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.. , .. , ..

2004
519.7(075)
18373
75

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ISBN 5-8265-0259-2

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519.7(075)
18373

ISBN 5-8265-0259-2 .., ..,


.., 2004
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16.02.2004
60 84 / 16. .
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450 . . 116

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Q = Q (u).
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ui , ui U.
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Q (u * ) = min Q (u , y )
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Q u.

2.1


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Q (u)
u.
Q (u)
(dQ / du = 0) . -
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Q ) Q )
1 1

2 2

u1 u2 u1 u2
u u . 2.1
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Q ) Q ) Q )

u1 u u1 u u1 u
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1 . ,
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Q(u1) > Q(u1 + ), u1 (. 2.3). Q(u1) < Q(u1 ) Q(u1) < Q(u1 + ),
u1 (. 2.3, ). Q(u1)
Q(u1 ) Q(u1 + ), , Q(u1) > Q(u1 ) Q(u1) < Q(u1 ), u1 -
(. 2.3, ).
2 . -
dQ
Q(u ) (u1 )
du
(u1 + ). , u1 Q(u), , -
(u1 ) (u1 + ) "+" "",
u1 (. 2.3, ). "" "+", u1 (. 2.3, ).
(u1 ) (u1 + ) , u1 (.
2.3, ).
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dQ d 2Q
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d 2Q
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du 2 u1

,
d 2Q
>0.
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Q ) Q ) Q )

(+)

(+) () (+)
() (+)

u u u+ u u u u+ u u u u+ u
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2
d Q d 3Q d 4 Q
= 0 , 3 , ..
du 2 u1 du du 4

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[a, b], "" -
, .

2.2

-
Q(u1, u2, ..., un). ,
u ( = 1, n) , -
{u*} -
, .. , Q(u1, u2, ..., un) , -

Q(u1 , u 2 , ..., u n )
= 0, = (1, n). (2.1)
u u*

-
n n
B= ai j xi x j ,
i =1 j =1

2Q (u1 , u 2 , ..., u n ) 2Q (u1 , u 2 , ..., u n )


aij = = = a ji , i, j = 1, n .
ui u j u j ui
.
, : -
, -

1 = a11 >0;

a11 a12
2= > 0;
a21 a22

...
(2.2)
a11 a12 ... a1n

a21 a22 ... a2 n
n = > 0,
... ... ... ...

an1 an 2 ... ann

..

a11 a12 ... a1n


a21 a22 ... a2 n
A=
... ... ... ...

an1 an 2 ... ann


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< 0, ...,
2 > 0, 4 > 0.
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A, -
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2.1.
(A P). -
, -
P .

Cq 1 Cv
Q (u1 , u 2 ) = C A + + 1 + (u1u2 + 1) ,
Ux A0 u1u 2 u 2 x A0

u1 , u2 ,
u2 = exp( E / RT), E R ; -
;
q , ; v
, ; U
; xA0 .
Q(u1, u2) :

Q Cq 1 C
= C A + 2 + v = 0 ;

1u Ux A0 u1 u 2 x A0

Q Cq 1 C
u = C A + Ux 2
2 v = 0.
2 u u
A0 1 2 u 2 x A0

u1, u2,
, u2. -
, -

0,5
C AUx A0 + Cq
u1 = .
CvUu2

0,5 2
Cv C Ux + Cq
Q = 1 + u 2 A A0 .
u 2 x A0 CvUu 2

2.2.

Q (u1, u2) = u14 + u 24 4u1u 2 .


:
Q (u1u 2 )
u = 4u13 4u 2 = 0 ;
1

Q (u1u 2 ) = 4u 3 4u = 0.
u 2 1
2

: (0, 0); (1, 1);


(1, 1). -
.

2Q 2Q

u1
2
u1u 2
= 12u1 4 .
2
A=
2
Q 2Q 2
u u 2 4 12u2
2 1 u 2

0 4 12 4
A(0, 0) = , A(1, 1) = A(1, 1) = .
4 0 4 12

(0, 0) , , (0, 0) . -
(1, 1) (1, 1) (1 = 12 > 0, 2 = 128 > 0), (1, 1)
(1, 1) Qmin = 2.

2.3

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. .

2.3.1

, ,

Q (u1, u2, ..., un) min (2.3)



(u1, u2, ..., un) = 0, = 1, k . (2.4)

k
Q (u1 , u 2 , ..., u n 1 , ..., k ) = Q (u1 , ..., u n ) + (u1, ..., un ), (2.5)
=1

, = 1, k .
, (2.3) -
(2.5), n + k (u, = 1, n ; j , j = 1, k ).
. 2.2

Q (u1 , ..., u n ) (u , ..., u n ) (u , u )


+ 1 1 1 + ... + k k 1 n = 0 ; = 1, n.
u u u
(2.6)

n . (2.4)
, , (n + k) (n + k) .
-
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Q (u1, ..., un), -
.
,
(2.4), (2.6) "k" -
u n n .
"n k" .

2.3.2

.
.
Q = Q(u1, u2) min (u1, u2) = 0. -
, Q , -
(. 2.4).
. 2.4, u1, u2 Q (u1, u2) -
(u1, u2) = 0, -
. Q (u1, u2) =
= Q (u1, u2) + (u1, u2). :

) )
Q u2
(u1, u2) = 0

A
Q
u1

u2 Q = const
u

u1

. 2.4 :
;
u2 u1
Q Q Q
u = u + u = 0 ; u = u ;
1 1 1 1 1
. (2.7)
Q Q Q
= .
u = u + u = 0 ; u 2 u 2
2 2 2
(. 2.4) (u1, u2) = 0 (u1, u2)
Q (u1, u2) (2.7) -
Q Q
: Q = , Q (u1, u2) -
u1 u 2

= , (u1, u2).
u1 u 2
, . -
, (2.7),
Q .

2.3.3

.
Q (u1, ..., un) ,
, (u1, ..., un) = 0, = 1, k , (u1, ..., un) < 0
, .
.
. , -
k
Q (u1 , ..., un ) = Q (u1 , ..., un ) (u1 , ..., un ), (u1, ..., un) , -
=1

. , , (u1, ..., un),


, (u1, ..., un). , (u1, ..., un) > 0, ,
(u1, ..., un) < 0 . , ,
, , (u1, ..., un) ,
, ..
k
Q (u1 , ..., u n ) (u1 , ..., u n )
u
u
= 0.
=1

, .

2.3.4

, Q (u1, ..., un)


(Q = 0) (u1, ..., un) ( = 0).
Q (u1, ..., un),
, (u1, ..., un) = 0
. (u1, ..., un) =
0, Q (u1, ..., un).
, , -

k
Q (u1 , ..., u n ) = 0Q (u1 , ..., u n ) + (u1 , ..., u n ),
=1

, Q (u1, ..., un)


0, , ,
0 0
Q (u1 , ..., u n ) Q (u1 , ..., u n ) Q (u1 , ..., u n )
= ... = = ... = = 0,
u1 u u n

(u1, ..., un) = 0.

0 0, , 0 = 1,
.
2.3.

Q (u1, u2) = u12 + u22 u1 + u2 = 1.


Q (u1 , u 2 ) = u12 + u 22 + (u1 + u 2 1),

.
:
Q (u1 , u 2 )
= 2u1 + = 0 ;
u

Q (u1 , u 2 )
= 2u 2 + = 0 ,
u
u1 = /2, u2 = /2. u1 + u2 = 1, = 1, u1 = 1/2, u2 = 1/2
minQ (u1, u2) = 1/2.
2.4.

180 .
. u1 -
(4u1 + u12 ) ., u2 (8u2
+ u 22 ) . , ,
.

