ĐẠI HỌC THÁI NGUYÊN
TRƯỜNG ĐẠI HỌC SƯ PHẠM
TRẦN THỊ NHÀN
ĐIỀU KIỆN CẦN VÀ ĐỦ CHO NGHIỆM HỮU HIỆU
CỦA BÀI TOÁN TỐI ƯU ĐA MỤC TIÊU QUA DƯỚI
VI PHÂN SUY RỘNG
LUẬN VĂN THẠC SĨ TOÁN HỌC
Thái Nguyên - Năm 2015
✐
▲ê✐ ❝❛♠ ➤♦❛♥
❚➠✐ ①✐♥ ❝❛♠ ➤♦❛♥ r➺♥❣ ❝➳❝ ❦Õt q✉➯ ♥❣❤✐➟♥ ❝ø✉ tr♦♥❣ ❧✉❐♥ ✈➝♥ ♥➭② ❧➭ tr✉♥❣
t❤ù❝ ✈➭ ❦❤➠♥❣ trï♥❣ ❧➷♣ ✈í✐ ❝➳❝ ➤Ò t➭✐ ❦❤➳❝✳ ❚➠✐ ❝ò♥❣ ①✐♥ ❝❛♠ ➤♦❛♥ r➺♥❣ ♠ä✐ sù
❣✐ó♣ ➤ì ❝❤♦ ✈✐Ö❝ t❤ù❝ ❤✐Ö♥ ❧✉❐♥ ✈➝♥ ♥➭② ➤➲ ➤➢î❝ ❝➯♠ ➡♥ ✈➭ ❝➳❝ t❤➠♥❣ t✐♥ trÝ❝❤
❞➱♥ tr♦♥❣ ❧✉❐♥ ✈➝♥ ➤➲ ➤➢î❝ ❝❤Ø râ ♥❣✉å♥ ❣è❝✳
❚❤➳✐ ◆❣✉②➟♥✱ t❤➳♥❣ ✹ ♥➝♠ ✷✵✶✺
◆❣➢ê✐ ✈✐Õt ❧✉❐♥ ✈➝♥
❚r➬♥ ❚❤Þ ◆❤➭♥
ờ
ợ tự ệ t t trờ ọ s ọ
ớ sự ớ ọ ủ P ỗ
t ợ ử ờ s s ế t
ờ ớ
ọ ủ ì P ỗ ờ t tì ớ tr sốt
q trì ứ ủ t ồ tờ t ũ t
t tr ọ rờ ọ s ọ
t ọ ề ệ ể t t
ũ ử ờ ế ì tr ớ ọ
ộ ú ỡ t tr q trì ọ t
tể tr ỏ ữ tế sót t rt ợ
sự ỉ t tì ủ t ồ ệ
t
ờ ết
r ị
✐✐✐
▼ô❝ ❧ô❝
▲ê✐ ❝❛♠ ➤♦❛♥
✐
▲ê✐ ❝➯♠ ➡♥
✐✐
▼ô❝ ❧ô❝
✐✐✐
▼ë ➤➬✉
✶
✶
✸
➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉
✶✳✶
❈➳❝ ❦✐Õ♥ t❤ø❝ ❜æ trî
✷
✳
✳
✳
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✸
✶✳✶✳✶✳
❉➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣
✶✳✶✳✷✳
❈➳❝ ❞➢í✐ ✈✐ ♣❤➞♥ ❈❧❛r❦❡✲❘♦❝❦❛❢❡❧❧❛r✱ ❈❧❛r❦❡✱ ▼✐❝❤❡❧✲P❡♥♦t
✶✳✶✳✸✳
❉➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉②✱ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tè✐
t❤✐Ó✉
✶✳✷
✳
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✳
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✳
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➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉
✼
✳
✳
✳
✳
✳
✳
✳
✳
✳
✶✵
✳
✳
✳
✳
✳
✳
✳
✳
✳
✶✸
➜✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✈➭ ➤✐Ò✉ ❦✐Ö♥ tè✐ ➢✉ ❑❛r✉s❤✲❑✉❤♥✲❚✉❝❦❡r
✷✹
✷✳✶
➜✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✈➭ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❑❛r✉s❤✲❑✉❤♥✲❚✉❝❦❡r
✳
✳
✳
✳
✷✹
✷✳✷
➜✐Ò✉ ❦✐Ö♥ ➤ñ ❝❤♦ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉ ✳
❑Õt ❧✉❐♥
✳
✳
✳
✳
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❚➭✐ ❧✐Ö✉ t❤❛♠ ❦❤➯♦
✳
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✸✵
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✸✶
✶
▼ë ➤➬✉
✶✳ ▲ý ❞♦ ❝❤ä♥ ❧✉❐♥ ✈➝♥
◆➝♠ ✶✾✾✹✱ ❉❡♠②❛♥♦✈ ❬✺❪ ➤➲ ➤➢❛ r❛ ❦❤➳✐ ♥✐Ö♠ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝♦♠♣➝❝
❧å✐✳ ❑❤➳✐ ♥✐Ö♠ ♥➭② ❧➭ ♠ét tæ♥❣ q✉➳t ❤♦➳ ❝ñ❛ ❦❤➳✐ ♥✐Ö♠ ❧å✐ tr➟♥ ✈➭ ❧â♠ ❞➢í✐ ✭①❡♠
❬✻❪✮✳
❈➳❝ ❦❤➳✐ ♥✐Ö♠ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ➤ã♥❣✱ ❦❤➠♥❣ ❧å✐ ✈➭ ❏❛❝♦❜✐❛♥ ①✃♣ ①Ø
➤➢î❝ ➤Ò ①✉✃t ❜ë✐ ❏❡②❛❦✉♠❛r ✈➭ ▲✉❝ tr♦♥❣ ❬✾❪ ✈➭ ❬✶✵❪✳
❑❤➳✐ ♥✐Ö♠ ❞➢í✐ ✈✐ ♣❤➞♥
s✉② ré♥❣ ❧➭ tæ♥❣ q✉➳t ❤♦➳ ❝ñ❛ ♠ét sè ❝➳❝ ❦❤➳✐ ♥✐Ö♠ ❞➢í✐ ✈✐ ♣❤➞♥ ➤➲ ❜✐Õt ❝ñ❛
❈❧❛r❦❡ ❬✹❪✱ ▼✐❝❤❡❧✲P❡♥♦t ❬✶✼❪✱ ▼♦r❞✉❦❤♦✈✐❝❤ ❬✶✽❪✳ ▼ét ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥
❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉ ❝ñ❛ ❜➭✐ t♦➳♥ q✉② ❤♦➵❝❤ ➤❛ ♠ô❝ t✐➟✉ ❞➢í✐ ♥❣➠♥ ♥❣÷ ❏❛❝♦❜✐❛♥
①✃♣ ①Ø ➤➢î❝ ➤➢❛ r❛ ❜ë✐ ▲✉❝ ❬✶✷❪✳
➜✐Ò✉ ❦✐Ö♥ ❝➬♥ tè✐ ➢✉ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉
②Õ✉ ❞➢í✐ ♥❣➠♥ ♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ➤➢î❝ ➤➢❛ r❛ ❜ë✐ ❉✉tt❛✲ ❈❤❛♥❞r❛ ❬✼✱✽❪
❝❤♦ ❜➭✐ t♦➳♥ tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ ✈í✐ ❝➳❝ r➭♥❣ ❜✉é❝ ❜✃t ➤➻♥❣ t❤ø❝✳ ➜✐Ò✉ ❦✐Ö♥ ❝➬♥
❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉ ✈➭ ❝ù❝ t✐Ó✉ P❛r❡t♦ ➤➢î❝ ➤➢❛ r❛ ❜ë✐ ▲✉✉ ❬✶✺❪ ✈í✐ ❝➳❝ r➭♥❣ ❜✉é❝
