); pk ) pkTWk pk 1 k 1
k 1.
(4.34) pk 1 Wk
Wk
.
0
1 k 1
(4.35)
, Fletcher-
,
def
F ( x; ) f ( x) ( x)T c( x)
0 ,
x
x
i 1
1
c( x)
2
(4.36)
l 2
( x) A( x) A( x)T A( x)f ( x)
1
(4.37)
(4.17).
Fletcher- (4.36)
(SQP)
F ( xk ; ) f k AkT k ( k )T ck 1 AkT ck
k m n (x) xk .
pk SQP (4.10) :
F ( xk ; )T pk f kT pk Tk ckT k pk 1 ck
pk Z k pZ Ak p Y , Z k
T
Ak Yk Ak . (4.27)
T
ck
(4.37) x xk ,
f kT AkT p Y Tk ck .
F ( xk ; )T pk f kT Z k pZ f kT AkT p Y Tk ck ckT k pk 1 ck
f kT Z k pZ ckT k pk 1 ck
(4.10) Wk pk Wk Z k pZ Wk Ak p Y f k .
T
c k pk
T
k
ck
(4.38)
, pk Fletcher-
Z kTWk Z k
147
148 (SQP)
1 T T
pZ Z k Wk Z k pZ p TY AkWk Z k pZ ckT k pk
1 2
2
c
k
(4.39)
. ( ck 0 ,
),
1
,
2
.
4.2. xk
(4.1)
Z kTWk Z k . , pk ,
SQP (4.10) l 1
1
(4.35). (4.39),
pk Fletcher- F .
SQP
: 0 :
k 1 ,
k11
1
( 2 ) , k 1
l 1 k 1
(4.40)
(4.39)
Fletcher- .
(SQP)
4.5 SQP
,
SQP
,
. ,
-
(4.11)
.
4.2 (SQP )
(0,0.5) , (0,1) ; ( x0 , 0 ) ;
n n
Bk ;
f 0 , f 0 , c0 , A0 ;
k 0 ,1, 2 , ...
;
pk (4.12)
k . pk xk ;
k 1 ;
( xk k pk ; k ) ( xk , k ) k D ( xk ; pk )
k k , (0, ) ;
()
xk 1 xk k pk ;
149
150 (SQP)
f k 1 , f k 1 , ck 1 , Ak 1 ;
k 1
k 1 Ak 1 AkT1 Ak 1f k 1 ;
1
sk k pk , yk x L( xk 1 , k 1 ) x L( xk , k 1 ) ;
Bk 1 Bk , -
;
()
Bk Wk .
4.6 SQP
(
, ).
,
.
-
,
(n m) .
(n m) (n m) M k Z k Wk Z k
T
(4.29). ,
(n m) ,
M k ,
(SQP)
p Z
(4.27) .
, -
, ,
, (safeguard
Bk Bk 1 skT yk 0 )
.
.
4.6.1
,
(4.18).
p Y pk
- Wk , p Y
c( x) 0
( (4.27)), p Y
.
, p Z
, -
. ,
pY
pZ
(4.41)
151
152 (SQP)
p Y , ,
( p Y 0 ). ,
T
Z k Wk Yk .
p Y , pk ,
, (4.10),
.
Coleman-Conn (4.32),
(4.27),(4.27) :
M k pZ Z kT f k
Ak Yk p Y c( x k Z k pZ )
(4.42)
(5.42)
4.6.2
.
Wk
pk ,
1
Wk xx L( xk pk , k 1 )d
(4.43)
, (4.30) y k ,
yk Wk pk Wk Z k pZ Wk Yk p Y
(SQP)
s k pk , :
(4.44)
,
,
. -
(4.41),
pY
0 p Z . ,
(4.44) ,
ykT sk .
- ,
(4.21) .
BFGS
, .
, (4.44)
,
p Y pZ . p Y
( (4.27)),
, . ,
, p Z ,
,
, .
,
.
153
154 (SQP)
4.2. (-)
k
k 1
yk sk 0 p Y k pZ
T
s k y k (4.30)
M k BFGS M k 1 ;
Bk 1 Bk ;
()
k ;
k 0.1 k 1.1 .
Coleman-Conn , y k (4.32). ,
Wk
pk (4.43)
pZ . , ykT sk
(SQP)
4.6.3
,
.
4.3. (
)
(0,0.5) , (0,1) ;
( x0 , 0 ) ;
(n m) (n m)
M 0 ;
f 0 , f 0 , c0 , A0 ;
T
Y0 Z 0 - A0
A0 , ;
k 0 ,1, 2 , ...
;
p Y p Z
( Ak Yk ) p Y ck ; M k pZ Z kT f k ;
pk Yk p Y Z k pZ ;
k , pk xk ;
k 1 ;
155
156 (SQP)
( xk k pk ; k ) ( xk ; k ) k D ( xk ; pk )
k k , (0, ) ;
()
xk 1 xk k pk ;
f k 1 , f k 1 , ck 1 , Ak 1 ;
Yk 1 Z k 1 -
AkT1 Ak 1 , ;
k 1
sk k pZ , yk Z kT [ x Z ( xk 1 , k 1 ) x Z ( xk , k 1 )] ;
M k 1 M k (4.19)
M k 1 M k ;
()
()
(SQP)
4.7 SQP
SQP
.
.
.
(4.1) (4.8).
,
:
min
p
1 T
p Wk p f kT p
2
(4.45)
Ak p ck 0
(4.45)
p k
(4.45)
l 2 ,
Sp k .
k
.
,
, ,
.
l 2 - ,
(4.45) ,
(4.8). ,
(4.45), (4.45)
157
158 (SQP)
, 4.1. ,
p , ,
.
4.1
(4.45)
(4.45), k ,
p ,
(4.45) .
,
(4.45),(4.45)
(4.1),
.
,
.
(SQP)
, .
4.7.1 1:
(4.45)
Ak p ck 0
(4.46)
(0,1]
(4.45), (4.45) .
. 4.1
( 4.2).
4.2
159
160 (SQP)
,
p
x k ), (4.45)
c( x) 0 ,
.
,
.