Q (u1 , u 2 ) = 4u1 + u12 + 8u 2 + u 22 u1 + u2 = 180, u1 0, u2 0.
. -
Q (u1 , u2 ) = 4u1 + u12 + 8u2 + u22 + (180 u1 u2 ).

Q (u1 , u 2 )
= 4 + 2u1 = 0 ;
u1

Q (u1 , u 2 )
= 8 + 2u 2 = 0,
u 2
4 8
u1 = , u2 = .
2 2
4 8
u1 + u2 = 180 + = 180 , , =
2 2
186 , , u1 = 91, u2 = 89.
, -
Q (u1, u2), .. 91 89
, Qmin = 17 278 .

2.4

, , -

. -

, .

1 , "" (. 2.5),
.
2
(. 2.6).
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Q Q

u1 u2 u3 u4 u5 u u1 u2 u3 u4 u
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3 ,

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4 .
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Q (u), u -
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ui , i = 1, n (u) = 0, = 1, m ,
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3.1

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3.2


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n-
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ui ui+1 ui ui , -
.

ui+1 = ui + ui. (3.1)

Q (u)
Q (ui+1) < Q (ui), ui+1 .
ui : ui = ui(ui), ,
,
i+1 i
u = u + ui (ui).
.
u -
: 1) ; 2) ; 3)
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(u-).
n- ,
,
.
Q (u) U, u
, Q (u) (. 3.1, ). -
Q (u) Q
(u) = q . u ,
, Q (u) ( ).
(u) = 0, n- (n 1)- ,
(. 3.1, ),
.
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)
)
)
1 (u) = 0

(u) = 0
2 (u) = 0

. 3.1 :
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, "" -
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. -
Q (u) . , -
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Q (u) Q (u), u U, u. -
, , Q (u ) Q (u)
u . ,
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, -
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.
l

Q (u ) Q (u )Q (u )
= lim , (3.2)
l u u u u

u, u* , l. (3.2)
Q (u) l, ,
n. -
,

n
Q (u ) Q (u ) u
l
= . (3.3)
=1 u l

u / l (. 3.2).
du1
= cos (u1 l ),
dl
du 2
= cos (u 2 l ), dl = (du1 )2 + (du 2 )2 . , u / dl ,
dl
l . , (3.3) -

n
Q (u ) Q (u )
l
= u
cos (ui l ). (3.4)
=1

, (n 1) -
, , , (n 1) -
. -
, , , , -
. (n = 3) . 3.3.

u2
B

l
du2

A
C
du1

u1
. 3.2
u3 l

Q(u1, u2, u3) = 0

u1 u2
. 3.3 ,


. ,
Q (u) , Q (u) -
. -
l

Q (u ) Q (u )
= cos (u l ), (3.5)
l u

(3.4), , ,
.
cos ,
, , , Q / l -
, Q (u).
Q
, -
u
Q (u) u Q (u) ( " ") ( grad Q (u ) ).
Q(u )
(3.5) =
l
= l Q (u), l Q (u) Q (u) l. , -
Q (u) -
Q Q Q
, .. Q (u) = , , ..., .
u1 u 2 u n
,

. -

3.3

. -

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(, .). , -

3.3.1

,
[a, b] . .
Q . -
( ), -
. - Q (x) . 3.4, .
Q )


a b u

a, b,

x=a

Q(x) x=x+

x=a


Q < Qmin
Qmin = Q; xmin = x


x<b


xmin, Qmin

. 3.4 :
; -
3.3.2

-
. -
.

Q (u) [a, b] . [a, b] -
a+b
Q (x1) = F1 Q (x2) = F2 x1,2 = .
2 2

F1 F2 -
b a > . - . 3.5, .

3.3.3 " "

, , " ":
, , -
ac cb
= = .
cb ab
1+ 5
= = 1,618033989...
2
, a b -
x1 (. . 3.6, )

x1 = b (b a) / 1,618033989 (3.6)

x2 , x1 (a b).
F1 = Q (x1) F2 = Q (x2) -
, -
Q (u). ,
Q , .. , -
. - " " -
. 3.7.
Q

F1
F2


x1 x2
a a+b b u
2

a, b,

a+b a+b
x1 = ; x2 = + ;
b = x2 2 2 2 2 a = x1
Qmin = F1 F1 = Q(x1); F2 = Q(x2) Qmin = F2
xmin = x1 xmin = x2

ab<

xmin, Qmin



F1 < F2

. 3.5 :
; -
a c b

F2

F1

a x1 x2 b

. 3.6 " ":


;

a, b,

x2 = a + (b - a) / 1,618033989;
x1 = b - (x2 - a);
F1 = Q(x1); F2 = Q(x2)


F1 F2


x2-x1 x2-x1

min = x2,F2 min = x1,F1

a = x1 ; x1 = x2 ; b = x2 ; x2 = x1 ;
x2 = b - (x1 a); min x1 = a + (b x2);
F1 = F2; F2 = Q(x2) F2 = F1; F1 = Q(x1)

. 3.7 - " "
3.3.4

, , -
Q (u).

F0 = F1 = 1; Fk = Fk1 + Fk2; k = 2, 3,

"k" " ".


,
, , ,
Q (u).

a, b,

n F(n),

n=1

ba F (n)
min = ; Q(min) x1 = a + (b a );
2 F ( n + 2)
F (n + 1)
x2 = a + (b a );
min F ( n + 2)
F1 = Q(x1); F2 = Q(x2)


n=2

F1 F2 F1 F 2

min = x1 min = x2 b = x1; x2 = x1; a = x1; x1 = x2;


n = n 1; n = n 1;
F (n) F (n + 1)
x1 = a + (b a ); x2 = a + (b a )
min F ( n + 2) F ( n + 2)
F1 = Q(x1) F2 = Q(x2)

. 3.8 -
n
Fn,

ba
= .
2 Fn +1

" " x1 x2 (. .
3.8) .

3.4

, -
. ,
, .
-
, {u} u -
, Q (ul+1) () Q (ul). , -
.

Q (u).

3.4.1 -


, .. , ,
Q.
.
n
n ,
(. . 3.9).

3.4.2

, -
, , , .
u2

u1
. 3.9 -

, -
Q / u , = 1, n ,
Q Q Q
Q = 1 + 2 + ... + n , -
u1 u 2 u n
, .. ( ). -

u k +1 = u k k Q (u k ) , (3.7)

k 0 .

.
1 ( u10, u 20, ..., u n0 ) ,
, .
2 Q0 ( u10 , u 20 , ..., u n0 ) .
3 (. 3.10).
u2

u2
u1

u0
u1

. 3.10

4 ,
u1.
5 , . 2, .. Q1 ( u11 , u12 , ..., u14 ) , -
u1, ..
. ,
-
. , -
"", , .
. , u1 -
u2, ,
, . -
.
, -
u u , Q ( u ) Q ( u ) / Q ( u ) , Q ( u )/ u , , , .
k k 1 k k 1 k 1 k

, -
. -
.

3.4.3

Q U,

. -

, - . 3.4, -

H , n u, Q Q (u), L

Q.

Q
, u0 , , -
u i
; . -
, . -
, , -
.
-
. ,
, .. . -
. -
, .

3.4.4

. -
, -
, , ,
, () . -
, , n-
n + 1 . ,
,
, , -
.

u 0,
H, , n, Q

Q 0

Q/u i

L=0

L=L+1 u 1 = u 0 HQ/u
Q 0 = Q 1; u 0 = u 1 Q 1 = Q(u 1)

Q 0<Q 1

: u 1 = u 0, Q 1 = Q 0

L=0



H = H/3


H<

u 1, Q 1

. 3.11 -
-
(. 3.11). -
.
1 S10,
S20, S30, . . -
S10 (. 3.12).
2 , S10 S11,
S10 ,
S10. S20 S30 S11 S20 S30 -
S10 S20 S30, S10A, -
S11 S10.
3 S11, -
S20 S30. S30
, S11 S20 S31, ..

