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OXFU ULORUPDWHPDWLFHGHED] 

1. 0XO LPL

S-a folosit adesea termenul de PXO LPH PXO LPHD DJHQ LORU GLQ HFRQRPLH

PXO LPHD EXQXULORU PXO LPHD GH FRQVXP D FRQVXPDWRUXOXL PXO LPHD GH SURGXF LH

etc.).
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HVWH R PXO LPH 2ELHFWHOH FDUH IRUPHD]  PXO LPHD VH QXPHVF elemente ale acesteia.
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 1.1. 5HOD LHELQDU

Fie X R PXO LPH FDUH FXSULQGH HOHPHQWHOH x1, x2, x3 « HWF úL P R UHOD LH vQWUH
aceste elemente. P este o reOD LH ELQDU  GDF  SHQWUX RULFH SHUHFKH GH HOHPHQWH

xi , x j ∈ X  RUGLQHD HOHPHQWHORU ILLQG GHFLVLY  xi HVWH SULPXO HOHPHQW DILUPD LD xiPxj
HVWHILHDGHY UDW ILHIDOV 

Cvasiordonare (preordonare)

2 UHOD LH ELQDU  P produce o cvasiordine (SUHRUGLQH SH PXO LPHD X GDF  H[LVW 

SURSULHW LOH

a) reflexivitate: xiPxi pentru orice xi ∈ X ;

b) tranzitivitate: xiPxjúLxjPxkLPSOLF xiPxk.

1 .1 . Ordonare
2FYDVLRUGLQHHVWHRRUGLQHGDF  xiPxjúLxjPxiLPSOLF xi=xj0XO LPHDQXPHUHORU
reale eVWHRUGRQDW GHUHOD LDELQDU ³ ≥ ”, deoarece x ≥ yúLy ≥ xLPSOLF x = y.

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³

SUHIHUDWFDúL x2³úLF x2HVWHFHOSX LQOHIHOGHSUHIHUDWF

³ úL x1³I U FD x1úL x2V 

fie identice.
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echivalente în cadrul preordinii date de P pe X.
2 RUGLQHVDXRSUHRUGLQHGHILQLW SH R PXO LPH ; HVWH FRPSOHW GDF DYHP xiPxj
sau xjPxi sau ambele, pentru orice xi , x j ∈ X . În caz contrar, ordinea sau preordinea
este SDU LDO  3XWHP GHILQL R UHOD LH GH ³SUHIHULQ  VWULFW ´ QRWDW  PS SH PXO LPHD GH
FRQVXPDXQXLFRQVXPDWRUFDUHHYLGHQWHVWHPDLSXWHUQLF GHFkWSUHIHULQ DQHVWULFW 

³FHO SX LQ OD IHO GH SUHIHUDW FD´ QRWDW  PN GDU UHOD LD PS nu are proprietatea de
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x1PSx2DUHORFGDF úLQXPDLGDF  x1PNx2HVWHDGHY UDW LDU x2PNx1HVWHIDOV 

 5HOD LDGHHFKLYDOHQ FDUHvQVHDPQ F VXQWDGHY UDWHDWkW xiPxjFkWúLxjPxi) este
R UHOD LH ELQDU  GDU QX FRQGXFH GHFkW OD R SUHRUGLQH SDU LDO  (VWH DYDQWDMRV SULQ

XUPDUH DWXQFL FkQG GLVFXW P SUHIHULQ HOH FRQVXPDWRULORU V  IRORVLP UHOD LD PS úL
UHOD LD GH HFKLYDOHQ  QRWDW   LQGLIHUHQW 6FULLQG F 
I x1PNx2 SHQWUX D DU WD F  ³QX

HVWH DGHY UDW F  x1PSx2”, atunci PN este o rela LH ELQDU  PN produce o preordine pe
PXO LPHD GH FRQVXP úL GHILQHúWH UHOD LD I FD R UHOD LH GH HFKLYDOHQ  LPSOLFDW  GH

H[LVWHQ DVLPXOWDQ D x1PNx2úLx2PNx1.

1 .1 .1 . Produsul cartezian

3URGXVXO FDUWH]LDQ DO GRX  PXO LPL X úL Y  VH QRWHD]  X ×Y úL HVWH PXO LPHD

perechilor (x,y) astfel încât x ∈ X úL y ∈ Y . Putem forma produsul cartezian al unei
r
IDPLOLL GH PXO LPL 1RW P X 1 × X 2 × ... × X r = ∏ X i  (OHPHQWHOH XQHL DVWIHO GH PXO LPL
i =1

(x1, x2,…,xr) se numesc r-tupliúLVXQWDQDORDJHSHUHFKLORUGDUFXSULQGUHOHPHQWH$O

i-lea membru dintr-un r-tuplu este un element al celei de-a i-DPXO LPHúLVHQXPHúWH
component sau FRRUGRQDW  (OHPHQWHOH PXO LPLL SURGXV FDUWH]LDQ VH QXPHVF

“puncte” sau “vectori”.