(4.45),
(4.45). , :
min Ak v ck
v
(4.47)
(4.47)
(0,1) . (
0.8 ). v k
. p k
,
. c k
Ak vk (4.46), :
min
p
1 T
p Wk p f kT p
2
Ak p Ak vk
(4.48)
(4.48)
(SQP)
p k
(4.48)
(4.48) (4.48)
,
p vk
4.7.2 2:
SQP
:
min
p
1 T
p Wk p f kT p
2
Ak p ck
p k
(4.49)
(4.49)
(4.49)
(4.45)
k 0.
k .
p k
.
k Ak p C ck
p
min m(v) Ak v ck
v
2
2
(4.50)
161
162 (SQP)
Chapter 4 Nocedal&Wright[15]
m m(0)
. k
(4.49) (4.49) , p
. ,
(4.50)
, ,
.
k
min
b1 k
Ak p ck
2
2
k min
p
b2 k
Ak p ck
2
2
b1 b 2 0 b 2 b 1 1 .
k , (4.49)
.
4.7.3 3: S l 1 QP ( l 1
)
,
. ,
,
(4.11).
SQP , , (4.12)
, ,
,
(SQP)
. , S l1 QP
(4.12) (4.12)
, l1 ,
.
:
min f kT p
p
1 T
1
p Wk p
2
k
c (x
c ( x
iE
iI
) ci ( x k ) T p
) ci ( x k ) p
T
(4.51)
[ x] max{ 0, x} . k
,
.
l ,
.
.
(4.51),
hot start .
(4.51),
... ( 4.2.2)
l1 1
1 ( x; ) f ( x)
c ( x) c ( x)
iE
iI
(4.52)
163
164 (SQP)
(4.51).
, (4.51)
(4.52) k ,
ci ,
.
S l1 QP (4.51) ,
1
. , k
.
.
(4.51)
, ,
Ak .
(4.51), Wk
-
,
. , , k (
(4.52))
,
1 , , (4.11),
.
, (4.51) p k .
1 ,
. , (4.51)
ci ( xk ) ci ( xk )T p
ci ( xk ) ci ( xk )T p
1 T 2
p ci ( x k ) p
2
(4.53)
(SQP)
165
, ,
, .
,
xk pk .
,
ci ( xk pk ) ci ( xk ) ci ( xk )T pk
1 T 2
pk ci ( x)T pk
2
(4.54)
p ,
(4.53) ,
:
(4.55)
min f kT p
p
1 T
1
p Wk p
2
k
d
iE
ci ( xk )T p
d
iI
ci ( xk )T p
(4.56)
d i ci ( xk pk ) ci ( xk )T pk
(4.51) .
(4.56)
(4.51),
hot start (4.26),
.
,
ci ( xk pk ) i E I ,
. ,
(4.55) ,
166 (SQP)
.
4.8 SQP
, SQP
. , 1, (4.47) (4.48)
.
v p ,
(4.47)
(4.48) ,
. (4.47)
( Algorithm 4.3
Chapter 4 Nocedal&Wright[15]) dogleg .
Ak
dogleg
Ak v ck 0 . (:
,
(4.47))
p B AkT [ Ak AkT ]1 ck
, (4.48).
.
T
, v k Ak ,
p k
(SQP)
pk vk Z k u k , u R nm
(4.57)
T
Z k Ak . ,
T
p k , Ak , v k ,
() . p k
(4.48) (4.48),
u :
def
1
min mk (u ) (f k Wk vk )T Z k u u T Z kT Wk Z k u
u
2
Zku
2k vk
2
2
(4.58)
(4.58)
(4.58)
v k Z k u k (4.57)
.
(4.58)
, Z k , ,
. , (4.58)
u T S k2u 2k , S k2 Z kT Z k
S k , Z k
. Z k u k (4.58) .
4.3
.
f (x) , .
,
.
167
168 (SQP)
x k ( Z k )
.
xk vk ,
. p k
.
4.3 pk vk Z k u k
l 2
( x; ) f ( x)
c( x)
(4.59)
l 2
, .
(SQP)
p k
:
ared ( xk ; k ) ( xk pk ; k )
, ,
vpred c( xk ) c( xk ) Ak vk
k , pred
vpred .
pred k1 vpred
(4.60)
0 1 ( 0.3 )
k
k1
mk (0) mk (u )
(1 ) vpred
(4.61)
SQP
(4.1) .
169
170 (SQP)
4.4. (SQP )
0 , , (0,1) ;
x 0 , 0 0 ;
k 0 ,1, 2 , ...
f k , ck , f k , Ak ;
k (4.16);
f k AkT k
ck
x k ;
(4.47) v k ;
Z k
Ak ;
Wk ;
(4.58) u k ;
pk vk Z k u k ;
k
ared
;
pred
k n
xk 1 xk pk ;
k 1 k 1 k ;
(SQP)
xk 1 xk ;
k 1 k 1 pk ;
()
(4.47), 0.8,
.
4.9
SQP , ,
. ,
4.1 4.1
,
- .
-
Bk .
.
4.2
) x * * ,
A*
, , xx L( x , )
2
.
1
) {Bk } {Bk } , 2 .
Bk 2 ,
Bk1 2 , k
171
172 (SQP)
SQP ,
.
4.3. 4.2 () f c
, -
( x * , * ) . , x0 0 x * * ,
( xk , k ) 4.1 Wk
, ( x , ) .
*
, 4.1
F ( x, ) 0 .
- 4.1
Wk 2xx L( xk , k )
- Bk .
Pk k
Pk I AkT [ Ak AkT ]1 Ak Z k Z kT
Z k .
R n .
PkWk .
, (4.10) Pk
T
Pk Ak 0 ,
PkWk pk Pk f k
Wk Wk .
, -
(SQP)
Pk Bk PkWk ,
Pk Bk PkWk .
,
.
4.4.
4.2 x k
4.1 -
Bk , x * . x k
lim
Pk ( Bk W* ) ( xk 1 xk )
xk 1 xk
0.
(4.62)
-
.
BFGS (4.20).
,
.
4.5. W* B0
4.2 .
x0 x *
B0 W*
, x k 4.1
BFGS Bk (4.20) (4.23) (
rk sk ) (4.62). , x k
x * .
BFGS 4.1,
. x k
x * ,
R-.
173
174 (SQP)
4.9.1
SQP M k
Z kT Wk Z k . Pk Z kT M k Z k
PkWk Pk . ,
PkWk , (4.62) .
(4.62)
P ( B W* ) Pk ( xk 1 xk )
P ( B W* ) ( I Pk ) ( xk 1 xk )
lim k k
k k
0
k
xk 1 xk
xk 1 xk
nn
(4.63)
Bk Z k M k Z .
T
k
(4.63) 0
,
.