S31 S21 S12

S20
S11 S32

S10 S30

. 3.12

.
,
, , . -
, ..
. ,
, .
. ,
.

3.4.5 ""

"",
, "",
. ,
"" .
"", .
1 : -
, ,
, .
2 u0 , , -
, . "", -
u1 (. 3.13).
3 u0 -
, , -
u10 (. 3.13).
4 u10 ,
u2, "" (. 3.13).
u13
u12
u11

u3
" "
u2

u10

u1

u0
. 3.13 ""

5 u1 u2 " "
. u11 .
6 u11 " " u3.
u12 .. (. 3.13).
, -
uk+1 Q (uk+1) , uk Q (uk).
uk1 uk+1. , -
" ", .
. , -
, , , "" .
u10 u0,
.

3.5


, .
: -
() Q (u1 , ..., u n ) u U , (u1 , ..., un ) 0 , = 1, k .
, .. -
. -
u , = 1, n ,
(u1 , ..., u n ) > 0 , -
. -
. -
, .

3.5.1 -

Q (u1, ..., un)


(u1 , ..., u n ) > 0 , = 1, k -.
. -
k (u ), (u ) > 0
H (u ) = (u ), = , ..
=1 0, 0
U H (u) .
U,
H (u) . -
,
, H (u) .
,
(Q, ) < 0, .. , -
, .
. 3.14.
(Q, ) < 0 , "" U
(. 3.14, u3).

Q(u3)
(u2)

u3
(u2)
Q(u3)

u2

(u1)
Q(u1)

u0
u1

. 3.14
-

3.5.2

. -
, -
.
-
.
ui -
, .
, ,

(. 3.15).

=0

=0 (u) -
.
. 3.15 Q (u) ..
-
. -
.

3.6

.
Q (u) Q (u), u U, u -
, .
Q (u) ,
, , ,
. -
, ui -
ui0 , .
, , -
-. - .
, -
, , -
. -
.
, -

, ,

,
-
.

3.7

3.1
Q ( u1 , u 2 ) = 2u12 + 2u1 , u 2 u 22
1 (u1 , u 2 ) = 2u1 + 5u 2 30 0 ,
2 (u1 , u 2 ) = 4u1 + 5u 2 60 0 ,
3 (u1 , u 2 ) = 4u1 5u 2 20 0 ,
4 (u1 , u 2 ) = u1 0 ,
5 (u1 , u 2 ) = u 2 0

.
u0(1, 0), -
1 (u0) = 32, 2 (u0) = 56, 3 (u0) = 16, 4 (u0) = 1, 5 (u0) = 0, .. .
u1 = (u1 , u 2 ) -
Q (u1, u2) u0:

Q (u1 , u 2 ) Q (u1 , u 2 )
= 4u1 + 2u 2 , u 0 = 4 ;
u1 u 2
Q (u1 , u 2 ) Q (u1 , u 2 )
= +2u1 2u 2 , u0 = 2 ,
u 2 u 2

.
Q Q
F= U 1 + U 2
u1 u 2
F = 4u1 + 2u2 u2 0 ( 5 (u0) = 0), u1 1, u2 1.
, u1 = 1, u2 = 0, minF = 4.
u1 u1 = u0 + tu1,
min F
t , t = min(t ' , t") , t = , t" -
t ' > 0, t " > 0 2 [ Bu1 , u ]

(u 0 )
n
, = 1, 2, 3, 4, 5.
aj ui
i =1
, Q (u1, u2): b11 = 2,
b12 = 1, b21 = 1, b22 = 1; aj ().
, ,


t = 1 < 0, u
t = min 2 2
0
( )=
56
; 2 3
u 0
( )

= 4 = 4,
a u 4
2j j a3 j u j
j =1 j =1
t = 4.
u2: u11 = 1 + 4 = 5, u12 = 0. -
: 1 ( u ) = 40, 2 ( u ) = 40, 3 ( u ) = 0, 4 ( u ) = 5, 5 ( u ) = 0.
1 1 1 1 1

u2 = (u1, u2) -
: F = 20 u1 + 10u2 4u1 5u2
0,
u2 0, u1 1, u2 1.
4 96
u1 = 1, u2 = , min F = .
5 5
96
t: t = < 0, t = min (20; 5) = 5, u 2 = u1 + t u 2 ,
4
u12 = 10, u 22 = 4.
u2:

( ) ( ) ( ) ( )
1 u 2 = 30, 2 u 2 = 0, 3 u 2 = 0, 4 u 2 = 10, 5 u 2 = 4. ( )
:
F = 32u1 + 12u2 4u1 + 5u2 0, 4u1 5u2 0, u1 1, u2 1.
u1 = 0, u2 = 0, min F = 0. u2 = (10,4) -
min Q (u1, u2) = 136.
3.2
Q (u1 , u 2 ) = u12 u 22 -
: (u1 7 ) +(u2 7 ) 18, u1 0, u2 0 .
2 2

. 3.16 ,
Q (u1, u2). (0, 0).
-
.
, ,


Q u k
u kj +1 = max 0; u kj +
2
+ di
( )
g u k
.
( )
u j =1 x j

u0 = (6,7), = 0,1, g (u1 , u 2 ) = 18 (u1 7 )2 (u 2 7 )2 -


Q g Q g
= 2u1 , = 2u1 + 14; = 2u 2 , = 2u 2 + 14.
u1 u1 u 2 u 2

u2

11 u0
E
9 1
u
7
u2
5 u4
u3
3
u5
1
0 1 3 5 7 9 11 u1

. 3.16
I . u0 = (6,7) ,
. -
u1 :


u11 = max 0; u10 +
( )
Q u 0
= max { 0; 6 + 0,1 ( 2) 6 } = 4,8;
u1


u12 = max 0; u 20 +
( )
Q u 0
= max { 0; 7 + 0,1 ( 2) 7 } = 5,6.
u 2


g(u1) = 11,2, g(u1) > 0, u1 .
Q (u1) = 54,4.
II . :

u12 = max { 0; 4,8 + 0,1( 2 ) 4,8 } = 3,84;

u 22 = max { 0; 5,6 + 0,1( 2) 5,6 } = 4,48;

( )
g u 2 = 1,664 > 0; Q u 2 = 34,816. ( )
III . :

u13 = max { 0; 3,84 + 0,1( 2 ) 3,84 } = 3,072;

u 23 = max { 0; 4,48 + 0,1( 2) 4,48 } = 3,584;

( )
g u 3 9,096.

IV . u3 . -

( )
Q u 3
u14 = max 0; u13 + +
g u 3 ( ) = max { 0; 2,4576 + 0,7856 };
u1 u1


u 24 = max 0; u 23 +
( )
Q u 3
+
g u 3 ( ) = max { 0; 2,8672 + 0,6832 }.
u 2 u 2

. , u4

. = 1,9 :
u14 = max { 0; 2,4576 + 1,9 0,7856 } 3,95;

u 24 = max { 0; 2,8672 + 1,9 0,6832 } 4,165;

( ) ( )
g u 4 0,66 > 0; Q u 4 32,95.

V .
u15 = max { 0; 3,95 + 0,1( 2) 3,953 } = 3,16;

u 25 = max { 0; 4,165 + 0,1( 2 ) 4,165 } = 3,33;

( )
g u 5 10,2 < 0.
VI .

u16 = max { 0; 3,16 + 0,1[( 2 ) 3,16 + 1,9 (( 2 ) 3,16 + 14 )] } 3,987;

u 26 = max { 0; 3,33 + 0,1[( 2) 3,33 + 1,9 (( 2) 3,33 + 14 )] } 4,06;

( ) ( )
g u 6 0,272 > 0; Q u 6 32,37.