➤➻♥❣ t❤ø❝✱ ❜✃t ➤➻♥❣ t❤ø❝ ✈➭ r➭♥❣ ❜✉é❝ t❐♣✳
❉ù❛
✭✷✵✶✹✮
tr➟♥
➤➲
➤Þ♥❤
t❤✐Õt
❧Ý
❧❐♣
▲❥✉st❡r♥✐❦
❝➳❝
➤✐Ò✉
♠ë
❦✐Ö♥
ré♥❣
tè✐
➢✉
❝ñ❛
❝❤♦
❏✐♠Ð♥❡③✲◆♦✈♦
❝ù❝
t✐Ó✉
P❛r❡t♦
✭✷✵✵✷✮✱
②Õ✉
❝ñ❛
❉✳❱✳▲✉✉
❜➭✐
t♦➳♥
tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ ❝ã r➭♥❣ ❜✉é❝ ➤➻♥❣ t❤ø❝✱ ❜✃t ➤➻♥❣ t❤ø❝ ✈➭ r➭♥❣ ❜✉é❝ t❐♣ ❞➢í✐
♥❣➠♥ ♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ✭❝♦♥✈❡①✐❢✐❝❛t♦r✮✳ ➜➞② ❧➭ ➤Ò t➭✐ ➤❛♥❣ ➤➢î❝ ♥❤✐Ò✉
t➳❝ ❣✐➯ tr♦♥❣ ✈➭ ♥❣♦➭✐ ♥➢í❝ q✉❛♥ t➞♠ ♥❣❤✐➟♥ ❝ø✉✳ ❈❤Ý♥❤ ✈× t❤Õ ❡♠ ❝❤ä♥ ➤Ò t➭✐ ✿
➇➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ✈➭ ➤ñ ❝❤♦ ♥❣❤✐Ö♠ ❤÷✉ ❤✐Ö✉ ❝ñ❛ ❜➭✐ t♦➳♥ tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ q✉❛
❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣➈✳
✷✳ P❤➢➡♥❣ ♣❤➳♣ ♥❣❤✐➟♥ ❝ø✉
✷
❙➢✉ t➬♠ ✈➭ ➤ä❝ t➭✐ ❧✐Ö✉ tõ ❝➳❝ s➳❝❤✱ t➵♣ ❝❤Ý t♦➳♥ ❤ä❝ tr♦♥❣ ♥➢í❝ ✈➭ q✉è❝ tÕ
❧✐➟♥ q✉❛♥ ➤Õ♥ ➤✐Ò✉ ❦✐Ö♥ tè✐ ➢✉ ❝❤♦ ❜➭✐ t♦➳♥ tè✐ ➢✉ ✈Ð❝ t➡✳
◗✉❛ ➤ã✱ t×♠ ❤✐Ó✉ ✈➭
♥❣❤✐➟♥ ❝ø✉ ✈Ò ✈✃♥ ➤Ò ♥➭②✳
✸✳ ▼ô❝ ➤Ý❝❤ ❝ñ❛ ❧✉❐♥ ✈➝♥
▲✉❐♥ ✈➝♥ tr×♥❤ ❜➭② ❝➳❝ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ✈➭ ➤ñ ❝❤♦ ♥❣❤✐Ö♠ ❤÷✉ ❤✐Ö✉ ❞➢í✐ ♥❣➠♥
♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tr♦♥❣ ❜➭✐ ❜➳♦ ❝ñ❛ ❉✳ ❱✳ ▲➢✉ ➤➝♥❣ tr♦♥❣ t➵♣ ❝❤Ý ❏♦✉r♥❛❧
♦❢ ❖♣t✐♠✐③❛t✐♦♥ ❚❤❡♦r② ❛♥❞ ❆♣♣❧✐❝❛t✐♦♥s✱ ❱♦❧✳ ✶✻✵ ✭✷✵✶✹✮✱ ♣♣✳ ✺✶✵✲✺✷✻✳
✹✳ ◆é✐ ❞✉♥❣ ❝ñ❛ ❧✉❐♥ ✈➝♥
▲✉❐♥ ✈➝♥ ❜❛♦ ❣å♠ ♣❤➬♥ ♠ë ➤➬✉✱ ✷ ❝❤➢➡♥❣✱ ❦Õt ❧✉❐♥ ✈➭ ❞❛♥❤ ♠ô❝ ❝➳❝ t➭✐ ❧✐Ö✉
t❤❛♠ ❦❤➯♦
❈❤➢➡♥❣ ✶✿ ➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉
❚r×♥❤ ❜➭② ♠ét sè ❦✐Õ♥ t❤ø❝ ❝➡ ❜➯♥ ✈Ò ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ✈➭ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥
❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉ ❝ñ❛ ❜➭✐ t♦➳♥ tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ ❝ã r➭♥❣ ❜✉é❝
➤➻♥❣ t❤ø❝✱ ❜✃t ➤➻♥❣ t❤ø❝ ✈➭ r➭♥❣ ❜✉é❝ t❐♣ ✈í✐ ❝➳❝ ❤➭♠ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣✳
❈❤➢➡♥❣ ✷✿ ➜✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✈➭ ➤✐Ò✉ ❦✐Ö♥ tè✐ ➢✉ ❑❛r✉s❤✲❑✉❤♥✲❚✉❝❦❡r
❚r×♥❤ ❜➭② ❝➳❝ ➤✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✈➭ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❑❛r✉s❤✲❑✉❤♥✲❚✉❝❦❡r ❝❤♦
❜➭✐ t♦➳♥ tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ ❝ã r➭♥❣ ❜✉é❝ ➤➻♥❣ t❤ø❝✱ ❜✃t ➤➻♥❣ t❤ø❝ ✈➭ r➭♥❣ ❜✉é❝
t❐♣ ✈í✐ ❝➳❝ ❤➭♠ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣ ❞➢í✐ ♥❣➠♥ ♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ✈í✐
❝➳❝ ❣✐➯ t❤✐Õt ✈Ò tÝ♥❤ ❧å✐ s✉② ré♥❣✱ ❝➳❝ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ tè✐ ➢✉ trë t❤➭♥❤ ❝➳❝ ➤✐Ò✉ ❦✐Ö♥
➤ñ tè✐ ➢✉✳
✸
❈❤➢➡♥❣ ✶
➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉
❚r♦♥❣ ❝❤➢➡♥❣ ✶ ❝❤ó♥❣ t➠✐ tr×♥❤ ❜➭② ♠ét sè ❦✐Õ♥ t❤ø❝ ❝➡ ❜➯♥ ✈Ò ❞➢í✐ ✈✐ ♣❤➞♥
s✉② ré♥❣ ✈➭ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉ ❝ñ❛ ❜➭✐ t♦➳♥ tè✐ ➢✉
➤❛ ♠ô❝ t✐➟✉ ❝ã r➭♥❣ ❜✉é❝ ➤➻♥❣ t❤ø❝✱ ❜✃t ➤➻♥❣ t❤ø❝ ✈➭ r➭♥❣ ❜✉é❝ t❐♣ ❞➢í✐ ♥❣➠♥
♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣✳ ❈➳❝ ❦Õt q✉➯ tr×♥❤ ❜➭② tr♦♥❣ ❝❤➢➡♥❣ ♥➭② ➤➢î❝ t❤❛♠
❦❤➯♦ tr♦♥❣ ❬✾❪✱ ❬✶✹❪✳
✶✳✶
❈➳❝ ❦✐Õ♥ t❤ø❝ ❜æ trî
✶✳✶✳✶✳
❈❤♦
❉➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣
f
❧➭ ❤➭♠ ❣✐➳ trÞ t❤ù❝ ♠ë ré♥❣ ➤➢î❝ ①➳❝ ➤Þ♥❤ tr➟♥
❤➭♠ t❤❡♦ ♣❤➢➡♥❣ ❉✐♥✐ ❞➢í✐ ✈➭ tr➟♥
v ∈ Rn
f−
t➵✐
t➵✐
x¯
x¯
f
❝ñ❛
t➵✐
x¯ ∈ Rn
f − (¯
x; v) := lim inf
f (x + tv) − f (¯
x)
,
t
f + (¯
x; v) := lim sup
f (¯
x + tv) − f (¯
x)
.