Adesea se foloseúWHQR LXQHD GHVSD LX. Ea are mai multe sensuri. Atunci când
R PXO LPH GHYLQH DWkW GH FXSULQ] WRDUH vQFkW FRQ LQH WRDWH HOHPHQWHOH GDWH vQWU -un
DQXPLW FRQWH[W HD VH QXPHúWH PXO LPH XQLYHUVDO  &kQG R PXO LPH XQLYHUVDO  DUH

XQHOH SURSULHW L JHRPHWULFH R QXPLP VSD LX 6SD LXO vQWkOQLW IUHFYHQW vQ FDGUXO

FXUVXOXL HVWH VSD LXO UHDO Q -dimensional, notat ℜ n , care este produsul cartezian a n
PXO LPL ℜ × ℜ × ... × ℜ , unde ℜ HVWH PXO LPHD QXPHUHORU UHDOH 'DF  ℜ n  SRVHG  XQHOH

SURSULHW L  SULYLQG UHOD LLOH GH GLVWDQ  HO HVWH GHQXPLW VSD LXO HXFOLGLDQ Q -
GLPHQVLRQDO 8Q HOHPHQW DO VSD LXOXL ℜ n este un n-tuplu numit punct sau vector,

fiecare dintre coordonatele sale fiind uQQXP UUHDO

1 .1 .2 . 0XO LPHFRQYH[

0XO LPHD X ⊂ ℜn  VH QXPHúWH FRQYH[  GDF  RGDW  FX GRX  SXQFWH HD FRQ LQH úL

VHJPHQWXOFDUHOHXQHúWH6HQXPHúWHVHJPHQWFHXQHúWHSXQFWHOH x1úLx2PXO LPHDGH

puncte x de forma {x ∈ ℜ n α x1 + (1 − α )x 2 ,0 ≤ α ≤ 1}.
 'DF  X HVWH R PXO LPH FRQYH[  úL x1 , x2 ∈ X , atunci t = λx1 + (1 − λ )x2 ∈ X pentru

0 ≤ λ ≤ 1 . Fie x3 XQ DOW SXQFW GLQ ; &RQIRUP GHILQL LHL µt + (1 − µ )x3 ∈ X pentru

0 ≤ µ ≤ 1  ÌQORFXLQG SH W UH]XOW  µλx1 + µ (1 − λ )x2 + (1 − µ )x3 ∈ X pentru 0 ≤ λ , µ ≤ 1 .

Notând α1 = µλ , α 2 = µ (1 − λ )  úL α 3 = (1 − µ )  RE LQHP 0 ≤ α1 ,α 2 ,α 3 ≤ 1  úL

α1 + α 2 + α 3 = µλ + µ (1 − λ ) + (1 − µ ) = 1 , deci α1 x1 + α 2 x2 + α 3 x3 ∈ X  *HQHUDOL]kQG GDF 

r
x1 , x 2 ,..., x r VXQW SXQFWH DOH PXO LPLL FRQYH[H ; SXQFWXO x = ∑α i x i , cu 0 ≤ α i ≤ 1 ,
i =1

∑α
i =1
i = 1  HVWH WRW vQ ; 5H]XOW  F  R FRPELQD LH FRQYH[  D RULF UXL QXP U GH SXQFWH

din ℜ n HVWHRPXO LPHFRQYH[ LDULQWHUVHF LDPXO LPLORUFRQYH[HHVWHWRWRPXO LPH

FRQYH[ 

0XO LPLvQFKLVH

6HVSXQHF XQVSD LX6HVWH metricGDF SHQWUXILHFDUHGRX SXQFWH x, y ∈ S H[LVW 

XQQXP UUHDOQHQHJDWLYQRWDW d(x,y) numit “PHWULF ” sau “IXQF LHGHGLVWDQ ” astfel

încât:
a) d(x,y)=0GDF úLQXPDLGDF  x = y;
b) d(x,y)= d(y,x);
c) d(x,y)+d(y,z) ≥ d(x,z), ∀ x,y,z ∈ S (inegalitatea triunghiului).

1XPLP YHFLQ WDWH D XQXL SXQFW x ∈ S  PXO LPHD WXWXURU S unctelor y pentru care
d (x, y ) < ε , unde εHVWHXQQXP USR]LWLYFRQVLGHUDW³PLF´

2 PXO LPH X ⊂ S  HVWHGHVFKLV GDF  ILHFDUHSXQFW x∈ X  DUH R YHFLQ WDWH SHQWUX

un εVXILFLHQWGHPLFFXSULQV vQvQWUHJLPH în X. Un punct z ∈ X HVWHXQSXQFWOLPLW 

VDX SXQFW GH DFXPXODUH DO PXO LPLL ; GDF  ILHFDUH YHFLQ WDWH D OXL ] FXSULQGH FHO

SX LQXQSXQFW FDUH DSDU LQH PXO LPLL ; DOWXOGHFkW]QRW P FX X  PXO LPHD WXWXURU

punctHORUOLPLW DOHPXO LPLL;0XO LPHD XX VHQXPHúWHvQFKLGHUHDOXL;

2PXO LPH X ⊂ S este vQFKLV GDF FXSULQGHWRDWHSXQFWHOHVDOHOLPLW 

2PXO LPHFXSURSULHWDWHDF WRDWHSXQFWHOHHLVXQWúLSXQFWHOLPLW HVWHR mXO LPH

FRPSDFW .
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PDLPDUHGHFkWXQQXP UILQLWRDUHFDUH