4.6. 4.2 ()
Bk . x k
4.1 Bk x *
lim
Pk ( Bk W* ) Pk ( xk 1 xk )
xk 1 xk
(4.64)
{xk } x * .
lim
xk 2 x *
xk x *
0.
(SQP)
,
( (4.41)). , :
lim
( I Pk ) ( xk 1 xk )
xk 1 xk
0.
, (4.63) (4.64)
.
Pk ( Bk W* ) ( I Pk ) .
BFGS . xk 1 xk Yk p Y Z k pZ ,
p Y p Z (4.27). M k
BFGS ,
(4.30) M 0
. Z k
(4.30),
.
Z k Z * O xk x *
(4.65)
4.6.
4.7. 4.2 (). x k
. {xk }
1
x * R - , {M k } {M k }
x k .
175
176 (SQP)
4.10
4.8
SQP
.
.
, SQP p k
,
.
,
.
4.1.
x (1,0)
*
4.4)
3
2
2xx L( x * , * ) I .
T
x k xk (cos , sin )
. ,
pk
Bk 2xx L( x* , * ) I .
(4.8)
(SQP)
4.4 : 4.1
4 cos 1
2 cos
T
f ( xk ) cos , f ( xk )
, A( xk )
,
4 sin
2 sin
(4.8)
1 2 1 2
p1 p2
2
2
p2 cot p1 .
,
sin 2
pk
sin cos
(4.66)
177
178 (SQP)
cos sin 2
xk pk
sin (1 cos )
sin 0 ,
xk p k x *
2 sin 2 ,
2
xk x *
2 sin ,
2
xk pk x *
xk x
1
2
Q -
.
c( xk pk ) sin 2 c( xk ) 0
,
.
SQP
2
(1,1) .
4.4
x
( 0)
(1,0) x (1)
,
.
( x; ) f ( x)
h(c( x))
(SQP)
( h() h(0) 0 )
(4.66),
.
,
.
watchdog ()
Chapter 18 Nocedal&Wright[15].
179
5
.
5.1
,
,
,
.
, :
?
.
.(Agoston[1], De Boor [5] G. Farin [6])
,
...
,
.
,
,
. .
(Agoston[1]):
182 .
. 5.1. 1, 2,..., k.
ci .:
k
g ( x) ci i ( x)
(5.1)
i 1
g (x) f (x) .
i (x) .
,
f (x)
, i (x) x i ,
g (x) f (x) .
:
1) g f
;
2) ci .
?
D , f (x) .
:
d (a, b) a( x) b( x) dx ,
D
x1 , x2 ,..., xs ,
x j .
, . ,
g,
(5.1) ci ,
g ( x; c1 , c2 ,..., ck )
. , ,
.
5.2. g ( x; c1 , c2 ,..., ck )
s
j 1
f (x) .
E / ci , i 1,2,.., k
ci ,
i 1,2,.., k . :
1) :
g ( x j ) f ( x j ) , x j , j 1,2,.., s
2) 1)
g ( x j ) f ( x j ) , j 1,2,.., s
3) ()
f g ,i 0, i , i 1,2,.., k
4)
f g min f h ,
hA
A X
i , i 1,2,.., k .
5)
.
183
184 .
CAGD (Control
Aided Geometric Design) Farin[6]:
,
.
,
... -
.
.
,
Agoston[2].
i 1,2,.., m , ,
p , .
5.2
5.2.1
:
( x0 , y0 ), ( x1 , y1 ),..., ( xn , yn ).
p(x) . p( xi ) yi , i 0,1,..., n .
5.1. p(x) n
.
.
n
Li ,n ( x) Li ,n ( x; x0 , x1 ,..., xn )
j 0
j i
x xj
xi x j
(5.2)
Li ,n
x0 , x1 ,..., xn .
i j
i j
(5.3)
p( x) yi Li ,n ( x)
(5.4)
1 ,
Li ,n ( x j ) ij
0 ,
n -
n
i 0
.
. ,
q(x) n - ,
n - h( x) p( x) q( x) n 1
x0 , x1 ,..., xn . , h(x) ,
185
186 .
n - n
.(Corollary E 5.4 Agoston[2]) . .
:
n
L
i 0
i ,n
( x) 1
(5.5)
x . ,
x x j n -
n .
R m ,
(5.4) m - .
, u0 , u1 , ..., un
p0 , p1 ,..., pn R m ,
n
(5.6)
i 0
n -
pi u i .
.
,
. n 3 .
:
L0,3 (u )
(u u1 )(u u 2 )(u u3 )
(u 0 u1 )(u 0 u 2 )(u 0 u3 )
L1,3 (u )
(u u 0 )(u u 2 )(u u3 )
(u1 u 0 )(u1 u 2 )(u1 u3 )
(u u 0 )(u u1 )(u u3 )
L2,3 (u )
(u 2 u 0 )(u 2 u1 )(u 2 u3 )
L3,3 (u )
187
(5.7)
(u u 0 )(u u1 )(u u 2 )
(u3 u 0 )(u3 u1 )(u3 u 2 )
i (ui u j )
j 0
j i
u1 u 2 u3
0
M
uu u u u u
1 2 2 3 3 1
0
uu u
1 2 3
1
1
u u u
0 2 3
1
u 0 u 2 u 2 u 3 u 3u 0
1
uuu
0 2 3
1
1
2
u u u
0 1 3
3
u0u1 u1u3 u3u0
2
u uu
0 1 3
2
u0 u1 u 2
3
u0u1 u1u 2 u 2u0
u0u1u 2
p(u )
:
p(u ) u 3
u2
p0
p
u 1 M 1
p2
p3
(5.8)
188 .
u1 u 0 p0 p1 ,
u 2 u1 d p1 p2 .
u 3 u 2 p 2 p3
pi p j pi p j .
u i .
d ,
p1 p 2 , .
2.1. u i
5.1.
,
. , ,
. , ,
.
5.2.2
, ,
, ().
.
,
.
5.1.
y0 , y1 , m0 , m1 ,
p(x) :
p(0) y0 , p(1) y1 , p(0) m0 , p(1) m1
.
p( x) a bx cx 2 dx 3
. .
, a, b, c d .
.
p( x) b 2cx 3dx 2
0
1
0
1
0
2
0
1
1
1
1 d y0
1 c y1
0 b m0
0 a m1
(5.9)
44 (5.9) .
M h
189
190 .