VII .

( )
u17 3,189; u 27 3,247; g u 7 10,61 < 0.

VIII .

( ) ( )
u18 3,999; u 28 4,024; g u 8 0,137 > 0; Q u 8 32,185.

IX .

( )
u19 = 3,201; u 29 = 3,219; g u 9 10,728 < 0.

u110 = 4,004; u10


2 = 4,012; g u
10
( ) ( )
= 0,096 > 0; Q u10 = 32,128.

XI .

u111 = 3,203; u11


2 = 3,21; g u
11
( )
= 10,781 < 0.

XII .

u112 = 4,005; u12


2 4,008; g u
12
( ) ( )
= 0,079; Q u12 = 32,104.
, , II ,
, 0,1 . ,
, . u12
.
.
4

, , -

4.1

,
XIX . ,
. -
, ,
.
,
.
1936 ..
,
" ".
1938 .. ,
, ,

. , , -
, ,
. 1939 ..
" ", -
- , -
.
" " 1951 . . -
. (). . .
.
1955 65 ,

"" . -

.
4.2



.
n . - ( = 1, m ) -
j- ( j = 1, n) j ; b
( = 1, m ); , - -
; - .
,

, -

, : -
n
U = (u1, ..., un), aij u j bi , = 1, m, -
j =1

aj uj Aj, j = 1, n
n
max ci ui .
j =1


n , -
n ( , ).
yi - , u - -
, j j- -
- , N - , d
- , -
, .
y u
( = 1, n) ,
n
max C u 0 y N, = 1, n;
=1
n
u d , = 1, n; y aj x j + u , = 1, n .
j =1


,
.
, -
,
. , .
m , = 1, m n -
b, = 1, n , , -
m n
a b , - j-
=1 =1

j, uj .
, -
m n
min Cij uij ,
i =1 j =1
m
uj b j , j = 1, n , -
=1
n
uj a , = 1, m
=1

uj 0, = 1, m, j = 1, n .

,
1939 .. .
m n l1, l2, ..., ln. uij,
= 1, m , j = 1, n - , j- , ij -
j- , -
, ,
, .
uj, -
,
, .. uj
, uj > 0, -
n
uj 1,
j =1

yj m
max Z = max, min ,
l
yj = aj uj
j =1

j- , .
, ,
. , , -
, , -
.
..
, , -

. -

, ,

, . -

4.3

[2] (u1, u2, ..., un) -


( )

Q (u) = C1u1 + C2u2 + ... + Cnun (4.1)

:
a11u1 + a21u 2 + ... + a1nu n = b1 ,

a21u1 + a22u 2 + ... + a2 n u n = b2 ,
(4.2)
...

am1u1 + am 2u 2 + ... + amnu n = bm ,

am +11u1 + am +12u 2 + ... + am +1n u n bm +1 ,




... (4.3)

ac1u1 + ac 2u 2 + ... + acnu n bc ,

u1 0, u2 0, , un 0. (4.4)

u1 u2 .
Q (u) = C1u1 + C2u2. u1 u2 ,
Q (u)
Q (u) = const, ,
. , u2 = u1 = 0 (. 4.1), Q0 = 0
C1u1 + C2u 2 = 0
Q Q
, 0 , 0 0, 0 .
C1 C2
u2

Q0
C2 Q

Q0 u1
Q=0
C1
. 4.1

(. 4.1), Q0, , ,
Q (u) . -
, . 4.1 .
, , u1, u2 -
, , (. 4.2).
u2 "" , ..
a11u1 + a12u2 = b1 ,
, b , -
1
a12 u, = 1, n -
(m) = n m (m < n ) .
,
.
- ,
b1 u 1 . -
a11
. 4.2


.
u2
a21u1 + + a22u 2 b2 , a31u1 + a32u 2 b3 -

b2
a 22
(u1, u2) :
(. 4.3). , -
b3 -
a32 A
. . 4.3
B 0, .
-
C Q,
0 b2 b3 u1 , -
a
a 21 31
.
. 4.3 - 4.1.
Q(u) = u1 + u2 max, -
2u1 + u2 1, u1 + 2u2 1, u1 0, u2 0.
U
0, 2u1 + u2 = 1, u1 + 2u2 = 1, u1 = 0, u2 = 0 (.
4.4).

u2
2u1 + u2 = 1

l A
B

C 1 u1
0
u 1 + u 2 = Q0 u1 + 2u2 = 1

. 4.4

Q Q
, = 1, = 1,
u1 u 2
, , Q U.
Q0 l, u1 + u2
= Q0. , Q0, , ,
Q(u) .
, , , ,
0 ,
Q(u). , .. -
1 1 2
2u1 + u2 = 1, u1 + 2u2 = 1; u1 = ; u 2 = Qmax = .
3 3 3
l, -
u1
u2. -
.
, -
u1 u2.

4.4


. , , , ..
Q (u ) = C1u1 + C2u 2 + ... + Cnu n max,

a11u1 + a12u 2 + ..., + a1nu n = b1;


a21u 2 + a22u 2 + ..., + a2 nu n = b2 ;

...
am1u1 + am 2u 2 + ..., + amnu n = bm ;
u1 0, u 2 0, u n 0.

(4.1) (4.4) -
un+, i = 1, l m . -
,

am +11 u1 + am +12 + .., + am +1n u n + u n +1 = bm +1 ,


... ,
al1 u1 + al 2 u 2 + ..., + al n u n + u n + l m = bl

n+l m
aj u j = b , = 1, l .
j =1

, ..

n +l m
Q(u ) = C u , = 0 > n.
=1
,
(4.1) (4.4)
n+ j m
Q (u ) = Cu max (4.5)
=1

n+l m
aj u j = b , = 1, l , u j 0, j = 1, n + l m . (4.6)
j =1

. -
Q (u ) = C1u1 + C2u2 a1u1 + a2u2 < b, u1 0, u2 0.
u3, u3 0
a1u1 + a2u2 + u3 = b a1u1 + a2u2 = b u3 .
-
u3 . 4.5.
u2

b
a1

. 4.5 - u3 < 0
-
- u3 > 0

-
- b u1
u3 = 0
a1

Q (u ) = C1u1 + C2u1 max


a1u1 + a2u 2 + u3 = b, u1 0, u 2 0, u3 0 .

4.5

.
.
(u1, u2, ..., un), (4.2) (4.4) -
.
n
(u1, u2, ..., un) = U , P0 = u u > 0,
=1
.
, (4.1) -
.
[2],
. (4.1)
.
m -
1, 2, ..., n.
, -
, .
m ,
n!
, n m Cnm = . ,
m!
m n . -
, -
.
.
1 ,
( u1 , u 2 , ..., u n ).
2 () . -
.
3 () -
. .
4 , , .. -
.

.
S1, S2, S3, S4. -
1 u1, 2 u2, (-
) Q (u ) = 7u1 + 5u2 max , 7 5 -
1 2 . -
. 4.1.
, , -
(. 4.1)
.
4.1

-
1 2

S1 2 3 19
S2 2 1 13
S3 0 3 15
S4 3 0 18
7 5

2u1 + 3u 2 19,
2u1 + u 2 13,
3u 2 15,
3u1 18, u1 0, u 2 0.

, ,
. -
u3, u4, u5, u6, u1 0, u2 0,
u3 0, u4 0, u5 0, u6 0

2u1 + 3u 2 + u3 = 19, 2u1 + u 2 + u 4 = 13, 3u 2 + u5 = 15, 3u1 + u6 = 18 .