)RUPHS WUDWLFH

Un polinom omogen de gradul 2 în n variabile poate fi reprezentat sub forma

(a + a ji ) astfel
n n
f (x ) = ∑∑ aij xi x j , unde x = (x1 , x2 ,..., xn )  'DF  aij ≠ a ji , atunci aij = a ji = 1
2 ij
i =1 j =1

vQFkW FRHILFLHQ LL WHUPHQLORU xixj úL xjxi sunt identici. Expresia f(x) HVWH R IRUP 

S WUDWLF  3ULQ WUDQVIRUPDUHD DQWHULRDU  PDWULFHD FRHILFLHQ LORU IRUPHL S tratice,

QRWDW  $ HVWH R PDWULFH VLPHWULF  úL IRUPD S WUDWLF  f(x) se poate scrie: f (x ) = xAxT ,
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x ≠ 0.

)RUPD S WUDWLF  f(x HVWH QHQHJDWLY QHSR]LWLY GHILQLW  GDF  f(x) ≥ 0 ( ≤ 0) pentru
orice x ≠ 0 .
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f (x ) > 0 (< 0)LDUSHQWUXDO LL f(x)=0VHVSXQHF HVWHSR]LWLYQHJDWLYVHPLGHILQLW 

&XPRULFHPDWULFHVLPHWULF UHDO SRDWHILPDWULFHDXQHLIRUPHS WUDWLFHWHUPHQLL

³SR]LWLY QHJDWLY GHILQLW ´ úL FHLODO L SRW IL WUDQVIHUD L DVXSUD PDWULFLL IRUPHL

S WUDWLFH

3UREOHPD GHWHUPLQ ULL ³VHPQXOXL´ XQHL PDWULFL LQWHUYLQH vQ VWDELOLUHD FRQGL LLORU

GH RSWLPDOLWDWH GH RUGLQXO ,, SHQWUX R SUREOHP  GH H[WUHPXP DO IXQF LLORU GH PDL

PXOWH YDULDELOH 5HFXQRDúWHUHD WLSXOXL GH H[WUHPXP PD[L m sau minim) se face în
IXQF LH GH VHPQXO PLQRULORU SULQFLSDOL DL XQHL PDWULFH (VWH XWLO  GHFL XUP WRDUHD

UHJXO 

³2 PDWULFH HVWH SR]LWLY QHJDWLY GHILQLW  GDF  úL QXPDL GDF  PLQRULL SULQFLSDOL

SH P VXUD FUHúWHULL VXFFHVLYH D RUGLQXOXL DX DFHOHDúL V emne (au semne alternative).
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)XQF LL

6H SUHVXSXQ FXQRVFXWH SURSULHW LOH HOHPHQWDUH DOH XQHL IXQF LL GH R YDULDELO 

6XQWGDWHDLFLGRDUXQHOHSURSULHW LXWLOHSHQWUXIXQF LLGHPDLPXOWHYDULDELOHDGLF 

IXQF LLFXIRUPDJHQHUDO  f(x), unde x este un vector cu n componente, care descriu o

UHJXO  D XQHL DSOLFD LL GLQ ℜ n în ℜ  'DF  H[LVW  m IXQF LL GH IRUPD fi(x), este
convenabil V  FRQVLGHU P QXPHUHOH yi= fi(x) GUHSW FRPSRQHQWH DOH XQXL YHFWRU úL V 

QRW P y=F(x) UHOD LH LQWHUSUHWDW  FD R IRUP  SUHVFXUWDW  SHQWUX FHOH P UHOD LL yi=
fi(x).
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F(x).
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SDU LDO  D OXL f(x) ID  GH R FRPSRQHQW  D YHFWRUXOXL x, de exemplu xk úL VH QRWHD] 

∂f (x )
aceasta cu  'DF  QX H[LVW  FRQIX]LL VH IRORVHVF úL DOWH QRWD L i pentru derivata
∂x k

SDU LDO  'H H[HPSOX fk HVWH R DVWIHO GH QRWD LH 2 IXQF LH f(x) unde x are n
componente, are nGHULYDWHSDU LDOHSXWkQGILHOHvQVHOHFRQVLGHUDWHGUHSWFRPSRQHQWH
ale unui vector, numit vector gradient DOIXQF LHLIFDUHVHQRWHD] JU ad f sau ∇f .
grad f = ( f1 , f 2 ,..., f n ) = (
∂f (x ) ∂f (x )
∂x1
, ∂x 2
,..., ∂∂f x(nx ) )
'DF  f(x)HVWHRIXQF LHFRQWLQX úLDUHGHULYDWHOHSDU LDOHGHRUGLQXOXQXFRQWLQXH