1
2 2 1
3 3 2 1
Mh
0
0
1
0
0
0
0
1
(5.10)
y0
d
c
M h y1
m0
b
a
m1
(5.11)
p( x) x 3
x2
y0
y
x 1 Mh 1
m0
m1
(5.12)
F1 , F2 , F3 F4
F1 ( x)
F2 ( x) F3 ( x) F4 ( x) [ x 3
x2
x 1] M h
(5.13)
F1 ( x) x 1 2 x 1
2
F2 ( x) x 2 3 2 x
F3 ( x) x 1 x
2
(5.14)
F4 ( x) x 2 x 1
p( x) y0 F1 ( x) y1 F2 ( x) m0 F3 ( x) m1 F4 ( x)
Fi (x) , i 1,2,3,4 :
(5.15)
(5.16)
5.2.
5.4. M h (5.10)
. Fi (x) (5.13) (5.14)
.
5.2 .
,
F1 ( x) F2 ( x) 1
(5.17)
x . Fi
, ,
:
(5.18)
191
192 .
x0 , y0 , m0 , x1 , y1 , m1 , ... , xn , yn , mn ,
pi ( x) , i 0,1, ..., n 1 , :
pi ( xi ) yi
pi ( xi ) mi
pi ( xi 1 ) yi 1
pi ( xi 1 ) mi 1
, i 0,1,..., n 1
(5.19)
5.3.
.
. (5.12).
(5.12) x
x xi
xi 1 xi
,
,
ds
1
dx xi 1 xi
,
.
pi (x) :
pi ( x ) s 3
s2
yi
yi 1
, i 0,1,..., n 1 .
s 1 Mh
mi ( xi 1 xi )
mi 1 ( xi 1 xi )
2
d3
3
M h (d ) 2
d
0
1
2
d3
3
d2
0
0
1
d2
2
d
1
0
1
d2
1
, d 0
d
0
0
(5.20)
p i ( x ) ( x xi ) 3
( x xi ) 2
yi
y
( x xi ) 1 M h ( xi ) i 1
mi
mi 1
(5.21)
xi xi 1 xi , i 0,1,..., n 1 .
(5.21) 5.1
pi (x)
(5.22)
f j (x) , j 1,2,3,4 , i ) :
[ f1 ( x) f 2 ( x) f 3 ( x) f 4 ( x)] [( x xi ) 3 ( x xi ) 2 ( x xi ) 1 ] M h ( xi )
(5.23)
i 0,1,..., n 1
f1 ( x ) f 2 ( x ) 1
(5.24)
x . ,
(5.17), f i ( x) , i 1,2,3,4 ,
(5.14).
193
194 .
,
R m . ,
u0 , u1 , ..., un , p0 , p1 , ... , pn
n
v0 , v1 , ... , vn R , p : [u0 , un ] R
:
1.
p(ui ) pi , i 0,1,..., n
2.
p(ui ) vi , i 0,1,..., n
3.
pi p ui ,ui 1 , i 0,1,..., n 1
pi (u ) (u ui ) 3
(u ui ) 2
pi
p
(u ui ) 1 M h (ui ) i 1
vi
vi 1
(5.25)
(5.26)
f j (u ) , j 1,2,3,4 , (5.22).
p(u ) , ,
, ,
, ,
,
vi .
,
.
A R k p : A R m
pi , v j R
195
(5.27)
pi , v j , f i (u ) g i (u )
. , ,
.
T R m v (
v ), T (0)T (v) .
T R m
T (q) M (q) q0
M ( 2.5.8, Chapter 2
Agoston[1])
X p( A) R m . ,
Y T (X ) ?
p(u ) X , T
f1 (u)M ( p1 ) ... f s (u)M ( ps ) g1 (u)M (v1 ) ... g t (u)M (vt ) q0 (5.28)
pi vi (5.27)
, :
f1 (u ) M ( p1 ) ... f s (u ) M ( p s ) f j (u ) q0
j 1
(5.29)
f
j 1
(u ) 1
196 .
. (5.28) (5.29)
.
5.1.
.
. (2.5)
(2.54).
5.2.3
5.6. m - m 1
S : [a, b] R , xi , i 0,1,..., n
. a x0 x1 ... xn b , :
1.
S m [ xi , xi 1 ]
i 0 ,1,..., n 1
2.
S C m1 .
xi , x0
x1
...
xn
n 1 , .
( xi , yi ): i 0,..., n
xi , xi1
( xi , yi )
xi 1 xi xi 1 ... xi d 1 xi d
xi
x1 , xn1 ,
xi d
S , 1,2
3 .
,
.
[ x0 , xn ] ,
.
5.7. n 1 ( x0 , y0 ) ,
( x1 , y1 ) ,..., ( xn , yn )
x0 , x1 ,..., xn
a x0 , x1 ... xn b . S (x) si , 0 , si ,1 , si , 2
si ,3 ,
1)
S ( x) Si ( x) si ,0 si ,1 ( x xi ) si , 2 ( x xi ) 2 si ,3 ( x xi ) 3
x [ xi , xi 1 ] i 0 ,1,..., n 1
2)
S ( xi ) yi , i 0 ,1, ..., n
3)
Si ( xi 1 ) Si 1 ( xi 1 ) , i 0 ,1,..., n 2
4)
5)
.
5.8. 1)
5) .
5.5. ( )
.
. Mathews&Kurtis[12].
S (x)
Si ( x) , i 0,1,..., n 1 . 4
, , 4n .
, , 2) n 1 , 3)-5)
n 1 , n 1 3(n 1) 4n 2
. 2
.
, .
S (x) [ x0 , xn ] (
xi , xi1 )
197
198 .