t
t↓0
f
f+
✳ ◆❤➽❝ ❧➵✐ r➺♥❣ ➤➵♦
t❤❡♦ ♣❤➢➡♥❣
➤➢î❝ ①➳❝ ➤Þ♥❤ ♥❤➢ s❛✉✿
t↓0
◆Õ✉
✈➭
Rn
f + (¯
x; v) = f − (¯
x; v)
✱ t❤× ❣✐➳ trÞ ❝❤✉♥❣ ➤ã ➤➢î❝ ❣ä✐ ❧➭ ➤➵♦ ❤➭♠ ❝ñ❛ ❤➭♠
t❤❡♦ ♣❤➢➡♥❣
v
✈➭ ❦ý ❤✐Ö✉ ❧➭
f (¯
x; v)
✳ ❍➭♠
♥Õ✉ tå♥ t➵✐ ➤➵♦ ❤➭♠ t❤❡♦ ♣❤➢➡♥❣ ❝ñ❛ ♥ã t➵✐
❦❤➯ ✈✐ ❋rÐ❝❤❡t t➵✐
x¯
✈í✐ ➤➵♦ ❤➭♠ ❋rÐ❝❤❡t
∇f (¯
x)
f
x¯
t❤×
❣ä✐ ❧➭ ❦❤➯ ✈✐ t❤❡♦ ♣❤➢➡♥❣
t❤❡♦ ♠ä✐ ♣❤➢➡♥❣✳ ◆Õ✉
f
f (¯
x; v) = ∇f (¯
x, v) .
❧➭
✹
f
❚❤❡♦ ❬✾❪ ❤➭♠
∂∗ f (¯
x)
✮ t➵✐
➤➢î❝ ❣ä✐ ❧➭ ❝ã ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tr➟♥
x¯ ∈ Rn
♥Õ✉
∂ ∗ f (¯
x)
✭❤❛②
(∂∗ f (¯
x)) ⊆ Rn
f − (¯
x; v) ≤ sup
inf
(∀v ∈ Rn ),
ξ, v
(∀v ∈ Rn ) .
ξ∈∂∗ f (¯
x)
▼ét t❐♣ ➤ã♥❣
♥Õ✉
∂ ∗ f (¯
x)
❚❤❡♦
∂ ∗ f (¯
x) ⊆ Rn
➤➢î❝ ❣ä✐ ❧➭ ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝ñ❛
➤å♥❣ t❤ê✐ ❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tr➟♥ ✈➭ ❞➢í✐ ❝ñ❛
❬✽❪
❤➭♠
∂ ∗ f (¯
x) ⊆ Rn
t➵✐
f
x¯
➤➢î❝
♥Õ✉
✭❤❛② ❞➢í✐
✮ ❧➭ t❐♣ ➤ã♥❣ ✈➭
ξ, v
ξ∈∂ ∗ f (¯
x)
f + (¯
x; v) ≥
∂ ∗ f (¯
x)
❣ä✐
❧➭
∂ ∗ f (¯
x)
❝ã
❞➢í✐
✈✐
♣❤➞♥
s✉②
ré♥❣
❜➳♥
f
t➵✐
x¯
❝❤Ý♥❤
f
t➵✐
x¯
✳
q✉②
tr➟♥
❧➭ t❐♣ ➤ã♥❣ ✈➭
f + (¯
x; v) ≤ sup
(∀v ∈ Rn ).
ξ, v
ξ∈∂ ∗ f (¯
x)
✭✶✳✶✮
❱Ý ❞ô ✶✳✶✳✶
❈❤♦ ❤➭♠
f :R→R
x,
f (x) := x4 − 4x3 + 4x2 ,
0,
➤➢î❝ ①➳❝ ➤Þ♥❤ ❜ë✐
❦❤✐
x ∈ Q ∩ [0; +∞[,
x ∈ Q ∩ ]−∞; 0],
❦❤✐
,
tr♦♥❣ ❝➳❝ tr➢ê♥❣ ❤î♣ ❦❤➳❝
tr♦♥❣ ➤ã
Q
❧➭ t❐♣ ❝➳❝ sè ❤÷✉ tû✳ ❑❤✐ ➤ã
v,
+
f (0; v) =
0,
❦❤✐
v ≥ 0,
❦❤✐
v < 0,
f − (0; v) = 0 (∀v ∈ R).