SXWHP FDOFXOD úL SHQWUX fk GHULYDWHOH SDU LDOH ID  GH RULFDUH GLQ FRPSRQHQWHOH

vectorului x2E LQHPDVWIHOGHULYDWHOHSDU LDOHGHRUGLQXOGRL

∂  ∂f (x )  = ∂ 2 f (x ) = f .
∂xr ∂x
 k  ∂xr ∂xk
rk

([LVW  n2 GHULYDWH SDU LDOH GH RUGLQXO GRL úL ILHFDUH DYkQG GRL LQGLFL SRDWH IL
FRQVLGHUDW FDHOHPHQWDOXQHLPDWULFL

H(x)=(frk(x))
H(x)HVWHPDWULFHDKHVVLDQ FX nOLQLLúLn coloane.
 'DF  f(x) HVWHFRQWLQX úLDUHGHULYDWHGHRUGLQXOXQXúLGRLFRQWLQXHVHVSXQHF  f
2
HVWHRIXQF LHGHFODV & ÌQPRGHOHOHHFRQRPLFHIXQF LLOHXWLOL]DWHIUHFYHQWIXQF LD

GHXWLOLWDWHIXQF LDGHSURGXF LHHWFVHSUHVXSXQHF DWLQJDFHVWJUDGGHFRQWLQXLWDWH

O WHRUHP  LPSRUWDQW  GLQ DQDOL]D PDWHPDWLF  VWDELOHúWH F  GDF  f (x )∈ C 2 , atunci

f rk = f kr  $SDUH DVWIHO R SURSULHWDWH LPSRUWDQW  PDWULFHD KHVVLDQ  + HVWH R PDWULFH

VLPHWULF .
ÌQ PRGHOHOH HFRQRPLFH VH IRORVHúWH úL GLIHUHQ LDOD XQHL IXQF LL SHQWUX D P VXUD

DSUR[LPDWLYPRGLILFDUHDIXQF LHL f(x)FDXUPDUHDXQHLPLFLPRGLILF ULvQWU RDQXPLW 

-
GLUHF LHD DUJXPHQWHORU IXQF LHL 'LIHUHQ LDODXQHLIXQF LL f(x) HVWH R IXQF LHOLQLDU  vQ

n
G[úL df = ∇f ⋅ dx = ∑ f k dxk .
k =1

Majoritatea modelelor economice conduc, din punct de vedere matematic, la

DIODUHD XQXL H[WUHPXP DO XQHL IXQF LL GH PDL PXOWH YDULDELOH SH R PXO LPH FRQYH[ 

([LVWHQ DXQHLDVWIHOGHVROX LLHVWHGDW GHRWHRUHP IXQGDPHQWDO 

'DF  f (x )∈ C 2 , ea are un maxim (miQLP SH PXO LPHD FRQYH[  X în punctul x0

LQWHULRU PXO LPLL X GDF  úL QXPDL GDF  ( )
∇f x o = 0  úL PDWULFHDKHVVLDQ  + HVWH QHJDWLY

SR]LWLYVHPLGHILQLW SH X.

)XQF LLFRQYH[HúLFRQFDYH

)XQF LD f(x)GHILQLW SHPXO LPHDFRQYH[  X ⊂ ℜn HVWHFRQYH[ GDF SHQWUXRULFH

x1 , x 2 ∈ X :

[ ] ( ) ( )
f αx1 + (1 − α )x 2 ≤ αf x1 + (1 − α ) f x 2 , cu 0 ≤ α ≤ 1 .

'DF  LQHJDOLWDWHD HVWH VWULFW  úL DGHY UDW  SHQWUX RULFH x1 ≠ x 2  úL 0 < α < 1  IXQF LD

HVWHVWULFWFRQYH[ 

FXQF LD f(x) HVWH FRQFDY  VWULFW FRQFDY  GDF  (-f(x)) HVWH FRQYH[  VWULFW

FRQYH[ 

'LQWUHSURSULHW LOHPDLLPSRUWDQWHDOHIXQF LLORUFRQYH[HúLFRQFDYHVXQW

 a) RULFHFRPELQD LHOLQLDU SR]LWLY DXQRUIXQF LLFRQYH[HFRQFDYHHVWHFRQYH[ 

FRQFDY 

b) dac  f(x) HVWH FRQYH[  PXO LPHD {

S = x f ( x) ≤ f ( x o ) }  HVWH FRQYH[  'DF  f(x)

HVWH FRQFDY  PXO LPHD {

S = x f ( x) ≥ f ( x o ) } HVWH FRQYH[  XQGH xo este orice
punct din S;
c) IXQF LD f(x) HVWH FRQYH[  GDF  úL QXPDL GDF  SHQWUX RULFH x1 , x 2 ∈ X :

( ) ( ) ( )(
f x1 − f x 2 ≥ ∇f x 2 x1 − x 2 . )
,QHJDOLWDWHD LQYHUV  GHILQHúWH FRQFDYLWDWHD OXL I[ LDU LQHJDOLW LOH VWULFWH

GHILQHVFFRQYH[LWDWHDFRQFDYLWDWHDVWULFW 

d) GDF  f(x) HVWH FRQYH[  FRQFDY  KHVVLDQD VD HVWH SR]LWLY QHJDWLY

VHPLGHILQLW  'DF  f(x) este strict cRQYH[  VWULFW FRQFDY  KHVVLDQD VD HVWH

SR]LWLYQHJDWLYGHILQLW 

e) GDF R IXQF LH FRQYH[ FRQFDY  DUHXQSXQFW FULWLF  xo este un punct critic al
IXQF LHL f(x)GDF  ∇f (x o ) = 0 ), ea are un minim (maxim) în acel punct.

a. ([WUHPXPDOIXQF LHL

7HUPHQXOUHXQHúWHQR LXQLOHGHPD[LPúLGHPLQLPDOXQHLIXQF LL)LHIXQF LD f(x)

GHILQLW SHPXO LPHD X ⊂ ℜn , x = (x1 , x2 ,..., xn ) , n ≥ 1 .