. xi , xi 1 , S (x)
, S ( xi ) S ( xi 1 ) ,
xi , S ( xi )
xi 1 , S ( xi 1 )
S ( x) S ( xi )
x xi
x xi
S ( xi 1 )
xi xi 1
xi 1 xi
(5.30)
S ( xi ) mi , i 0,1,..., n
h i xi 1 xi , i 0,1,..., n 1
(5.30)
S i( x)
mi
m
( x xi1 ) i1 ( x xi )
hi
hi
(5.31)
(5.31)
m
m
Si( x) i ( x xi1 ) 2 pi i1 ( x xi ) 2 qi
2h i
2h i
(5.32)
, (5.32),
Si ( x)
mi
m
( x xi1 )3 pi ( x xi1 ) i1 ( x xi )3 qi ( x xi ) (5.33)
6hi
6hi
(5.33) x xi ,
2
mi h i
m
Si ( xi ) yi i ( xi xi1 )3 pi ( xi xi1 )
pi hi
6hi
6
(5.33) x xi1 ,
(5.34)
199
mi1 h i
m
Si ( xi1 ) yi1 i1 ( xi1 xi )3 qi ( xi1 xi )
qi hi (5.35)
6hi1
6
(5.34) (5.35)
yi
mi h i
6
pi h i , yi1
mi1 hi
6
qi hi
pi qi :
pi
mi h i
qi
yi1 mi1 h i
hi
6
yi
hi
(5.36)
(5.37)
mi h i yi
mi
( x xi 1 ) 3
( x xi 1 )
6
6h i
h i
y
mi 1 h i
m
( x x i )
i 1 ( x xi ) 3 i 1
(5.38)
hi
6h i
6
y mi h i
m h
m
m
( xi 1 x) yi 1 i 1 i ( x xi )
i ( xi 1 x) 3 i 1 ( x xi ) 3 i
hi
hi
6h i
6h i
6
6
S i ( x)
(5.38) mi .
S i ( x)
y mi hi
m h
mi
m
( xi1 x) yi1 i1 i ( x xi )
( xi1 x)3 i1 ( x xi )3 i
hi
hi
6h i
6h i
6
6
200 .
y mi h i yi 1 mi 1h i
mi
m
( xi 1 x) 2 i 1 ( x xi ) 2 i
hi
hi
2h i
2h i
6
6
S i( x)
(5.39)
(5.39) x xi ,
Si( xi )
mi h i
2
mi
y mi h i yi1 mi1h i
( xi1 xi ) 2 i
2h i
hi
6
hi
6
mi h i mi1h i yi1 yi
yi mi h i yi1 mi1hi
hi
6
hi
6
3
6
hi
(5.40)
di
yi 1 yi
hi
(5.41)
(5.40)
Si( x)
mi h i
mi1h i
6
di
(5.42)
, (5.38), i i 1
:
Si1 ( x)
mi h i1
3
mi1h i1
6
d i1
(5.43)
4)
Si1 ( x) Si( x) , i 1,2,..., n 1
(5.42) (5.43)
n 1 :
mi h i
3
mi1h i
6
di
mi h i1
3
mi1h i1
6
d i1
(5.44)
ui 6(di di1 )
(5.45)
(5.31) n 1 mi , i 0,1,..., n .
(5.44) 2 .
- ,
2 -
.
,
. ,
:
i.
- S ( x0 ) S ( xn ) .
(5.44) 2 :
m0
mn
ii.
3
d0 S ( x0 ) m1
h0
2
3
S ( xn ) d n1 mn1
h n1
2
- -
. (5.44) 2
m0 0 ; mn 0
iii.
S (5.44)
201
202 .
m0 m1
h 0 (m2 m1 )
mn mn1
iv.
h1
h n1 (mn1 mn2 )
h n2
S -
(5.44) :
m0 m1 ; mn mn1
v.
S ( x0 ) S ( xn ) -
m0 S ( x0 ) ; mn S ( xn )
,
.
,
( Chapter 3 Mathews&Kurtis[12])
b0
a
0
0
0
0
c0
0
0
0 m0 extra1
b1 c1
0
0 m1 u1
a1 b2
c2
0 m2 u2
(5.46)
si , 0 , si ,1 , si , 2 si ,3
S (x) 1):
203
si , 0 yi
si ,1 d i
h i (2mi mi 1 )
6
, i 0,..., n 1
mi
2
m mi
si ,3 i1
6h i
si , 2
(5.47)
, Si (x) :
Si ( x) (si ,3 w si , 2 )w si ,1 w yi ,
w x xi
(5.48)
, .
. , f (x)
[a, b]
xi , yi in0 ,
. .
5.6.
f C 2 [a, b]
S (x)
f (x)
xi , f ( xi )in0
i) . S (a) f (a)
S (b) f (b) .
b
2
2
S ( x) dx f ( x) dx
a
(5.49)
. ,
b
x b
x a
S ( x)( f ( x) S ( x))dx
a
0 0 S ( x)( f ( x) S ( x))dx
a
204 .
S ( x) 6si ,3 , xi , xi1
xi 1
S ( x) f ( x) S ( x)dx 6s f ( x) S ( x)|
i ,3
xi
x xi 1
x xi
0, i 0,1,..., N 1 .
xi 1
S ( x) f ( x) S ( x)dx 0 ,
xi
b
S ( x) f ( x)dx S ( x) dx
2
(5.50)
0 f ( x) S ( x) , ,
2
0 f ( x) S ( x) dx f ( x) dx 2 f ( x) S ( x)dx S ( x) dx
2
, (5.50)
b
0 f ( x) dx S ( x) dx
2
5.2.4
, , .
, ,
.
, ,
. 5.3 p(u )
p0 , p1 , p2 , p3 , p0 , p3 .
5.3
p1 p2
p0 p3
.
p(0) p0 p1
p(1) p2 p3
(5.51)
. 3
.
p(u ) ( Chapter 11.3 Agoston[1])
M hb Bb ,
M hb
1
0
0 0
0 0
3 0
0 3
0
p0
p
1
1
Bb .
p2
0
3
p3
Bb .
p(u) UM h Bh UM h M hb Bb UMb Bb Fb Bb
M h Fb UM b ,
(5.52)
205
206 .
1 3 3
3 6 3
M b M h M hb
3 3
0
0
0
1
1
0
0
(5.53)
5.9. Bb , pi
i 0,1,2,3 ,
p(u ) . M b .
p(u ) : ( Agoston[1])
(5.54)
pi . ,
pi , i 0,1,2,3
( 3 )
,
, .
:
1)
.
2) .
. Section
11.5.2 Agoston[1].
5.10.
f : [0,1] R m
n
i
Fn ( f )(u ) f Bi ,n (u )
n
i 0
(5.55)
n
Bi ,n (u ) u i (1 u ) ni
i
(5.56)
Fn ( f )(u )
n - f .
5.11. pi R m , i 0,1,..., n
p(u ) , u [0,1]
n
p(u ) Bi ,n (u ) pi
(5.57)
i 0
pi p(u ) ,
,
p(u ) . Bi ,n (u )
.
. Pierre Bzier,
, (5.57)
,
( Farin[6]).
.
.
1.72 Agoston[1]
207
208 .