6 , 4-, = 6 4 = 2 .
u1 u2. u1 = 0, u2 = 0, , -
.

u3 = 19 2u1 3u 2 , u 4 = 13 2u1 u 2 , u5 = 15 3u 2 , u6 = 18 3u1.

, . 4.6, -
l, Q.
u1 = u2 = 0 Q = 0. u, 1,2 , Q -
, , . u1, u2
, , .. , ,
.
u2
u4 = 0
12
u6 = 0

10

6
u5 = 0

4
B
2

0 2 4 C 6 8 10 12 u1
Q=0 u3 = 0

. 4.6

u1 , u2, u1
, , u6 = 0, u1 = 6, u2 = 0, u3 = 7, u4 = 1,
u5 = 15, Q = 42. .
u6, u2 = 0.
u6 u2

1 2 2
u1 = 6 u 6 , u3 = 7 + u 6 3u 2 , u 4 = 1 + u 6 u 2 ,
3 3 3

7
u5 = 15 3u 2 , Q = 42 u 6 + 5u 2
3

u2 = 0, u6 = 0. u6 -
, u2 , u4 = 0,
u1 = 6, u2 = 1, u3 = 4, u5 = 12, u6 = 0, Q = 47. , -
.

u6 = 0, u4 = 0. :

1 2 4
u1 = 6 u6 , u 2 = 1 + u6 u 4 , u3 = 4 u6 + 3u 4 ,
3 3 3
u5 = 12 2u6 + 3u 4 , Q = 47 + u6 5u 4 .


u4 = 0, .. u6 , u3 = 0.
u1 = 5, u2 = 3,
u5 = 6, u6 = 3, Q = 50. , , .
u3 = 0, u4 = 0, u3 = 0 -
, u5 = 0, , u3 u4,
1 3 1 1 3 3
u1 = 5 + u3 u 4 , u 2 = 3 u3 + u 4 , u5 = 6 u 4 + u 3 ,
4 4 2 2 2 2
9 3 3 9
u6 = 3 + u 4 u3 , Q = 50 + u3 u 4 .
4 4 4 2

u3 = 0, u5 = 0 u1 = 2, u2 = 5, u4 = 4, u6 = 12, Q = 27.
, , -
, Q = 50.


. , -
, , -
.
,
, , -
[7].
, -
.
5.1

-
.
,
.
-
.

, ,
,
.
:
) , ;
. , -
;
) , -

) -

) ;

, .
.

, -

.
,
. , -
.
-
(), .
, . 5.1.
u1 u2 u um-1 um
y0 y1 y2 y-1 y ym-2 ym-1 ym
1 2 m-1 m

. 5.1

:
, , -
, ,
, .
, ,
, .
, -
(,
10, m ). , .
, , "" .

5.2 .

, .

y = f ( y 1 , u ) , (5.1)

y-1, y 1 , u - .
(5.1)
y-1 u, .
, -

F j ( y1 , ..., ym , u1 , ..., u m ) 0, j = 1, J . (5.2)


,

y Y , u U (5.3)
, , -
(5.2).
Q (y, u), -

Q = Q(y, u), (5.4, )

(5,1) (5.4, )
Q= Q(y1, u). (5.4, )

-
,
m
Q = Q ( y 1 , u ). (5.5)
1

, Q
(u1, u2, ..., um).
,
u = (u1 , u2 , ..., um ) , Q
.
m-
, ,
um . -
m 1 , , ..
m- ..
, um (y0).
Q
0 Q = Q ( y0 ) .
( )
m Bm ( y 1 ) , 1
m
Bm ( y 1 ) = min
u , ..., u m
Q ( y 1, u ). (5.6)
=

B m ( y0 ) = min Q y 0 ,
u U
( ) (5.7)
=1, m

,
U, . (5.7) -
m- , -
Q, u = ( u1 , u 2 , ..., u m ) .
Q , -

Q ( y0 ) = Q1 ( y0 , u1 ) + Qm 1 ( y1 ) , (5.8)

(5.7)

B m ( y0 ) = min [Q1 ( y0 , u1 ) + Qm 1 ( y1 ) ] . (5.9)


u U
=1, m

(5.9)


B ( y0 ) = min Q1 ( y0 , u1 ) + min Qm 1 ( y1 ) ,
m
(5.10)
u1 U u U

&=&&2, m

Q1 (y0, u1) u1, -


, (5.10) -
, u1.
(5.10) (m 1) -
Qm1 ( y1 )
u m 1 = (u 2 , u3 , ..., u m ) . , ,
Bm 1 ( y1 ) = min Qm 1 ( y1 ). (5.11)
u U = 2, m

(5.9) (5.11)

Bm ( y0 ) = min [ Q1 ( y0 , u1 ) + Bm 1 ( y1 ) ]. (5.12)
u1 U

y1 = f1 ( y0 , u1 ) ,

Bm ( y0 ) = min [ Q1 ( y0 , u1 ) + Bm 1[ f ( y0 , u1 ) ]] . (5.13)
u1 U

-
.

f0 (ym), ,
.
(5.13) , Q1 ( y0 , u1 )
, Bm1 . ,
.

5.3

-
, -
, B0 (ym) = 0,

B1 ( ym 1 ) = min Qm ( ym 1 , u m ). (5.14)
u m U

Qm um -

ym1 (. 5.2).
u m
ym1 (. 5.3).
Qm
y1m 1

y m2 1

B11
B12

u1m u m2 um

. 5.2 Qm um

u m

u m2

u 1m

y1m1 y m2 1 ym-1

. 5.3 um
ym-1

B1 ,
.. ym1 (. 5.4).
m-
u m = u m ( ym1 ), m-
B1 = B1 ( ym 1 ). ,
ym = ym ( ym 1 ) (. 5.5).
B1

B11

B12

y1m1 y m2 1 ym-1

. 5.4 B1 ym1
y m

y m2

y1m

y1m1 y m2 1 ym-1

. 5.5 y m ym-1

um1 (m 1)-
B1(ym1), (m 1)- -

B2 ( ym 2 ) = min
u m 1 U
{Qm 1 ( ym 2 , um 1 ) + B1[ f m 1 ( ym 2 , um 1 )] }. (5.15)

(Qm-1 + B1) um1


ym2
(m 1) (. 5.6).
Qm-1 + B1
y1m 2

ym2 2

B21

B22

u1m 1 u m2 1 um1

. 5.6 (Qm1 + B1) um1

u m 1

u m2 1

u1m 1

y1m1 y m2 1 ym1

. 5.7
ym2 (m 1)
m- (5.15) -
u m1 = u m1 ( ym2 ), B2 = B2 ( y m2 ), y m1 = ym1 ( ym2 ), -
. 5.7, 5.8, 5.9.
B2

B21

B22

y 1m 2 y m2 2 ym2
. 5.8 B2 ym2

y m 1

y m2 1

y1m 1

y1m 2 y m2 2 ym2
. 5.9 ym 1 ym2

(m 2) , .. -
, -
u1 = u1 ( y0 ) , Bm = Bm ( y0 ) , y1 = y1 ( y0 ). . 5.10
5.13.
Q1 + Bm-1

y10

Bm1

y02
Bm2

u11 u12 u1

. 5.10 (Q1 + Bm-1) u1


u1

u12

b1

u11

y10 a0 y02 y0
. 5.11 u1
1-

. -
m- -
.
Bm

1
Bm

Bm2

y10 a0 y02 y0

. 5.12 Bm y0

u,
= 1, m , y0. ,
, Bm -
y0 (. 5.12). Bm y0 , -
y0 = a0. Bm
.
Bm(y0),
, -
y0 = a0 (. 5.12). -
. -
.
(. 5.11) u1 = b1
y1 = a1
(. 5.13), . , -
.. m- -
uV .
y1

y12
a1

y11

y10 a0 y02 y0
. 5.13 y1 y0

-
. : ,
; ; ()
. ,
. -

, y u0 , -
. , -
.