)XQF LD f(x) are un maxim (minim) global în punctul x o ∈ X  GDF  LQHJDOLWDWHD

( ) ( )
f x o ≥ f (x ) ( f x o ≤ f (x ) HVWHDGHY UDW RULFDUHDUIL x∈ X .

)XQF LD f(x) are un maxim (minim) local în punctul x o ∈ X  GDF  LQHJDOLWDWHD

( ) ( )
f x o ≥ f (x ) ( f x o ≤ f (x )  HVWH DGHY UDW  RULFDUH DU IL x ∈ X situat într-R YHFLQ WDWH D

punctului xo.
ÌQ PRGHOHOH HFRQRPLFH HVWH QHFHVDU V  GHWHUPLQ P H[WUHPXPXO XQHL IXQF LL f(x)
OXkQG vQ FRQVLGHUDUH QX WRDWH SXQFWHOH PXO LPLL GH GHILQL LH X ⊂ ℜn , ci numai acele

SXQFWHFDUHVDWLVIDFXQVHWGHFRQGL LLVXSOLPHQWDUHGHVFULVHGHXQVLVWHPGHUHVWULF LL

hi (x ) 0 
≥
L  «P ÌQ DFHVW FD] SXQFWXO GH H[WUHP VH QXPHúWH H[WUHPXP
≤
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2,…,m (m<nHVWHQRWDW FX6úLVHQXPHúWHPXO LPHSRVLELO DGPLVLELO 

$QDOL] PPDLvQWkLFD]XOFkQGUHVWULF LLOHVXQWGDWHVXEIRUP GHHFXD LL'RULPV 

GHWHUPLQ P H[WUHPXPXO IXQF LHL f(x) supus reVWULF LLORU hi(x)=0, i=1, 2,…,m, unde x
este un vector n-GLPHQVLRQDOúLm<n.
2 SULP  DERUGDUH FRQVW  vQ D H[SULPD  n-m YDULDELOH vQ IXQF LH GH FHOHODOWH m
SULQUH]ROYDUHDUHVWULF LLORU hi(x)=0 úLVXEVWLWXLQGX-le în f(x) se reduce problema la una
GH J VLUH D H[WUHPXPXOXL QHFRQGL LRQDW SHQWUX R IXQF LH GH  n-m YDULDELOH $FHDVW 

DERUGDUH SDUH IRDUWH DYDQWDMRDV  GDU RE LQHUHD GH VROX LL H[SOLFLWH DOH HFXD LLORU GH

UHVWULF LHVHSRDWHIDFHQXPDLvQFD]XULSDUWLFXODUHFkQGUHVWULF LLOH hi(x) sunt liniare.

O D GRXD DERUGDUH FRQVW  vQWU R PHWRG  FDUH QX UHGXFH QXP UXO GH YDULDELOH FL
-
GLPSRWULY OHVSRUHúWH$FHDVW PHWRG HVWHFXQRVFXW GUHSW metoda lagrangeanului.
/DJUDQJHDQXOVDXIXQF LDOXL/DJUDQJHVHGHILQHúWHvQDFHVWFD]DVWIHO

m
L(x, λ ) = f (x ) − ∑ λi h i (x ),
i =1

unde: λ = (λ1 ,..., λm ) sunt m variabile arbitrare numite multiplicatori Lagrange.

ÌQ IXQF LH GH VHPQXO DGRSWDW SULQ FRQYHQ LH SHQWUX YDULDELOHOH λi, lagrangeanul
SRDWHILVFULVúLVXEIRUPD

m
L(x, λ ) = f (x ) + ∑ λi hi (x ).
i =1

6 REVHUY PF SHQWUX { }

x ∈ S = x hi (x ) = 0 , L(x, λ ) = f (x )úLF 

∂L x,λ  − hi (x ), dac x ∉ S

= .
∂λi ∈
0, dac x S

6  SUHVXSXQHP DFXP F  (xo,λo) HVWH XQ SXQFW GH H[WUHP SHQWUX IXQF LD L(x, λ ) .
5H]XOW F GHULYDWHOHVDOHSDU LDOHvQDFHVWSXQFWVXQWQXOH&XPGHULYDWHOHSDU LDOHv n
raport cu λVXQWQXOHUH]XOW  x o ∈ S úL L(x o , λo ) = f ( x o ) , deci xo este un punct de extrem
o
pentru f(x)GHILQLW SHQWUX x ∈ S DGLF x HVWHRVROX LHSHQWUXSUREOHPDGHH[WUHPXP

FRQGL LRQDW
 Prin urmare, când avHP GH UH]ROYDW R DVWIHO GH SUREOHP  VFULHP IXQF LD OXL

/DJUDQJH úL DQXO P GHULYDWHOH SDU LDOH DOH IXQF LHL L(x, λ )  SHQWUX D J VL SXQFWXO

SXQFWHOHFULWLF'HULYDWHOHSDU LDOHvQUDSRUWFX λVXQWWRFPDLUHVWULF LLOHúLDQXOkQGX-

le, ne asigXU PF  x∈S .