1)
Bi ,n (u ) 0
2)
i 0
i ,n
(u ) 1 .
n
2) 1 1 (1 u) u .
n
, ,
. p(0) p0 p(1) pn .
. ,
, .
(5.58)
,
, ,
n n 1 n 1
i i i 1
(5.59)
n
n 1 n
p(u ) Bi ,n (u ) pi (1 u ) n p0 u i (1 u ) ni pi u n pn
i 0
i 1 i
n 1 n 1
n 1 n 1
i
u (1 u ) ni pi
u (1 u ) ni pi u n pn
(1 u ) n p0
i
i
1
i 1
i 1
n 1 n 1
i
u (1 u ) ni1 pi
(1 u ) (1 u ) n1 p0
i 1 i
n1 n 1 i1
u (1 u ) ni pi u n1 pn
u
i1 i 1
n . pi , j (u )
pi , pi1 ,..., p j . ,
p0,n (u ) p(u ) .
(5.60)
, n 1
( 1 1.7)
n .
p(u )
( Chapter 11.4.1 [1])
p(u ) :
d
d n i
u (1 u ) ni
Bi ,n (u )
du
du i
i n!
(n i ) n! i
u i1 (1 u ) ni
u (1 u ) ni1
i ! (n i )!
i ! (n i )!
n Bi1,n1 (u ) Bi ,n1 (u )
(5.61)
n
d
p(u ) n Bk 1,n1 (u ) Bk ,n1 (u ) pk
du
k 0
n
n 1
k 1
k 0
n 1
n 1
k 0
k 0
n Bk 1,n1 (u ) pk n Bk ,n1 (u ) pk
n Bk ,n1 (u ) pk 1 n Bk ,n1 (u ) pk
1,n1
209
210 .
n1
d
p(u ) n pk 1 pk Bk ,n1 (u )
du
k 0
(5.62)
.
(5.62) p(u ) p(u )
p(0) n p1 p0 , p(1) n pn pn1
(5.63)
(5.63) :
p0 p1 , pn1 pn
. 5.4.
5.4 ()
,
[0,1] . , , .
va
q (v ) p
ba
(5.65)
, :
1)
;
2) .
,
.
,
. -
, .
5.2.5 -
,
, -
.
.
- :
1)
( 5.7, );
2) () (
Agoston[1]);
3) (
Ni ,k (u ) ,
);
4) ( );
5) ( Section 11.5.2
Agoston[1])
1) , 3) 4).
211
212 .
- .
X pi xi , yi , i 0,1,..., n . S
S i , i 0,1,..., n 1 :
Si (t ) (1 t ) yi t yi1 , i 0,1,..., n 1
(5.66)
y0 ,
t x
i
S (t ) S
xi 1 xi
yn ,
t x0
, xi t xi 1
xn t
(5.67)
S ti xi ,
x0 , xn .
S i
xi , xi1
X i pi , pi1 X S i
X i .
, pi ,
Si 1 S i . S
,
. , i
bi (t ) :
t xi
0,
t xi1
, xi 1 t xi
xi xi 1
bi (t )
x t
i 1
, xi t xi 1
xi1 xi
0,
xi1 t
(5.68)
bi , i 1,..., n -,
. ( 5.5 () )
5.5 -
,
, 1, .:
n 1
b (t ) 1,
i 1
x1 t xn1
(5.69)
, ,
. ,
Si (t ) yi bi (t ) yi1bi 1 (t ) , 0 i n 1
(5.70)
5.5 (b). , ,
n 1
S (t ) yi bi (t ) , x1 t xn1
(5.71)
i 1
, (5.71)
X :
n1
n1
t (t , S (t )) t , yi bi (t ) bi (t )xi , yi
i 1
i 1
n 1
t bi ( x) xi
i 1
213
214 .
(5.71) yi xi ,
S (t ) t . ,
:
n
p(u ) bi (u ) pi
(5.72)
i 0
bi (u ) pi .
-
m
1) m - ;
2) ( m 1 ) - .
.
5.7
xi 2 .
bi (t ) :
1) bi (t ) 0 , t xi2 xi2 t
2) bi ( xi1 ) bi ( xi ) bi ( xi1 ) 1
. ( Bartels,Beatty&Barsky[4])
, , 16
.
,
15 . ( xi 2 xi 2
0). 2)
. :
t xi2
1 3
u ,
u
6
xi1 xi 2
1
3u 3 3u 2 3u 1 , u t xi1
6
xi xi1
bi (t )
t xi
1 3
3u 6u 2 4 ,
u
xi 1 xi
6
1
t xi1
3
2
u 3u 3u 1 , u
xi 2 xi 1
6
(5.73)
5.6 -
, - Cox-de Boor.
5.11. n n0,0k, k00
U u0 , u1 ,..., unk
N i ,k : R R , 0 i n ,
, :
1,
N i ,1 (u )
0 ,
ui u ui1
u ui , ui1 u
(5.74 )
k 1
N i ,k (u )
u ui
u u
N i ,k 1 (u ) ik
N i1,k 1 (u )
uik 1 ui
uik ui1
(5.74 )
215
216 .
0
0.
0
N i ,k (u ) i - - -
k k 1 U .
-
- .
Seidel[19]. -
.
.
.
N i ,k (u )
n k .
5.7 N i ,1 (u ) n 3, k 1
5.7 N i ,1 (u ) N i , 2 (u ) n 3, k 2
-.
5.12. - k
k . , .
U L
ui , , d 0
ui1 ui d 0 i L 2 . U
ui k ,
. ui1 ui d k i L k .
.
, , ,
-
. (
Piegl&Tiller[17])
, ,
.
5.13. u0 , u1 ,..., unk -
k . ui i ,
u0 u1 ... uk 1 0
ui i k 1, k i n
(5.75)
5.7. N i ,k (u ) (5.74)
:
1) ( )
Ni ,k (u) 0 , u , ui uik ,
N ik 1,k (u ) , N ik 2,k (u ) ,..., N i ,k (u )
ui , ui1 .
217
218 .
2) ( )
N i ,k (u ) C C k 1m
m .
Ni ,k (u ) k 1
3)
Ni ,k (u) 0 , u
n
4)
N
i 0
i ,k
(u ) 1 , u k 1, n 1.
. ,
u 0, n k .
p(u ) N i ,k (u ) pi
(5.76)
i 0
- k ( m k 1)
pi , i 0,1,..., n ( )
u0 , u1 ,..., unk .
uk 1 , un1 .