5.4 ,

5.4.1

. -
, , , , -
, .. ,
, -
.
,
: , ;
, , ,
; .
.
N ( = 1, 2, ..., N),
() Q, u .
N
Q (u1 , ..., u N ) = Q (u ) , -
=1

, u1 + u2 + ... + u N = u, u 0.
Q (u1, ..., uN) u, -
.
. -
, ,
. -
.
u - , V - ), -
- ,
z , N -
,
N
Q (u ) = u C
=1
N
uU z.
=1
Q (u) -
C 0, V 0, u = 0, 1, 2, ...
, , ,
.
.
5.4.2


. , , .
= 1, 2, ..., m (D), -
j = 1, 2, ..., N (Pj). -
, - u,
m N
j- rj. u = r j .
=1 j =1

, - j- uj, -
Qj ( uj ). uj , uj 0. , -
; , ,
N
uj = u , = 1, m ; ; , -
j =1
m
, uj = r j , j = 1, N .
=1

, - j-
uj , QmN = Qj ( uj ) .
, j

. ,
Qj ( u ) , ,
.
= 1, 2, N . -
BN (u1, u2) N = 1, 2, ..., u1 0, u2 0.
N- , Q1N ( u1N ) + Q2 N ( u2 N )
u1 u1N u2 u 2 N . N
2
BN (u1 , u 2 ) = min { Q1N (u1N ) + Q2 N (u 2 N ) + BN 1 (u1 u1N , u 2 u 2 N )} ,
u U

U , u1N + u 2 N = rN , 0 u1N u1 , 0 u2 N u2 .
N = 1 B1 (u1 , u2 ) = Q11 ( u1 ) + Q21 ( u2 ).

5.4.3

,
, ,
( ), , , -
, , -
.
-
. , , -
, , , - -
, , ,
- .
, . -
, , -
, , -
.
,
.
u - , = 1, 2, ..., N;
r , u r ( ), u0 = q -
; Q (u r ) , , u > r, (u u1) -
, , u u1,
N
Q (u1 , ..., u N ) = [ Q (u r ) + (u u 1 )].
=1

u , = 1,2, ..., N, u r , -
() Q (u1, ..., uN).

B (u ) = min [ Q (u r ) + (u q ) + B +1 (u )].
u r

5.4.4

. -
-
,
. -
, .. .
, -
, . , -
, .
t = 0, 1, 2, ... :
(K) (P).
: r (t) t, u (t) -
t, C (t) t.
, B (t) -

P : r (0 ) u (0) C (t ) B(1)
B (t ) = max .
K : r (t ) u (t ) + B(t + 1)

.
, T ,
. :
B(0) = n(0) + B(1),
B(1) = n(1) + B(2),
...
B(T 1) = n(T 1) + B(T ),
B(T ) = C (T ) + n(0) + B(1).

T B(1).
5.4.5
, -
. , -
?
,
.
p , C , x -
, y , v , V -
.
:


v + (x j y j ) B, = 1, N ;
j =1

1
y v + (x j y j ), = 2, N ;
j =1

x 0, y 0.

, N-
N
QN = (C j y j p j x j ) .
j =1

BN (U ) = max [ C N y N p N x N + BN 1 (v + x N y N )]
xN , yN

: 0 y N v, x N 0, v + x N y N V .

5.4.6

.
, -
-
. 5.1.
5.1

r,

()
0 1 2 3 4 5
-
R (r)
- 80 75 65 60 60 55
, . .
z (r),


,
. . 20 25 30 35 45 55

, -
, 40 . ., , -
5 , .
, -
. -
( ) r, .. r.
,
. u1 , u2 -
. , , -
,
.
,
, -
. 5- 1-
,
1- 5-
.

.
, k- ( k = 1, 5) -
, k-

( ) ( )
R r k z r k u1;
Qk ( r k , u k ) =

R (r k = 0) z (r k = 0) Cn u 2 ,

rk k- (k = 1, 5) ; un , k- -
, Cn .
,

( ) ( ) ( )
R r k z r k + Qk +1 r k +1 ,
( )
Qk r k = max
r
( ) ( ) (
R r k = 0 z r k = 0 C n Qk +1 r k = 1 . )
.
() -

5- , .
(r1 = 0), 5-
1, 2, 3, 4 . -
: r15 = 1, r25 = 2, r35 = 3, r45 = 4. -
Q5 ( r5). -
Q6 ( r k +1 ) = 0
( ) ( )
R r 5 z r 5 ;
( )
Q5 r 5 = max
( ) ( )
R r 5 =0 z r 5 =0 Cn .
. 5.1 r15 = 1,

( ) ( )
R r15 z r15 = 1 7525
( )
Q5 r15 = max = max = 50 ;
( ) ( )
5 5
R r = 0 z r = 0 C n 802040

, u0 = u1, .. -
.
5-

65 30
( )
Q5 r25 = max
80 20 40
0
= 35, u = u1 ;

60 35
( )
Q5 r35 = max
80 20 40
0
= 25, u = u1 ;

60 45
( )
Q5 r45 = max
80 20 40
0
= 20, u = u 2 .

. 5.2.
4- . -
r14 = 1, r24 = 2, r34 = 3.
Q4 (r4). -
. 5.1 5.2:
( ) ( ) (
R r14 = 1 z z14 = 1 + Q5 r25 = 2 )
( )
Q4 r14 = max =
( ) ( ) ( )
R r 4 = 0 z z 4 = 0 C n + Q5 r15 = 1
7525+35 0
= max = 85; u = u1 ;
802040+50

6530+25
( )
Q4 r24 = max
802040+50
0
= 70, u = u 2 ;

6035+20
( )
Q4 r34 = max
802040+50
0
= 70, u = u 2 .

5.2 5-

-
- -

r5 Q5(r5), . .
u
1 50 u1
2 35 u1
3 25 u1
4 20 u2
5.3 4-

- - -
, r4 Q4(r4), . .
1 85 u1
2 70 u2
3 70 u2

. 5.3.

3- -
, r13 = 1, r23 = 2 . 5.1 5.3

( ) ( ) (
R r13 = 1 z r13 = 1 + Q4 r 4 = 2 )
( )
Q3 r13 = max =
( ) ( ) ( )
R r 3 = 0 z r 3 = 0 C n + Q4 r 4 = 1

7525+70
= max = 120;
802040+85

65 30 + 70
( )
u 0 = u1 ; Q3 r23 = max
80 20 40 + 85
0
= 105; u = u 2 .

, 3- 2 -
, , u1 u2
, .. , u2. -
Q3 (r3) . 5.4.

5.4 3-

- - -
, r3 Q3(r3), . .
1 120 u1
2 105 u2
, 2- . -
,
.
:

( ) ( ) (
R r12 = 1 z r12 = 1 + Q3 r 3 = 1 )
( )
Q2 r12 = max =
( ) ( ) (
R r 2 = 0 z r 2 = 0 C n + Q3 r 3 = 1 )

7525+105 0
= max = 155, u = u1.
802040+120

. 5.5.
, (r11 = 0). -
. , -
u1,
( ) ( ) ( ) ( )
Q1 r11 = R r11 = 0 z r11 = 0 + Q2 r 1 = 1 = 80 20 + 155 = 215.

, 215 . .
, . 5.5, 5.4, 5.3
5.2, .. , -
1- 5- .