❚❐♣
{0; 1}
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❜➳♥ ❝❤Ý♥❤ q✉② tr➟♥ ❝ñ❛
♥ã ❝ò♥❣ ❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tr➟♥ ❝ñ❛
ré♥❣ ❞➢í✐ ❝ñ❛
❚❤❡♦
❬✾❪✱
f
t➵✐
♥Õ✉
f
t➵✐
x¯
✳ ❚❐♣
{0}
f
t➵✐
x¯
✱ ❝❤♦ ♥➟♥
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉②
x¯
✳
①➯②
r❛
➤➻♥❣
t❤ø❝
tr♦♥❣
✭✶✳✶✮
t❤×
∂ ∗ f (¯
x)
➤➢î❝
❣ä✐
❧➭
❞➢í✐
✈✐
♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥✳ ❱í✐ ♠ét ❤➭♠ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣✱ ❞➢í✐ ✈✐ ♣❤➞♥
r ớ Pt ữ ớ s rộ ủ
x
f
t
ữ ớ ột st ị í q tr t
ĩ r ớ r ột ớ s rộ í q
f
tr ú ý r ế
tr t
x
ó ột ớ s rộ í q
tì ó ũ ớ s rộ í q tr t
x
ó ó ợ ớ s rộ tr t
x
í ụ
ét
f :RR
ợ ị ở
x2 cos ,
x
f (x) =
0,
ó
f
t
x = 0
t ứ
x = 0.
f
t
f
x Q
t
tí t
x Q
t
Q
Q
ế
t
{0}
r
t
x
{0}
{0} [; ]
ớ s
Q
ế ớ ỗ
f (x) f (
x) t ]0, 1[ ,
ợ ọ tự ồ tr
x
ột trị tự ở rộ
ọ tự ồ t
ớ
[; ]
ớ s rộ ủ
rộ í q tr ủ
ế
f
f
ị tr t
xQ
Q
f
Q Rn
ợ
f (tx + (1 t)
x) f (
x).
tự ồ t
s rộ ớ ồ tr ột t ồ
f
tự ồ t ỗ
r ỉ r r ế
x
t
Q
xQ f
ọ tự tế
tụ tự ồ ó ột ớ
tì ớ ỗ
f (x) f (y) (n) f (y),
f
{; }
ế
x = 0,
f + (0; v) = f (0; v) = 0, (v R)
Pt ủ
f
x, y Q
lim ( (n) , x y) 0.
n
ó ột ớ s rộ í q tr t
x
tì t ó ệ ề s
ệ ề
sử
f
ó ột ớ s rộ í q tr
f (
x) t x f
tự ồ
t
x Q t t ồ Q ó
x Q, f (x) f (
x) f (
x), , x x 0.
ứ
ì
f
x
tự ồ t
t
Q
ớ ỗ
xQ
tỏ
f (x) f (
x)
t ó
f + (
x; x x) 0.
tí í q tr ủ ớ s rộ
f (
x)
ớ ỗ
xQ
tỏ
f (x) f (
x)
t ó
, x x = f + (
x; x x) 0.
sup
f (
x)
ừ ó t ó ề ứ
tự ở rộ
tr
Q
f
ó ột ớ s rộ ớ ồ
ợ ọ ồ tệ ớ tr
(n) f (x),
trị tự ở rộ
ồ tệ t
x
f
Q
ế ớ ỗ
x, y Q
lim (n) , y x 0 f (y) f (x).
n
ó ột ớ s rộ
t
(n) conv f (
x),
Q
ế ớ ỗ
xQ
f (
x)
t
x
ợ ọ
t ó
lim (n) , x x 0 f (x) f (
x).
n
tr ó í ệ ồ
í ụ
f (x)
f, g : R R
x, khi x 0,
f (x) :=
1 x, khi x > 0,
2
khi x Q,
x,
g(x) :=
2x,
khi x (R\Q) ], 0] ,
1
khi x (R\Q) [0, [ .
2 x,
ó ột ớ s rộ ủ
ồ tệ t t
1
2; 2
g(0) =
K
g
Q=R
f
t
f (0) =
1
2; 1
ột ớ s rộ ớ ủ
ồ tệ ớ t t
ột ó ồ ó tr
Rn
f
g
t
Q=R
K := { Rn : , x 0, x K}
ó
ự
sử
fk
(f1 , ..., fm )
ọ ồ
T f
K
K
ủ
f : Q Rn Rm
ó ột ớ s rộ
tệ ớ t
ồ tệ t
x
tr
Q
x
t
fk (
x)
Q
t
x
f =
f
ợ
K
ế ớ ỗ
ó tế tế r ủ t
C Rn
t ột ể
x C
ợ ị ĩ t ứ ở
K(C, x) := {v Rn : vn v, tn 0
s
x + tn vn C, n} ,
T (C, x) := {v Rn : xn C, xn x, tn 0 , vn v
s
ó t ợ ủ
A(C, x) =
C
t
x C
xn + tn vn C, n} .
v Rn : > 0, : [0, ] Rn
s
=v .
(0) = x, (t) C, t ]0, ] , , (0) = lim (t)(0)
t
t0
ó tế r ủ
C
t
x
N (C, x) = { Rn : , v 0 v T (C, x)} .
ú ý r ó
T (C, x)
T (C, x)
N (C, x)
T (C, x) K(C, x)
rỗ ó ồ
r
trờ
ợ
C
ồ
tì
N (C, x) =
T (C, x) =
K(C, x)
ớ rr r Pt
t sẽ t r ớ rr r
Ptề ớ s rộ
✽
¯
f : Rn → R
❈❤♦ ❤➭♠
x
❞➢í✐ t➵✐
❧➭ ❤÷✉ ❤➵♥ t➵✐ ➤✐Ó♠
x∈X
✳
f
◆Õ✉
t❤× ❞➢í✐ ➤➵♦ ❤➭♠ tr➟♥ ❈❧❛r❦❡ ✲ ❘♦❝❦❛❢❡❧❧❛r ❝ñ❛
f
t➵✐
❧➭ ♥ö❛ ❧✐➟♥ tô❝
x
t❤❡♦
v
➤➢î❝
①➳❝ ➤Þ♥❤ ❜ë✐✿
f ↑ (x, v) = lim sup inf [f (x + tv ) − f (x )] /t,
x →f x v →v
t↓0
tr♦♥❣ ➤ã
◆Õ✉
f
t➵✐
x
f
x → fx
♥❣❤Ü❛ ❧➭
x →x
❧➭ ♥ö❛ ❧✐➟♥ tô❝ tr➟♥ t➵✐
t❤❡♦
v
x
✈➭
f (x ) → f (x) .
t❤× ❞➢í✐ ➤➵♦ ❤➭♠ ❞➢í✐ ❈❧❛r❦❡✲❘♦❝❦❛❢❡❧❧❛r ❝ñ❛
➤➢î❝ ①➳❝ ➤Þ♥❤ ❜ë✐
f ↓ (x, v) = lim inf sup [f (x + tv ) − f (x )] /t.
x → f x v →v
t↓0
◆Õ✉
f
❧➭ ❧✐➟♥ tô❝ t➵✐
x
t❤×
x → fx
tr♦♥❣ ❝➳❝ ➤Þ♥❤ ♥❣❤Ü❛ tr➟♥ trë t❤➭♥❤
❉➢í✐ ❣r❛❞✐❡♥t s✉② ré♥❣ tr➟♥ ✈➭ ❞➢í✐ ❝ñ❛
f
t➵✐
x
x →x
✳
➤➢î❝ ❝❤♦ ❜ë✐
∂ ↑ f (x) = x∗ ∈ X ∗ : x∗ , v ≤ f ↑ (x, v) , ∀v ∈ X ,
∂ ↓ f (x) = x∗ ∈ X ∗ : x∗ , v ≥ f ↓ (x, v) , ∀v ∈ X .
