最优化与kkt条件

讲的很好了最优化与kkt条件max f(r)g(nilg(x)=c)f(x)Ar)=kgrad ff(x)=kA.1grad ff"(x)>0dx>of(x)<0x<0d(x)>0df(x)=f. dxf. f(r)xf1df(x)=fdx=(f1,…,fnf1f,dxX,yVIx·y=(x,;…,xn):|=xy1+…+xx·yxy=lycos acos aX,yX,y0≤a<元0<≤丌0dx =(dx,, dxdxB.1P1x1+P2x2=1,x≥0,x2≥0B.2p,dx, +p, dx,=01,af(x)=kxdf(x)=fdf(x)>02f(x)<0df(x=0Xf2(x)=0d xdxfB.3G1dx1+…+G,dxn=0Gd xf1·dx=0f=aGXGG(x)=cdx=of(r)=kf(x)=k g(x)=cgf"(x)nxGa(G;…,GG(x)aGaGf(x,y)=0D.yxf,≠0y少(x)y=(x)f(x,y)=0ffn+f中=0f(1,尤y1,…,yn))=0afyOn×ndetf,≠0y=o((x)OfafOy, ayfy·f∫(x1,…,xn;y1,,ym)=0p,x+pP1x1+p2x2+P2x3=1(P1,P2P3)n>3xmaxf(x)s tG(x)=f2=G、L(x,A)=f(x)+2(c-G(x)OL(x,n)f-AG1=0,i=1aL(, n)C-G(x)=00f=nG+n+1(x,)2·G111(x1,;…,xn;A1(x,2)