. (
),
u0 , unk .
219
j i 2, i 1, i .
1
i 1 u 2 pi2 1 u i 1i 1 u i 2 u u i pi1 1 u i 2 pi
2
2
2
qi1 (u), u 0,1 p(u ) i, i 1 ,
p(u )
0,1 .
qi1 (u ) p(i u )
1
1 u 2 pi2 2u 2 2u 1 pi1 u 2 pi
2
i .
( i i 1 ) :
qi (u ) u 2
pi1
u 1 M s 2 pi
pi1
(5.77)
M s 2 -
:
M s2
1 2 1
1
2 2 0
2
1
1 0
(5.78)
220 .
qi (u ) 1 i n 1 u 0,1
- p(u )
u [i 1, i] .
.
,
pi1
qi(u ) 2u 1 0 M s 2 pi
pi1
(5.79)
- p(u ) , . , 1 i n 2
u 0,1 , ,
qi (u ) u 3
u2
pi 1
p
u 1 M s3 i
pi 1
pi 2
(5.80)
p j (5.77) (5.80) i - - .
-. -
, , , , ,
( 5.8)
5.8 v.s -
Bartels,Beatty&Barsky [4] ,
:
p1 2 p0 p1 pn1 2 pn pn1
(5.83)
221
II.
223
6
.
6.1
C (s) ,
( de-Boor) d i t :
n 1
C ( s ) d i N i ,k ( s )
(6.1)
i 0
a s b , N i ,k ( s)
t . N i ,k N i ,k (t , s) .
-:
d
P P0 , P1 ,..., Pm R , d 2,3 ,
C (s) ,
:
: C (s)
s (s0 , ..., sm ) :
C ( si ) Pi
(6.2)
225
226
.
: C (s)
.
s (s0 , ..., sm ) .
:
(6.3)
min D(t , s)
t ,s
D( s, t ) C ( si ) Pi
(6.4)
i 0
- (.)
-.
(.)
,
( .
).
-
. Goldenthal &
Bercovier [8] .
, ,
t u ,
. ,
, MATLAB
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. t
s , Schoenberg-Whitney (
6.2.2). , ,
, ( ),
.
.
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:
t , u ,
s ;
.
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6.2 ,
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6.2
6.2.1 CAGD
x ,
. x
u . u
, x u
:
A( x, u) 0
.
(6.5)
227
228
.
J ( x, u )
( x, u ) . .
u ,
x , A( x , u ) 0
J ( x, u ) .
J ( x , u ) min {J ( x, u) | A( x, u) 0}
( x ,u )
- :
n 1
C ( s ) d i N i ,k ( s )
i 0
d i R
de-Boor N i ,k -
; n ,
k .
,
.
(6.5)
:
M (t , s) d P
(6.6)
M C (s)
d
P P0 , P1 ,..., Pm R ,
).
.
x
C (s) . De-Boor -
.
, t
t s .
t ,
,
.
,
,
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( (6.4)),
t .
,
L2 .
, t .
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.
, .
, L 1 L2 .
229
230
.
, ,
,
. ,
,
:
-
.
- : ,
( de-Boor d ) ,
, , t , , .
- 1D 2D/3D
.
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n de-Boor- N n ,
N n ,
.
J ( x, u ) .
:
.
( (6.3) (6.4)).
:
. ,
:
b
J 1 C ( s) ds
2
.
:
. ,
:
b
J 2 C ( s) ds
2
: D.Bernoulli (1742).
:
b
J 3 2 C ( s) ds
a
6.2.2 Schoenberg-Whitney
Schoenberg-Whitney
s j s , 0 j n :
t j s j t j k
k t .
.
231
232
.
6.2.3
()
de-Boor
.
:
s t
.
n 1
Pi C ( si ) N j ,k ( si ) d j
j 0
n n ,
n n M ,
M i , j N j ,k (si ) n d
de-Boor d d 0 , d1 , ..., d n1 P P0 , ..., Pn1 .
M d P
M . ,
, 6.1() (
). ,
.
de-Boor ,
()
de-Boor.
1D -. 6.2()
Schoenberg-Whitney.
6.1().
3.
()
() 3
6.1
6.2(),
.
,
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Decomposition) ,
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.
233
234
.
() Schoenberg-Whitney .
t , , ,
()
6.1()
6.2.4
.
.
,
. 6.3()
6.1().
Ax b , x ,
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2
[U , ,V ] SVD(M )
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- M M
r n , :
M V 1 U T
V U
n r .
(6.6) , , :
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P M d
(6.8)
:
M , n r
V
N (M ) [Vnr , ...,Vn ]
,
235
236
.
~
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M d P M d iV( nr )i P
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6.3 .
4833.46 (); .
1446.07 ()
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.
MATLAB
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6.3.1
d
1 . P P0 ,..., Pn R (d 2,3) ;
2. -
t ;
3. s (, -
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4.
) ;
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5. ;
237
238
.
6.3.2
,
MATLAB fmincon.
,
.
.
(SQP) ( 5).
QP ( 4).
, - BFGS (
5.3.1 MATLAB ).
MATLAB Curve Fitting
Toolbox-.
. ,
, .
t , s
() (
) .
t1 t0 ,..., t m t m1
s1 s0 , ... , sn sn1
,
:
0 min ti ti 1 max T
(t
ti 1 ) T
(s
si 1 ) T
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i 0
T (),
.
: , n , ,
(MATLAB optknt
),
, .
.
()
()
()
()
()
()
()
()
()
()
4
5
6
4
5
5
4
4
4
4
J1
J1
J1
J2
J2
J2
1
2
2
1
3.53
2.29
2.39
137.28
1564.46
756.86
59.81
212.38
1.905103
57.7615
2.18
0.583
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4.49
41.92
125.85
25.17
64.89
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18.36
6.1 6.4
.
239
240
.
() :
,
() :
,
() :
, 5-
() :
, 5-
() :
, 6-
() :
, 6-
6.4
6.5 Turbine- .
140 28
de-Boor. J 3 . 6.6
.
.
,
.
6.4 . ()-()
J 1 , , , ()-()
J 2 .
.
()-() 6.1.
6.7 -
:
x=[0 ,1,1.5, 2.5, 4, 4.5, 5.5, 6, 8, 10];
y=[10,8, 5, 4, 3.5, 3.4, 6, 7.1, 8, 8.5];
(6.9)
(6.9)
Matlab spmak
Curve Fitting Toolbox.