5.5 2-

-
- -

, r2 Q2(r2), . .
u0

1 155 u1
5.6


1 2 3 4 5
- - - - -
-
- - - - -
- - - - -

1- . ,
2- . . 5.5
2- . -
,
3- . (. 5.4) 3-
. 4- 1 .
. 5.3 . -
5- 2 , .. (. 5.2).
(. 5.6).

, ,
, , . ,
,
, , , ,
.
"" ( ), -
(
).
[5]. , -
, .
, :
) , -
;
) .

6.1

( ) -
. , : Q1 (x, y) , Q2 (x, y)
, x, y ,
.
, x, -
, y, .
Q2 (x, y) .
, -
*

x * = arg max Q1 ( x, ^y ),
xX

^y
, .
, . -
, "" , Q1 (x, y)
, , (. 6.1).

Q1

Q1 ( ^x)

~
Q1 ( ^x)

y y y
. 6.1

Q^1 ( x),
1 2 "".
"" Q1
y
Q1 ( x) = Q1 ( x, y ) P ( y ) dy.
y

,
. , -
, .
, , Q2 ( y ). () , Q1 ( y ) Q2 ( y ) -
, " " .
"" () -
~
Q1 ( x)
~
Q1 ( x) = min Q1 ( x, y ).
yY
~
Q1 ( x) ,
. :
, . -
.
, : ) , ,
)
, ,
" ".
.
.
, , .
, ,
. , Q1 (x1, , xn) .
i i-
, i Xi, xi Xi i- .
, , ().
"" , ,
Q1 (x, y) = 5, , 5 , Q1 (x, y) = 5,
5 . , .. Q1 (x, y) -
. ,
Q1 (x, y), , Q1 (x, y) = Q1 (x, y).
, Q1 (x, y) = 5 , 5 , Q1 (x, y) = 5 ,
5 .
, , , , -
, Q1 (x, y) . -
Q1 (x, y).
Qi i- .
,
, .
, 1, 2, , n n .

1, 2, , n. () 1, 2, , n
(), () .
= (1, 2, , n),
( ) , .
.
. , , ,
, . = (0,1; 0,5; 0,2; 0,2) , 10 %
, 50 % 20 % . -
, , , = (0,5; 0,2; 0,3) , -
: 50 % , 20 % , 30 % . ,
.
( ), -
. , -
. .
, .
, ,
(, ).
(, ), = (1, , n)
, = (1, , m) , i
xi , i yi -
.
, , .
, .. -
. , -

~
Q1 ( x) = min Q1 ( x, y ) , (6.1)
yY


~
Q1 () = min Q1 (, )

,
= (1, , m) .
, * *, -
~
Q1 ( x)
~ ~
Q1 ( x* ) = max Q1 ( x)
x X

~ ~
Q1* = Q1 ( x * ) = max min Q1 ( x, y ) . (6.2)
x X y Y

~
*, Q ,

x* = arg max min Q1 ( x, y ) . (6.3)


x X y Y

-
~
Q2* ,

~ ~
Q2* = Q2 ( y * ) = max min Q2 ( x, y ) .
y Y x X

(*, *) . , * -
, , *, , ,
**, Q1 (x**, y**) , Q1 (x*, y*).
, , -
. (0, 0)

Q1 ( x 0 , y 0 ) Q1 ( x, y 0 ),
(6.4)
Q2 ( x 0 , y 0 ) Q2 ( x 0 , y ).

.
.
() -
.

6.2

, , . 6.2. -
.
, -
. , .
() , -
, .
.
, , .
.
, . -
i = 1, 2, , n. ,
( ) I = { i / 1, 2, , n} J = { j / 1, 2, , m}
.
( )


() ()

. 6.2

, -
, .. . , , .
, ,
.
, -
. .
6.3

6.3.1

.
n I = (1, 2, , n), m
J = (1, 2, , m).
, .
. ,
.
( ) , ( )
. , ,
, .

q11 K q1m
Q = LLL . (6.5)
qn1 K qnm

. n n , m
m .
i, j,
qij, .

j
1 2 m
i
1 q11 q12 q1m
2 q21 q22 q2m

n qn1 qn2 qnm

. I = (1, 2),
J = (1, 2),

1 5
Q= .
2 4
, . -
. , .
, 1. , 4.

1 2 Si
1 1 5 1
2 2 4 4


Si = min qij .
j

1 2 m Si
1 q11 q12 q1m S1
2 q21 q22 q2m S2

n qn1 qn2 qnm Sn

i- , Si, ,
, Si .
, Si .

i 0 = arg max min qij = arg max Si , (6.6)


i j i

max min qij = .


i j

, -
, : Q 0 (i 0 , j ) j.
, i0 = 2, = 4.
. -
, .

1 2 m
1 q11 q12 q1m
2 q21 q22 q2m

n qn1 qn2 qnm

lj l1 l2 lm

l j = max qij , -
i
. .
.

1 2
1 1 5
2 2 4

lj 2 5

, , ,
, 2. . -
, , .
5,
.
? , -
2
j 0 = arg min l j = arg min max qij . (6.7)
j j i

= min max qij


j i

.

:

Q (i 0 , j ) , j;

Q (i, j 0 ) , i.

= , , . , -
. = = .
(i0, j0) (i*, j*), . -
= = 2, i0 = 2, j0 = 1
Q (i, j * ) Q (i * , j * ) Q (i * , j ).

-
, .. = .
" " . , ,
Y, ,
Q (x, y). .
-
, ..

x 0 = arg max min Q( x, y ), max min Q( x, y ) = ;


x y x y
(6.8)
y 0 = arg min max Q( x, y ), min max Q( x, y ) = .
y x y x

= , .
. 6.3.

6.3.2

, , ,

= min max qij , = max min qij , ( 6.9)


i j j i

. .
Q

(*, *) = (0, 0)

. 6.3

1 2 Si
1 1 3 1
2 4 2 2
lj 4 3

, = 2, i 0 = 2; = 3, j 0 = 2. Q (i 0 , j ) 2, Q (i, j 0 ) 3.
Q (i, j 0 ) Q (i 0 , j 0 ) Q (i 0 , j ) . , (i 0 , j 0 ) ,
. , 3,
2.
3. ,
, .
(i 0 , j 0 ) .
, -
, .. . .
, -
.
= (1, 2, , n), i i-
, = (1, 2, , m), i -
j .
-
.
I = (1, 2),
= (1, 2), 1 + 2 = 1 (.
6.4). , (0, 1) i = 2, (1, 0) i = 1.
i = 1, 2, 3, 1 2 3
, 1 + 2 + 3 = 1 (. 6.5).
: i = 1 (1,0,0); i = 2 (0,1,0); i = 3 (0,0,1).
,
(1, 2, 3).

n m
Q (, ) = q1111 + q12 12 + K + qnm n n = qij i j , (6.10)
i =1 j =1

2 3

1
1

1 2
1

1 1
1

. 6.4 - . 6.5 -
i = i =
1, 2 1, 2, 3

i- j-
ii. Q (, ) ,
,

Q (, ) = q1111 + q1212 + q21 2 1 + q22 2 2 . (6.11)

= max min Q (, ),
E
(6.12)
= min max Q (, ).
E
0

0 = arg max min Q (, ), (6.13)


E

0 :

0 = arg min max Q (, ) . (6.14)


E

, = , .. -
.
= = . 0, 0, -
, , (0, 0) = ( *, *).

6.3.3

*, * . * *,
, S, S
S = { i = 1, 2, K, n / i 0},
S = { j = 1, 2, K, n / j 0}.

.
,
1) S K , S K ;
2) () ,
(.. ), -
.

6.3.3.1 2 2

1 2
1 q11 q12

2 q21 q22

I = (1, 2), J = (1, 2).


. S = (1),
S = (2), ,
.
, * = (1*, 2*),
j = 1.

q111* + q21*2 = .

j = 2

q12 1* + q22 *2 = .