$QXODUHD GHULYDWHORU SDU LDOH DOH ODJUDQJHDQXOXL vQ UDSRUW FX x, conduce la
VLVWHPXOGHHFXD LL

m
f k − ∑ λi hki = 0 , k=1,2,…,n.
i =1

2E LQHUHD SXQFWHORU FULWLFH DOH IXQF LHL L(x, λ ) constând în rezolvarea sistemului

GH HFXD LL UH]XOWDW GLQ DQXODUHD GHULYDWHORU SDU LDOH HVWH FXQRVFXW  VXE GHQXPLUHD GH

“FRQGL LLGHRUGLQXO,” de extremum:

 ∂L x,λ 
 ∂x =0 k = 1,2,..., n
 k
 
 ∂L x,λ 

=0 i = 1,2,..., m
 ∂λ
 i

sau:
 m

 f k − ∑ λi hk = 0 k = 1,2,..., n
i

(I )  i =1 .
h i (x ) = 0 i = 1,2,..., m


Acest sistem de (n+m) HFXD LL FX (n+m) necunoscute constituie, deci, cRQGL LLOH
QHFHVDUH GH H[WUHPXP (OH QX GDX LQIRUPD LL GLQ FDUH V  GLVWLQJHP SHQWUX f(x)
SXQFWHOH GH PD[LP GH FHOH GH PLQLP 3HQWUX D IDFH DFHVW OXFUX WUHEXLH H[DPLQDWH úL

“FRQGL LLOHGHRUGLQXO,,” de extremum.

$P Y ]XW F  DFHVWH FRQGL LL GH RUGLQXO ,, SHQWUX R SUREOHP  GH H[WUHPXP

QHFRQGL LRQDWVHH[SULP vQWHUPHQLLXQHLKHVVLHQHRPDWULFHDGHULYDWHORUSDU LDOHGH

RUGLQXO ,, úL D VHPQHORU PLQRULORU V L SULQFLSDOL 'DF  DP SULYL SUREOHPD FD XQ

H[WUHPXP QHFRQGL LRQDW DO IXQF LHL L(x, λ) s-DU S UHD F  HVWH VXILFLHQ V  FHUFHW P

KHVVLDQD DVRFLDW  DFHVWHL IXQF LL 1X SXWHP V  SURFHG P DVWIHO GHRDUHFH GDW ILLQG XQ

xo punct de extrem, L(xo, λ) = f(xo) úL UH]XOW F  L(x, λ) HVWH VWD LRQDU  SHQWUX RULFH

PRGLILF UL DOH OXL λ 'H DVHPHQHD PRGLILF ULOH OXL xo nu pot fi oarecare, ca în cazul
XQXLH[WUHPXPQHFRQGL LRQDWFLHOHWUHEXLHV VDWLVIDF VLVWHPXOGHUHVWULF LL
 3HQWUXDGHGXFHFRQGL LLOHGHRUGLQXO,,FRQVLGHU P L(x, λ)FDIXQF LHQXPDLGHx
úL LQkQGFRQWQXPDLGHPRGLILF ULOHFRQGL LRQDWHDOHOXL x.
Avem:
∂ 2 L x,λ  m
= f rk − ∑ λi hrki .
∂xr ∂x i =1
k
(YDOX P DFHVWH GHULYDWH GH RUGLQXO ,, vQ SXQFWXO FULWLF (xo, λ o) úL QRW P FX A
PDWULFHDVLPHWULF GHRUGLQXO n×n:

 ∂ 2 L xo ,λo  

A =  ∂x ∂x .
 r k 


'LIHUHQ LLQGVLVWHPXOGHFRQGL LLUH]XOW 

n
dhi = ∑ hki dxk = 0 , i=1,2,…,m.
k =1

1RW PFX B matricea m × n DGHULYDWHORUUHVWULF LLORU

[ ]
B = hki

úL FX u YHFWRUXO FRORDQ  Q GLPHQVLRQDO

- DO YDULD LLORU OXL x DGLF 

u T = (dx1 , dx2 ,..., dxn ).

&RQGL LLOHGHRUGLQXO,,GHYLQDVWIHO :
• SHQWUXPLQLPIRUPDS WUDWLF  uTAu>0 sub restric LDBu=0;
• SHQWUXPD[LPIRUPDS WUDWLF  uTAu<0 sub restric LDBu=0.
&RQVWUXLPDFXPPDWULFHDP UJLQLW  H, astfel:
 A BT 
H = .
B 0 

Matricea H are ordinul (n + m )× (n + m ) ILLQG FRPSXV  GLQ A de ordin n × n , B de

ordin m × n , BT de ordin n × m úLPDWULFHDGHRUGLQ m × m &RQGL LLOHGHRSWLPDOLWDWH
GHRUGLQXO,,VHHQXQ DVWIHO

a) pentru minim, determinantul matricii H úL WR L PLQRULL V L SULQFLSDOL GH RUGLQ

mai mare decât (m+1) WUHEXLH V  DLE  VHPQXO (-1)m XQGH P HVWH QXP UXO

UHVWULF LLORU

b) pentru maxim, determinantul matricii H WUHEXLH V  DLE  VHPQXO (-1)n, unde n

HVWH QXP UXO YDULDELOHORU LDU PLQRUXO SULQFLSDO GH RUGLXQ l (m+n-1) WUHEXLH V 
 DLE VHPQXORSXVGHWHUPLQDQWXOXLOXL H. Succesiv, minorii principali mai mici
WUHEXLHV DLE VHPQHDOWHUQDWLYHSkQ ODPLQRUXOSULQFLSDOGHRUGLQXO m+1.