◆Õ✉
♠ç✐
f ↑ (x, 0) > −∞
t❤×
∂ ↑ f (x)
❧➭ t❐♣ ❝♦♥ ❦❤➠♥❣ rç♥❣✱ ❧å✐✱ ➤ã♥❣ ❝ñ❛
Rn
✈➭ ✈í✐
v ∈ Rn ,
f ↑ (x, v) =
sup
x∗ , v .
x∗ ∈ ∂ ↑ f (x)
❚➢➡♥❣ tù✱ ♥Õ✉
f ↓ (x, 0) < ∞
Rn
v ∈ Rn ,
✈➭ ✈í✐ ♠ç✐
t❤×
∂ ↓ f (x)
f ↓ (x, v) =
◆Õ✉
f
❧➭ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣ t➵✐
x
❧➭ t❐♣ ❝♦♥ ❦❤➠♥❣ rç♥❣✱ ❧å✐✱ ➤ã♥❣ ❝ñ❛
inf↓
x∗ ∈ ∂ f (x)
x∗ , v .
t❤×
f ↑ (x; v) = f o (x, v) , f ↓ (x; v) = fo (x, v) ,
tr♦♥❣ ➤ã✱
f o (x, v) = lim sup [f (x + tv) − f (x )] /t,
x →x
t↓0
fo (x, v) = lim inf [f (x + tv) − f (x )] /t.
x →x
t↓0
f
t s rộ tr ớ r ủ
v
t
x
t
ớ s rộ r ợ ị ở
o f (x) = {x X : x , v f o (x, v) , v X} .
ữ
f o (x, v) =
f
ó ế
ủ
f
t
x
max
o
x f (x)
x , v ,
st ị t
x
tì
x , v .
min
o
x f (x)
o f (x)
ớ s rộ
ở ì
f (x, v) f o (x, v) ,
ớ ỗ
fo (x, v) =
vX
tự ế
f + (x, v) fo (x, v) .
f
st ị t
ớ Pt ủ
f
t
x
x
tì t tr
t ứ ợ ở
f (x, v) = sup lim sup 1 [f (x + z + v) f (x + z)] ,
zX
0
f (x, v) = inf lim inf 1 [f (x + z + v) f (x + z)] .
zX
0
ó ớ Pt ợ ị ở
f (x) := x Rn : f (x, v) x , v , v Rn .
t tr ớ Pt
tế tí ữ
f (x, v) =
ó
f (x)
f (x)
max
x , v ,
f (x, v) =
f + (x, v) f (x, v)
í ụ
f : R2 R
f (x, .)
ị ở
f (x, y) = |x| |y| .
x , v .
min
x f (x)
ũ ột ớ s rộ ủ
t ồ
x f (x)
f (x, v) f (x, v)
ị ĩ
f (x, .)
f
t
ớ ỗ
x
ở ì
v Rn .
ớ
ó
f (0) = {(1, 1) , (1, 1)} .
ột ớ s rộ ủ
f
t ó
f (0) = o f (0) = co ({(1, 1) , (1, 1) , (1, 1) , (1, 1)}) .
ú ý r
co ( f (0)) f (0) = o f (0) .
ớ s rộ í q ớ s rộ tố tể
õ r từ ị ĩ t t ớ s rộ tr ớ
t ì tr ú t sẽ trì ề ệ ề tí t
tố tể ủ ớ s rộ tr ớ
rớ t t trì
ệ ớ s rộ í q tr ớ
f : Rn R
f (x) Rn
t
x
ợ ọ ó ột ớ s rộ í q tr
ế
f (x)
t ó ớ ỗ
f + (x, v) =
v Rn ,
x , v .
sup
x f (x)
tự
f (x) Rn
f
t
ợ
x
ế
ọ
ó
f (x)
ột
s
t ó ớ ỗ
f (x, v) =
õ r
ớ
inf
x f (x)
rộ
í
f
t
x
ớ
v Rn .
x , v .
ỗ ớ s rộ í q tr ớ ủ
ớ s rộ ủ
q
f
t
x
ột
r ệ ề s ú t sẽ trì ố ệ ữ tí tí
í q
ệ ề
f : Rn R
t
x0
f
t t
x0
ế ỉ ế
f
t
ó ột ớ s rộ í q tr í q
✶✶
❞➢í✐ t➵✐
x0 ✳
❈❤ø♥❣ ♠✐♥❤
◆Õ✉
f
❧➭ ❦❤➯ ✈✐ ●➞t❡❛✉① t➵✐
{f (x0 )}
x0
t❤× ♥ã ❦❤➯ ✈✐ t❤❡♦ ♣❤➢➡♥❣ ✈➭ ➤➵♦ ❤➭♠ ●➞t❡❛✉①
f
✈➭ ❧➭ ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥ ✈➭ ❞➢í✐ ❝ñ❛
◆❣➢î❝ ❧➵✐✱ ♥Õ✉
f
❦❤➯ ✈✐ t❤❡♦ ♣❤➢➡♥❣ t➵✐
x0
✈➭ ♥Õ✉
v ∈ Rn
s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥ ✈➭ ❞➢í✐ t❤× ✈í✐ ♠ç✐
f (x0 , v) = f − (x0 , v) =
= f + (x0 , v) =
∂ ∗ f (x0 )
t➵✐
x0
✳
❧➭ ♠ét ❞➢í✐ ✈✐ ♣❤➞♥
✳
inf
∗
x∗ ∈∂ f (x)
x∗ , v
x∗ , v .
sup
x∗ ∈∂ ∗ f (x)
❉♦ ➤ã
∂ ∗ f (x0 )
❚❛ ♥ã✐ r➺♥❣
❧➭ t❐♣ ♠ét ♣❤➞♥ tö ✈➭ ✈× ✈❐②
∂ ∗ f (x)
✈➭
❦❤➯ ✈✐ ●➞t❡❛✉① t➵✐
C (x)
C (x)
tr♦♥❣
Rn
s❛♦ ❝❤♦
❧➭
✷
✳
f
t➵✐
x
C (x) ⊂ ∂ ∗ f (x) ,
❧➭ ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ✭tr➟♥✴❞➢í✐✮ ❝ñ❛
❑ý ❤✐Ö✉ t❐♣ ❝➳❝ ➤✐Ó♠ ❝ù❝ ❜✐➟♥ ❝ñ❛ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣
x
x0
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ tè✐ t❤✐Ó✉ ✭tr➟♥✴❞➢í✐✮ ❝ñ❛
♥Õ✉ ❦❤➠♥❣ tå♥ t➵✐ ♠ét t❐♣ ➤ã♥❣
C (x) = ∂ ∗ f (x)
f
∂ ∗ f (x)
f
❝ñ❛
t➵✐
x
f
t➵✐
✳
Ext (∂ ∗ f (x))
✳
▼Ö♥❤ ➤Ò ✶✳✶✳✸
●✐➯ sö r➺♥❣
✭❞➢í✐✮
f : Rn → R ❝ã ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② ❝♦♠♣➝❝ tr➟♥
∂ ∗ f (x) t➵✐ x✳
❑❤✐ ➤ã
Ext (co (∂ ∗ f (x))) ❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤
q✉② tr➟♥ ✭❞➢í✐✮ tè✐ t❤✐Ó✉ ❞✉② ♥❤✃t ❝ñ❛
f
t➵✐
x✳
❈❤ø♥❣ ♠✐♥❤
❈❤♦
A ⊂ Rn
✈í✐ ♠ç✐
❝ã ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥ ❝ñ❛
v ∈ Rn ,
f + (x, v) =
sup
x∗ , v = sup x∗ , v .