, 1* + *2 = 1.
, . , .
(1*, 2*), . -
, , :

q111* + q12 *2 = ,

q211* + q22 *2 = ,

1* + *2 = 1.
:

q11q22 q12 q21


= ,
q11 + q22 (q12 + q21 )
q22 q21
1* = ,
q11 + q22 (q12 + q21 )

*2 = 1 1* ,
q22 q12
1* = ,
q11 + q22 (q12 + q21 )

*2 = 1 1* .

2 2 .
(j = 1).

Q = 1q11 + 2 q21 ,
1 = 1 2
Q = (1 2 ) q11 + 2 q21 .

2, Q -
. 2 Q (. 6.6).

Q q21
q12
2 1


a2

a1

q22

q11

0 *2 1
. 6.6 2 2
2 = 0, i = 1 Q = qn.
2 = 1, i = 2 Q = q21.
0<2<1 = (1,2) Q .

Q = 1q12 + 2 q22 = (1 2 ) q12 + 2 q22 .

, 1 2 . 2 -
, . . 6.6
. , , -
*2, . ,

* = (1*, *2), 1* = 1 2*. Q . -


q111* + q12 (1 1* ) =

a2 a1
1* = , *2 =
a1 + a2 a1 + a2

a1 = q21 q11 , a2 = q12 q22 .


6.1. 2 2,
1 3
Q= .
4 2
i 0 = 2, j 0 = 2, = 2, = 3, .
. 6.7.
. 6.7

*2 = 0,5; = 2,5; 1* = 0,5; a1 = 3; a2 = 1; 1* = 1 4 ; *2 = 3 4.

, 50 % 50 %
. 25 %
75 % . 2,5 ( 2,5), -
2,5.
Q

4 1
B
3
2
2
1

0 1 2

. 6.7
1 3
2 2 Q=
4 2

6.3.3.2 2 m
m
Q = qij
2

1 2 m
1 q11 q12 q1m
2 q21 q22 q2m

2 2.
, 1, 2, , m . n (. 6.8)

Q = q1 j 1 + q2 j 2 = q1 j (1 2 ) + q2 j 2 .

2 , .. (1, 2),
1 = 1 2, ( , -
). . 6.8 ,
Q .
2* 1* = 1 2*, = Q (*2 ).
, ,
. , . -
, .
, 2 2, .
Q
q21
q1n

q22
O

q12 a q2n

q11

2* 1
. 6.8 2 m

6.2.

1 2 3 4 5
1 4 1 2 5 6 1

2 11 5 6 3 2 1
10 4 5 5 6
a 6 8

. 6.9.
Q1
1

=2 4

2*
5

. 6.9 2 5
, 2* = 0,5, =2, 2 5
. 2 = 6, 5 = 8
a2
2* = 3/7, 5* = 4/7 ( *2 = , *5 = 1 *2 ).
a2 + a5
,

2 5
1 1 6
2 5 2
* = (0,5; 0,5), * = (0, 3/7, 0, 0,4/7).
n 2. -
Q 2 -
2*.

6.3.3.3 n m

n m :
1) 2 m n 2;
2) .
n m .
, i1 i2, j = 1, 2, , m
qi1 j qi2 j .
i2 i1. i2
.
, Q j* j -
, i qij* qij .
1
j j*,
.
. 6.10 ,
2

.
2
. 6.10
.
1
-
.
2
, , ,
.
, . 6.11. 1
2 3 .
= (0,5; 0,5; 0). Q = Q1 0,5 + Q2 0,5,
Q1 , Q2 .
Q . 6.11 -
3 . 2 3 .
3
, -

qij = kqij + b,

k > 0, b > 0 .
Q
1
3

. 6.11 2
,
.
= k + b.
6.3. 4 5.
.

1 2 3 4 5
1 4p 4p 2p 3p 2p
2 1p 3p 1,5p 2p 4p
3 2p 2p 8p 4p 6p
4 2p 1p 1p 0,5p 0,5p

.
1 , .

1 2 3 4 5
1 4 4 2 3 2
2 1 3 1,5 2 4
3 2 2 8 4 6
4 2 1 1 0,5 0,5

2 ,
, .

1 2 3 4 5
1 4 4 2 3 2
2 1 3 1,5 2 4
3 2 2 8 4 6

3 , () -
3 4.

2 3 4 5
1 4 2 3 2
2 3 1,5 2 4
3 2 8 4 6
4 . ,
1 = 0,5, 3 = 0,5, -
2 . 2 5.

2 3 4 5
1 4 2 3 2
3 2 8 4 6

2 4 , ,
.
5 2 4 ,
2 3.

2 4 5
1 4 3 2
3 2 4 6

2 = 0,5 5 = 0,5 , -
2 2.

2 5
1 4 2
3 2 6

6.4

2 m n 2, -
.

.
.
. , *,
. , *, -
, 1, ..
, 1. 1,
*, 1 , .
2 n (.
6.12).
2 2*, 1 .
,

* = (1*, , n*), 1 : 1 max, , -
j = 1, , m 1:

q111 + q21 2 + L + qn1 n 1 ;


q12 1 + q22 2 + L + qn1 n 1 ;
L (6.15)
q1m 1 + q2 m 2 + L + qnm n 1 ;
1 0, 2 0, K, n 0.

, 1 > 0. , qij
.
Q

q1n

O
1

2 21 2* 2
. 6.12 2 n
1 > 0 ui = i / 1,

q11u1 + q 21u 2 + L + qn1u n 1;
q12u1 + q22u 2 + L + qn1u n 1;
L (6.16)
q1m u1 + q2 m u 2 + L + qnm u n 1;
u1 0, u 2 0, K, u n 0.
,
n n n
1 1
ui = 1 i = 1 , i = 1, (6.17)
i =1 i =1 i =1
n
ui , 1.
i =1
-
.
n
ui*, i = 1, 2, , n, ui -
i =1

n
ui min (6.18)
i =1

q11u1 + q21u 2 + L + qn1u n 1;
q12 u1 + q22u 2 + L + qn1u n 1;
L (6.19)
q1m u1 + q2 m u 2 + L + qnm u n 1;
u1 0, u 2 0, K, u n 0.

i*
n
=1 ui* ;
i =1

*i = ui* ; (6.20)
* = (1* , *2 , K , *n ).
* =
= (1*, , m*)

m
x j max (6.21)
j =1


n
ui*qij > 1; x*j = 0. (6.22)
i =1

1*, 2*, , m*,



1
= m
;
x*j
j =1

*j = u *j ; (6.23)
* = (1* , *2 , K , *m ).

-
, ,
m n
x*j = ui* , (6.24)
j =1 i =1

.. 1* = 2* .
,
1) k ,
, k ;
2) j

n
ui*qij > 1; x*j = 0.
i =1

3) i

m
x*j qij > 1; u *j = 0.
j =1

1 .. . .: ,
1993. 336 .
2 . . .: , 1960. 400 .
3 ., . . .: , 1965.
458 .
4 .., .. . .: -
, 1975. 576 .
5 .. . .: , 1980. 230 .
6 . . .: , 1961. 304 .
7 .. . .: , 1986. 320 .
8 / . . , . . .: , 1981. . 1. 712 .
9 .. . .: , 2000. 264 .
10 .. . .: , 1973. . 1: .
504 .
11 . , . . .: , 1970. 708
.
12 .., .., .. . .: , 1998. 304 .
13 . . .: , 1997. 376 .
14 .., .., .. : 2 . .:
, 1999. 224 .
15 . . .: , 1975. 534 .
16 ., . . .: , , 1997. 590 .
17 .. . .: , 1989. 316 .
18 .., .. . , . .:
, 1969. 424 .