Matricea H FRQ LQH PXOWLSOLFDWRULL /DJUDQJH 8WLOL]kQG FRQGL LLOH GH

optimalitaWH GH RUGLQXO , HL SRW IL HOLPLQD L UH]XOWkQG R PDWULFH FDUH FRQ LQH
QXPDLGHULYDWHOHSDU LDOHGHRUGLQXO,úL,,DOHIXQF LHL úLDOHUHVWULF LLORU
f hi.
3HQWUX H[HPSOLILFDUH V  FRQVLGHU P FD]XO m=1 DGLF  H[LVW  R VLQJXU 

UHVWULF LH h(x)=0.

L(x, λ ) = f (x ) − λh(x ).

 ∂L (x,λ ) = f − λh = 0 k = 1,2,..., n
∂x
(I )  k
k k

 ∂L (x,λ ) = − h(x ) = 0
 ∂λ

Matricea A este:
 f11 − λh11 f12 − λh12 ... f1n − λh1n 
 f − λh f 22 − λh22 ... f 2 n − λh2 n 
A =  12 12

 ... ... ... ... 

 
 f1n − λh1n f 2 n − λh2 n ... f nn − λhnn 

Matricea B este:
B = [h1 h2 ... hn ].

Matricea H este:
 f11 − λh11 f12 − λh12 ... f1n − λh1n h1 
 f − λh f 22 − λh22 ... f 2 n − λh2 n h2 
 12 12

 ... ... ... ... ... 

H = .
 f1n − λh1n f 2 n − λh2 n ... f nn − λhnn hn 
 
 
 h1 h2 ... hn 0 

&HDPDLVLPSO IRUP DPDWULFLL HVHRE LQHGDF UHVWULF LD h(x)=0HVWHOLQLDU ÌQ

acest caz hk=ctúLhrk=0, rezultând:

  f11 f12 ... f1n h1 
f f 22 ... f2n h2 
 12
 ...
H =
... ... ... ...   H f (grad h )T 
= 
 f1n f 2 n ... f nn hn   grad h 0 
 
 
 h1 h2 ... hn 0 

unde Hf HVWHKHVVLDQDIXQF LHLf.

LQkQG FRQW GH FRQGL LLOH GH RUGLQXO , SXWHP vQORFXL SH hk prin αfk, unde α = λ1 ,

RE LQkQGRPDWULFH HFDUHFRQ LQHGRDUGHULYDWHOHSDU LDOHDOHIXQF Lei f:

H α (∇f )T 
H = f .
α∇f 0 

$WXQFL FkQG VLVWHPXO GH UHVWULF LL HVWH GDW VXE IRUP  GH LQHJDOLW L GH H[HPSOX

h i (x ) ≤ 0  úL DYHP úL UHVWULF LL GH QHQHJDWLYLWDWH DVXSUD YDULDELOHORU x ≥ 0  DúD FXP VH

petrec lucrurile cel PDLIUHFYHQWvQPRGHOHOHHFRQRPLFHSXWHPSURFHGDODDG XJDUHD

unor variabile auxiliare ui SHQWUX D WUDQVIRUPD LQHJDOLW LOH vQ HJDOLW L &HD GH D L -a
UHVWULF LHGHYLQH

h i (x ) + ui = 0 , ui ≥ 0 , i=1,2,…,m.

)XQF LD/DJUDQJHDWDúDW HVWH

( )
m m m
L(x, u , λ ) = f (x )− ∑ λi h i (x )+ ui = f (x )− ∑ λi h i (x )− ∑ λi ui
i =1 i =1 i =1

&RQGL LLOHGHRSWLPDOLWDWHGHRUGLQXO,vQUDSRUWFXYDULDELOHOH x vor fi identice cu

cele din cazul anterior. În raport cu variabilele ui, avem:
∂L x,u ,λ 
= −λi .
∂ui

Cum λi ≥ 0 UH]XOW F DFHVWHGHULYD te sunt negative, implicând fie λi=0, fie ui=0.
$FHVWHFRQGL LLQXLPSXQUHVWULF LLGLUHFWHDVXSUDYDULDELOHORU x. Acestea pot fi redate
m
echivalent sub forma: hi (x ) ≤ 0 , i=1,2,…,m, λ ≥ 0 , ∑ λ h (x ) = 0 . Scriind lagrangeanul
i
i

i =1

I U D LQHVHDPDGHUHVWULF LLOHVXEIRUP GHLQHJDOLW LUH]XOW 

 m
L(x, λ ) = f (x ) − ∑ λi hi (x ), λ ≥ 0 .
i =1

5H]XOW  F WRDWH SXQFWHOH RSWLPDOH vQ UDSRUWFX YDULDELOHOH u DOH IXQF LHL L(x,u, λ )
VDWLVIDFUHOD LD

L(x, u, λ ) = L(x, λ ).