x∗ ∈∂ ∗ f (x)
x∗ ∈A
◆➟♥ ❆ ❧➭ t❐♣ ❝♦♥ ➤ã♥❣ ✈➭ ❜Þ ❝❤➷♥ ❝ñ❛
Rn
✈í✐
co (∂ ∗ f (x)) = co (A) .
❑❤✐ ➤ã✱
Ext (co (∂ ∗ f (x))) = Ext (co (A)) .
f
t➵✐
x
✳ ❑❤✐ ➤ã✱
ú t ỉ r r
Ext (co ( f (x))) A.
t ể t ó
Ext (co (A)) Ext (A) .
ó
Ext (co ( f (x))) = Ext (co (A)) Ext (A) A.
ở ì
A
t ó t ó
Ext (co ( f (x))) A.
t ở ì
tr ủ
f (x)
ột ớ s rộ í q tr
Ext (co ( f (x)))
f
x
t
ó
ũ
ớ
Ext (co ( f (x)))
tố tể tr t ủ
f
t
s
rộ
í
q
ớ s rộ í q
ứ t tự trờ ợ
f
ớ s rộ í q ớ
ó
v Rn
f
ó
ữ tụ t
x
í q tr t
x
ế ớ ỗ
f + (x, v) = f (x, v) .
tự
f
í q ớ t
x
ế ớ ỗ
v Rn
f (x, v) = f (x, v) .
ú ý r ế
f : Rn R
v Rn f + (., v) [f (., v)]
st ị tr
Rn
ế ớ ỗ
ử tụ tr ớ tì ớ ỗ
x Rn
v Rn ,
f + (x, v) = f o (x, v) = f (x, v) f (x, v) = fo (x, v) = f (x, v) ,
ế
f
í q tr ớ t
f (x, 0) >
ồ ó ủ
Rn
ế
ớ ỗ
f
x
í q tr t
x
tì
v Rn ,
f + (x, v) = f (x, v) =
sup
x f (x)
x , v .
f (x)
rỗ
✶✸
❉♦ ➤ã✱
∂ ↑ f (x)
tù✱ ♥Õ✉
f ↓ (x, 0) < ∞
❝ñ❛
Rn
❧➭ ♠ét ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥ ❝ñ❛
✈➭ ✈í✐ ♠ç✐
✈➭
f
❝❤Ý♥❤ q✉② ❞➢í✐ t➵✐
∂ ↓ f (x)
✈í✐ ♠ç✐
∂ ↓ f (x)
inf
x∗ ∈∂ ↓ f (x)
x∗ , v .
❧➭ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣ tr➟♥
Rn
f
t➵✐
x
✳
x
✱ t❤×
v ∈ Rn ,
x ∈∂ f (x)
❝ñ❛
f
✈➭ ❝❤Ý♥❤ q✉② tr➟♥ t➵✐
f + (x, v) = f ↑ (x, v) = f o (x, v) = ∗ max
o
❉♦ ➤ã✱
✳ ❚➢➡♥❣
❦❤➳❝ rç♥❣✱ ❧å✐✱ ➤ã♥❣
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② ❞➢í✐ ❝ñ❛
f : Rn → R
◆Õ✉
t❤×
x
t➵✐
v ∈ Rn ,
f − (x, v) = f ↓ (x, v) =
❈❤♦ ♥➟♥
x
f
Ext (∂ o f (x))
t➵✐
x
x∗ , v .
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tè✐ t❤✐Ó✉ tr➟♥ ❞✉② ♥❤✃t
✳ ❈❤ó ý r➺♥❣✱ ♥Õ✉
f
❧➭ ❧å✐ t❤×
❝❤Ý♥❤ q✉② tè✐ t❤✐Ó✉ tr➟♥ ❞✉② ♥❤✃t ❝ñ❛
f
Ext (∂f (x))
t➵✐
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣
x
✱ tr♦♥❣ ➤ã
∂f (x) := {x∗ ∈ X ∗ : f (y) − f (x) ≥ x∗ , y − x , ∀y ∈ Rn }
❧➭ ❞➢í✐ ✈✐ ♣❤➞♥ ❧å✐ ❝ñ❛
✶✳✷
f
t➵✐
x
✳
➜✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉
P❤➬♥ ♥➭② tr×♥❤ ❜➭② ❝➳❝ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❋r✐t③ ❏♦❤♥ ❝❤♦ ❝ù❝ t✐Ó✉ ②Õ✉ ➤Þ❛ ♣❤➢➡♥❣
❞➢í✐ ♥❣➠♥ ♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤Ý♥❤ q✉② tr➟♥ ✈➭ ❜➳♥ ❝❤Ý♥❤ q✉② tr➟♥✳ ❳Ðt
❜➭✐ t♦➳♥ tè✐ ➢✉ ➤❛ ♠ô❝ t✐➟✉ ✭P✮ s❛✉✿
min f (x),
g (x) ≤ 0,
h (x) = 0,
x ∈ C,
f g h
tr♦♥❣ ➤ã
❝♦♥ ❝ñ❛
✱
Rn
✱
t➢➡♥❣ ø♥❣ ❧➭ ❝➳❝ ➳♥❤ ①➵ tõ
✳ ❑❤✐ ➤ã
✱
✈➭♦
Rr Rm Rl C
✱
✱
❀
❧➭ ♠ét t❐♣
f = (f1 , ..., fr ) g = (g1 , ..., gm ) h = (h1 , ..., hl )
f1 , ..., fr g1 , ..., gm h1 , ..., hl
✱
Rn
✱
✱
✱ tr♦♥❣ ➤ã
❧➭ ♥❤÷♥❣ ❤➭♠ ❣✐➳ trÞ t❤ù❝ ♠ë ré♥❣ ①➳❝ ➤Þ♥❤ tr➟♥
✶✹
Rn
❝ã
x, y ∈ Rn
✳ ❱í✐
♥❣❤Ü❛
✱ t❛ ✈✐Õt
x≤y
♥Õ✉
xi ≤ yi , (i = 1, ..., n)
✳ ◆❤➢ ✈❐②
gi (x) ≤ 0 (i = 1, ..., m)
❧➭
✱
(j = 1, ..., l)
✳
➜➷t
✈➭
h(x) = 0
❝ã
♥❣❤Ü❛
❧➭
I = {1, ..., m} J = {1, ..., r} L = {1, ..., l}
✱
✱
✳
g(x) ≤ 0
hj (x) = 0
✱
❈❤ó ý r➺♥❣
➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❞➢í✐ ♥❣➠♥ ♥❣÷ ❞➢í✐ ✈✐ ♣❤➞♥ s✉② ré♥❣ ❝❤♦ ❜➭✐ t♦➳♥ ✈í✐ r➭♥❣ ❜✉é❝
t❐♣ ❤♦➷❝ r➭♥❣ ❜✉é❝ ❜✃t ➤➻♥❣ t❤ø❝ ➤➲ ➤➢î❝ ♥❣❤✐➟♥ ❝ø✉ ❜ë✐ ❉✉tt❛✲❈❤❛♥❞r❛ ❬✼✱✽❪
✈➭ ❝ã r➭♥❣ ❜✉é❝ ➤➻♥❣ t❤ø❝ ✈➭ ❜✃t ➤➻♥❣ t❤ø❝ ➤➲ ➤➢î❝ ♥❣❤✐➟♥ ❝ø✉ ❜ë✐ ▲✉✉ ❬✶✺❪✳
❑Ý ❤✐Ö✉
M
❧➭ t❐♣ ❝❤✃♣ ♥❤❐♥ ➤➢î❝ ❝ñ❛ ❜➭✐ t♦➳♥ ✭P✮✿
M := {x ∈ C : g(x) ≤ 0, h(x) = 0} ,
✈➭
I(¯
x) := {i ∈ I : g(¯
x) = 0} ,
H := {x ∈ Rn : h(x) = 0} .