6.1 ()
( 6-10
), J 1 .
241
242
.
6.7 ( 59.81 ) 4
( 25.17)
6.8() -
(6.9).
J 2
.
6.8()
, ()
6.1.
() ( 212.38) (
64.89) () 6.1 ,
.
() ().
243
244
.
6.8 () 6.1
6.9 -
:
x=[1, 2, 3,3.2, 3.4, 3.6, 3.8, 4, 4.2, 4.4, 4.6, 4.8, 5, 6, 7];
y=[1, 1, 1, 1.3, 1.6, 1.75, 1.9, 2, 1.9, 1.75, 1.6, 1.3, 1, 1, 1];
(6.10)
(6.10)
6.1 ()
( 1-3 57 ), J 1 .
6.9 ( 57.7615) 4
( - 18.36)
J 2
.
6.10()
,
() 6.1.
() ( 1.905103)
( 24.92) () 6.1 ,
.
() ().
( )
6.8 () 6.1
245
246
.
6.5 Turbine- :
62.309; 23.854;
0.0831; 0.117
6.6 ,
,
,
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
247
248
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
:
, 212, 213
BFGS , 66
DFP , 67
hot start , 135
Q- , 68
QP , 133
QR , 90
R-, 69
SR1 , 66
SVD , 233, 235, 257
Turbine- , 241
, 95
, 44, 94, 95,
96, 100, 104, 106, 108, 109, 129,
131, 135, 163
, 157, 169
, 209
, 5, 6, xv, 123, 128,
131, 133, 135, 137, 139, 140,
143, 149, 150, 151, 152, 155,
164, 172, 173, 174, 175, 182,
183, 188, 206, 207, 228, 229,
230, 232
, 183
, 195
, 182, 186, 191,
192, 212, 215, 216, 228, 232
, 184, 205, 206,
207, 209, 210
, 206
, 207
, 206
-, 5, 184, 211, 212, 214,
215, 216, 217, 218, 219, 220,
221, 228, 232
- , 216
- , 220
- , 211
- , 219
, 196, 216, 217,
225, 230
, 22, 29, 44, 114,
115, 119, 120, 122, 136
, 46
, 65
,
23
, 22, 26, 64
n -
, 21
, 43, 44, 45, 50,
51, 53
, 42, 79, 116
, 42, 73, 90, 94,
95, 130
, 42, 78, 111,
117
, 63, 78, 107
, 21, 166
, 37
, 27, 29, 34
, 189,
192, 194
, 191
, 194
, 191,
210
., 191
, 176
, 42
, 42
249
250 :
,
228
,
42
, 144, 146, 147,
148, 149, 178, 179
, 225
, 5, xv, xvi, xvii, 196, 197, 214,
217, 218, 225, 226, 227, 228,
229, 230, 231, 232, 234, 237,
238, 239, 240, 241, 242, 243,
244, 245
, 116, 124, 125, 129, 147
, 136, 144, 146,
163
(QP),
73
- , 66, 69,
132, 137, 141, 153
, 92
, 64, 74, 75, 76, 92, 95,
96, 97, 101, 102, 104, 105, 106,
108, 109
, 54, 60, 62, 63, 64, 76
, 23, 27,
209
, 24
, 34, 35, 36,
37, 38, 39, 40, 54, 58, 141
, 23, 24, 25,
26, 27, 28, 31, 33, 34, 35, 36, 37,
38, 39, 40, 42, 49, 53, 54, 57, 58,
60, 62, 73, 120, 121, 122, 135
, 35, 36, 50
, 207, 219
, 227
, 226, 227,
228, 229, 230
, xvi, 181, 184,
196, 197, 203, 204, 207, 211,
214, 218, 225, 237
, 30, 34
, 21
, 165, 179
, 66
, 55
, 196, 197, 200, 201,
202, 214, 240
, 206
, 197
, 185
, 185
, 186
, 56, 58, 140,
141, 146, 152, 154
, 185
, 58, 74,
85, 95, 109, 120, 171
-, 212
, 43, 46, 47, 50,
51, 52, 53, 74, 75, 76, 95
, 118, 121
, 66
(),
90
,
67
,
65
, xii,
66, 123, 157, 166, 169, 170
, 123
, 66
,
196, 203
,
134, 142, 146
, 95
, 42
, 42
, 36
, 217
(), 88
- , 125
, 66, 116, 118, 121,
124, 127, 137, 172
, 65, 104, 105,
146, 147, 148, 149, 155
, 239
, 37, 38, 41, 42,
54, 58, 59, 129
, 5, 9, xv, xvii, 41, 46,
73, 88, 123, 124, 137, 138, 144,
162, 171, 226, 236, 237, 242,
243, 244, 245
,
41
, 184, 194,
214
,
35, 39, 73, 77, 79, 84, 85, 88, 92,
93, 94, 107, 125, 132, 138, 139,
141, 146, 149, 155, 164, 167,
175
, 130
, 157, 164,
169
, 63, 134
, 182
, 131
, 181
, 172
, 24, 52, 130, 172, 174
, 227
, 23, 33
, 96, 105, 130
, 227
, 116
, 84,
91, 94, 95, 96, 97, 115, 123, 124,
129, 130, 131, 137, 144, 148,
151, 155, 157, 169, 171
, 217,
220, 221, 237, 239, 240, 242,
244
() , 88
., 196, 212, 214
, 88
, 88, 134, 141,
143, 150, 151, 152, 153, 155,
166, 174, 175
, 219, 220
, 56, 57, 58, 59, 60,
61, 62, 63, 81, 82, 84
, 5, xvii, 238
, 39
, xvi ,196, 241
, 5, xv, xvi, 181, 184,
218, 229
, 217
, 43, 48, 80, 148
, 46
, 46
, 167
,
151, 175
, 167
, 30, 32
, 42,
54, 55
(), 21
, 202
, 49
,
49
, 129
Schoenberg-Whitney,
231
, 197
251
252
, 89
, 65
, 84, 92,
93, 94, 171
, 117
, 118
, 119
, 67
def
-
-
-
-
, -
AT - A
A 1 - A
rank A - A
A B
- A B
-
R
N -
R n -
253
254
N ( f ) - f
arg min -
arg max - -
conv A - A
- A
A - A
xn
- x1 , x2 , ..., xn , ...
p(v) - v
f f - f
2 f f - f
C k - k -
L -
L A -
QP -
SQP -
S l1 QP - l1
EQP -
IQP -
(.) -
255