/XkQGDFXPGHULYDWHOHSDU LDOHvQUDSRUWFX λRE LQHP

∂L  x,λ 
= h i (x ) .
∂λi

'DU FXP UHVWULF LLOH FHU FD h i (x ) ≤ 0  LDU FRQGL LLOH GH RSWLPDOLWDWH VXQW λ ≥0,

h i (x ) = 0 sau λi = 0 UH]XOW F 

∂L (x,λ ) ∂L (x,λ )
∂λi
≥0 (sau ∂λi
=0 sau λi = 0 sau ambele)

FHHD FH DUDW  F  WUHEXLHV  DYHP XQ PLQLP DO IXQF LHL L(x, λ ) în raport cu λ GDW 

ILLQGUHVWULF LDGHQHQHJDWLYLWDWH λ ≥0.

'HFLGDF  (x , λ ) este un punct optimal pentru problema de maximizare a lui f(x)
o o

VXEUHVWULF LLOH h i (x ) ≤ 0 , i=1,2,…,m, x ≥ 0 HOWUHEXLHV YHULILFHFRQGL LLOH

m m
a) f k − ∑ λi hki ≥ 0 (sau f k − ∑ λi hki = 0 sau xk = 0 sau ambele);
i =1 i =1

b) λ ≥ 0 , hi ≤ 0 (sau hi = 0 sau λi = 0 sau ambele).

$FHVWHFRQGL LLVXQWFXQRVFXWHVXEQXPHOHGHFRQGL LLOH.XKQ -Tucker.

DuS  FXP V D REVHUYDW IXQF LD ODJUDQJHDQ
- L(x, λ )  FD IXQF LH GH GRX PXO LPL

de variabile (x1 ,..., xn )úL (λ1 ,..., λn ) are un maxim în raport cu unele (x)úLXQPLQLP
în raport cu celelalte (λ). Un astfel de punct se nuPHúWHSXQFWúD.
6ROX LD SUREOHPHL JHQHUDOH GH H[WUHPXP FRQGL LRQDW UHYLQH GHFL OD J VLUHD

XQXLSXQFWúDSHQWUXIXQF LDOXL/DJUDQJH L(x, λ ) .

8QUH]XOWDWLPSRUWDQWDODQDOL]HLPDWHPDWLFHDUDW F GDF  (x , λ ) este un punct

o o

RSWLPDOSXQFWúDSHQWUX L(x, λ ) , atunci:

( )
L x o , λo = max min L(x, λ ) = min max L(x, λ ),
x λ λ x
 cunoscut sub numele de teorema minimax.
6 REVHUY PF IXQF LD/DJUDQJHVHSRDWHVFULHúLVXEIRUPD

[ ]
m
L(x, λ ) = f (x ) + ∑ λi − h i (x )
i =1

FXUHVWULF LLOH x ≥ 0 , λ ≥ 0, h i (x ) ≤ 0 .

Cum L(x, λ ) HVWHRIXQF LHOLQLDU vQ λHDHVWHúLFRQYH[ vQλ3ULYLW FDIXQF LH

de x, L(x, λ )  HVWH R FRPELQD LH OLQLDU  SR]LWLY  D IXQF LLORU f(x) úL [− hi (x )] úL GDF 

acestea sunt concave, L(x, λ )  HVWH FRQFDY  )XQF LD [− h (x )]

i
 HVWH FRQFDY  GDF 

[h (x )]
i
HVWHFRQYH[ 5H]XOW F  L(x, λ ) HVWHFRQFDY vQ GDF 
x f(x)HVWHFRQFDY úL

[h (x )]
i
HVWHFRQYH[ 

2E LQHP DVWIHO R WHRUHP  GH H[LVWHQ  D VROX LHL SUREOHPHL JHQHUDOH GH

extremum:
3UREOHPD 0D[ I[ VXE UHVWULF LLOH h i (x ) ≤ 0  L «P úL x ≥ 0  DUH VROX LH

GDF 

1) f(x)HVWHFRQFDY úLILHFDUH h i (x ) HVWHFRQYH[ 

2) PXO LPHD {
S = x hi (x ) ≤ 0, i = 1,2,..., m, x ≥ 0 } HVWHP UJLQLW úLQHYLG 

( )
m
L(x, λ ) = f (x ) − ∑ λi hi (x ) DUH XQ SXQFW úD x o , λo , unde x
o
ÌQ DFHVWH FRQGL LL IXQF LD
i =1

HVWH RSWLPDO SHQWUX SUREOHPD GH H[WUHPXP úL λo ≥ 0 . Valorile (x , λ )

o o
satisfac
FRQGL LLOH.XKQ -Tucker care sunt suficiente pentru un optim global.
'DF  f(x)HVWHVWULFWFRQFDY SXQFWXO xo este unic.