▼ë ré♥❣ ❝ñ❛ ➤Þ♥❤ ❧ý ▲❥✉st❡r♥✐❦ ❝æ ➤✐Ó♥ ❝ñ❛ ❏✐♠Ð♥❡③✲◆♦✈♦ tr♦♥❣ ❬✶✶❪ sÏ ➤➢î❝
sö ❞ô♥❣ ➤Ó ❞➱♥ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ tè✐ ➢✉✳
▼Ö♥❤ ➤Ò ✶✳✷✳✶
[11]
●✐➯ sö r➺♥❣
x¯ ∈ H ∩ C ❀
✭❛✮
C
❧➭ t❐♣ ❧å✐ ✈➭
✭❜✮
h
❧✐➟♥ tô❝ tr♦♥❣ ♠ét ❧➞♥ ❝❐♥ ❝ñ❛
❋rÐ❝❤❡t ❧➭
x¯
✈➭ ❦❤➯ ✈✐ ❋rÐ❝❤❡t t➵✐
x¯
✈í✐ ➤➵♦ ❤➭♠
∇h(¯
x)❀
✭❝✮ ➜✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✭❘❈✮ s❛✉ ➤➞② ➤ó♥❣✿
0∈
γj ∇hj (¯
x) + N (C, x¯) ⇒ γ1 = ... = γl = 0.
j∈L
❑❤✐ ➤ã✱
A(H ∩ C; x¯) = T (H ∩ C; x¯) = (ker ∇h(¯
x)) ∩ T (C; x¯)
= cl [(ker ∇h(¯
x)) ∩ cone(C − x¯)] ,
tr♦♥❣ ➤ã
cl ❦Ý ❤✐Ö✉ ❜❛♦ ➤ã♥❣✳
✶✺
◆❤❐♥ ①Ðt ✶✳✷✳✶
◆Õ✉
C = Rn h
✱
t❤✉é❝ ❧í♣
C1
tr♦♥❣ ♠ét ❧➞♥ ❝❐♥ ❝ñ❛
x¯
✈➭
∇h1 (¯
x), ..., ∇hr (¯
x)
❧➭
➤é❝ ❧❐♣ t✉②Õ♥ tÝ♥❤✱ t❤× ♠Ö♥❤ ➤Ò ✶✳✷✳✶ trë t❤➭♥❤ ➤Þ♥❤ ❧ý ▲❥✉st❡r♥✐❦ ❝æ ➤✐Ó♥✳ ❚❤❐t
✈❐②✱ ❦❤✐ ➤ã ➳♥❤ ①➵
➤ó♥❣ ✈➭ t❛ ❝ã
∇h(¯
x)
❧➭ t♦➭♥ ➳♥❤✱
T (C; x¯) = Rn
✱ ➤✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✭❘❈✮
ker ∇h(¯
x) = T (C; x¯).
➜✐Ò✉ ❦✐Ö♥ ✭❘❈✮ sÏ ➤➢î❝ ♠✐♥❤ ❤ä❛ ❜ë✐ ✈Ý ❞ô s❛✉✳
❱Ý ❞ô ✶✳✷✳✶
❈❤♦
h R3 → R2
✿
✈➭
C ⊂ R3
➤➢î❝ ①➳❝ ➤Þ♥❤ ♥❤➢ s❛✉
h := (h1 , h2 )
(¯
x, y¯, z¯) = 0,
✱
h1 (x, y, z) = x + 2y + z,
h2 (x, y, z) = 2x + 4y − z,
C := {(x, y, z) : −1 ≤ x ≤ 0, −1 ≤ y, z ≤ 1} .
❑❤✐ ➤ã
∇h1 (0, 0, 0) = (1, 2, 1) ∇h2 (0, 0, 0) = (2, 4, −1) T (C; 0) = −R+ ×
✱
R × R N (C; 0) = R+ × {0} × {0}
✱
✱
✈➭ ➤✐Ò✉ ❦✐Ö♥ ✭❘❈✮ t❤á❛ ♠➲♥✳ ❚❤❐t ✈❐② ♥Õ✉
0 ∈ γ1 ∇h1 (0) + γ2 ∇h2 (0) + N (C; 0),
❝ã ♥❣❤Ü❛ ❧➭
(0, 0, 0) ∈ (γ1 + 2γ2 , 2γ1 + 4γ2 , γ1 − γ2 ) + R+ × {0} × {0} ,
❦❤✐ ➤ã t❛ s✉② r❛
γ1 = γ2 = 0
✳ ❉♦ ➤ã✱ ➤✐Ò✉ ❦✐Ö♥ ✭❘❈✮ ➤ó♥❣
◆❤➽❝ ❧➵✐ r➺♥❣ ➤✐Ó♠
x¯ ∈ M
❜➭✐ t♦➳♥ ✭P✮ ♥Õ✉ tå♥ t➵✐ ♠ét sè
➤➢î❝ ❣ä✐ ❧➭ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉ ➤Þ❛ ♣❤➢➡♥❣ ❝ñ❛
δ>0
s❛♦ ❝❤♦ ❦❤➠♥❣ tå♥ t➵✐
x ∈ M ∩ B (¯
x; δ)
t❤á❛ ♠➲♥
(∀k ∈ J) ,
fk (x) < fk (¯
x)
tr♦♥❣ ➤ã
B (¯
x; δ)
❧➭ ❤×♥❤ ❝➬✉ ♠ë ❜➳♥ ❦Ý♥❤
δ
t➞♠
x¯
✳
●✐➯ t❤✐Õt s❛✉ ➤➞② ❧➭ ❝➬♥ t❤✐Õt ➤Ó ❞➱♥ ❝➳❝ ➤✐Ò✉ ❦✐Ö♥ ❝➬♥ ❝❤♦ ♥❣❤✐Ö♠ ❤÷✉ ❤✐Ö✉
②Õ✉✳
tết
ồ t ột ỉ số
t
x
ớ
s
ỗ
rộ
gi (i
/ I (
x))
sJ
s
k J, k = s
í
tụ t
q
fs
ó ột ớ s rộ tr
i I (
x)
tr
fk (
x)
fk
gi (
x)
gi
t
x
ó
tt
fs (
x)
ớ
x
r sở ị ý str s rộ ủ é t ứ
ề ệ ự tể Prt ế ị ủ P
ị ý
sử
x ự tể Prt ế ị ủ P sử r tt
tết ủ ệ ề tết ú sử
gi (i I (
x))
st ị t
x
fk (k J)
ó ệ s ó ệ
v Rn
k , v < 0 (k J),
sup
k conv fk (
x)
sup
i , v < 0 (i I(
x)),
i conv gi (
x)
hj (
x), v = 0 (j L),
v T (
x; C).
ứ
ỉ r r ữ ề ệ s ó ệ
v Rn
fs (
x; v) < 0,
x; v) < 0 (k J; k = s),
fk+ (
gi+ (
x; v) < 0 (i I(
x)),
hj (
x), v = 0 (j L),
v T (
x; C).
✶✼
●✐➯ sö ♥❣➢î❝ ❧➵✐ r➺♥❣ ❤Ö ✭✶✳✻✮ ✲ ✭✶✳✶✵✮ ❝ã ♠ét ♥❣❤✐Ö♠
v0 ∈ Rn .
❑❤✐ ➤ã✱
v0 ∈ (ker∇h(¯
x)) ∩ T (C; x¯).
➳
♣ ❞ô♥❣ ♠Ö♥❤ ➤Ò ✶✳✷✳✶ t❛ s✉② r❛
(ker∇h(¯
x)) ∩ T (C; x¯) = A(H ∩ C; x¯).
❉♦ ➤ã✱
∃δ > 0
✈➭
γ : [0, δ] → Rn
s❛♦ ❝❤♦
γ (0) = x¯, γ (t) ∈ H ∩ C
γ (0) = lim
t↓0
(∀t ∈ ]0, δ]) ,
γ (t) − γ (0)
= v0 .
t
✭✶✳✶✶✮
◆❤➢ ✈❐②✱
γ (t) ∈ C
h (γ (t)) = 0
✈➭
(∀t ∈ ]0, δ]).
✭✶✳✶✷✮
❚õ ✭✶✳✶✶✮ t❛ s✉② r❛
γ (t) − γ (0) o (t)
+
→ v0
t
t
✈➭
γ (t) − γ (0)
→ v0
t
❦❤✐
t ↓ 0,
tr♦♥❣ ➤ã
❱×
fs
o (t)
→0
t
x¯
❧➭ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣ t➵✐
t↓0
= lim inf
= lim inf
fs (¯
x+(γ(t)−¯
x))−fs (¯
x)
t
= lim inf
fs (γ(t))−fs (¯
x)
t
p
tp ∈ 0, p1
t↓0
t↓0
t↓0
fs (¯
x+tv0 )−fs (¯
x)
t
fs (x
¯+t( γ(t)−γ(0)
+ o(t)
x)
t
t ))−fs (¯
t
t↓0
lim inf
t ↓ 0.
✱ ♥➟♥ tõ ❬✸✱ tr✳✷✽✻❪ t❛ s✉② r❛
x; v0 ) = lim inf
fs− (¯
❱× ✈❐②✱ ✈í✐ ♠ç✐ sè tù ♥❤✐➟♥
❦❤✐
✱ tå♥ t➵✐
< 0.
1
p
≤δ
s❛♦ ❝❤♦
fs (γ (t)) − fs (¯
x)
fs (γ (tp )) − fs (¯
x)
= lim
< 0.
p→+∞
t
tp
❉♦ ➤ã✱ tå♥ t➵✐ sè tù ♥❤✐➟♥
N1
s❛♦ ❝❤♦ ✈í✐ ♠ä✐
p ≥ N1 ,
fs (γ (tp )) < fs (¯
x) .
✭✶✳✶✸✮
✶✽
❱×
fk
❧➭ ▲✐♣s❝❤✐t③ ➤Þ❛ ♣❤➢➡♥❣ t➵✐
fk+ (¯
x; v0 ) = lim sup
x¯
✱ ❝❤♦ ♥➟♥ tõ ✭✶✳✶✶✮ ✈í✐
fk x¯ + t
γ(t)−γ(0)
t
p→+∞
❉♦ ➤ã✱ tå♥ t➵✐ sè tù ♥❤✐➟♥
o(t)
t
t❛ ❝ã
− fk (¯
x)
t
t↓0
= lim
+
∀k ∈ J, k = s
sup
t∈]o, p1 [
fk (γ (t)) − fk (¯
x)
< 0.
t
N2 (≥ N1 )
fk (γ (t)) < fk (¯
x)
✳ ❱× ✈❐② ✈í✐ ♠ä✐
s❛♦ ❝❤♦ ✈í✐ ♠ä✐
∀k ∈ J, k = s,
p ≥ N2 , t ∈ 0, p1 ,
t❛ ❝ã
fk (γ (tp )) < fk (¯
x) .
❚➢➡♥❣ tù✱ tå♥ t➵✐ ♠ét sè tù ♥❤✐➟♥
N3 (≥ N2 )
s❛♦ ❝❤♦ ✈í✐
✭✶✳✶✹✮
∀i ∈ I (¯
x) , p ≥ N3 ,
t❛ ❝ã
gi (γ (tp )) < 0.
❉♦ tÝ♥❤ ❧✐➟♥ tô❝ ❝ñ❛ ❤➭♠
✈í✐ ♠ä✐
gi (i ∈
/ I (¯
x))
∀i ∈
/ I (¯
x) , p ≥ N4 ,
✱ tå♥ t➵✐ sè tù ♥❤✐➟♥
✭✶✳✶✺✮
N4 (≥ N3 )
s❛♦ ❝❤♦
t❛ ❝ã
gi (γ (tp )) < 0
❑Õt ❤î♣ ✭✶✳✶✷✮ ✲ ✭✶✳✶✻✮✱ t❛ s✉② r❛ ✈í✐ ♠ä✐
✭✶✳✶✻✮
∀p ≥ N4 ,
fk (γ (tp )) < fk (¯
x)
(∀k ∈ J),
gi (γ (tp )) < 0 (∀i ∈ I),
h (γ (tp )) = 0,
γ (tp ) ∈ C.
➜✐Ò✉ ♥➭② ♠➞✉ t❤✉➱♥ ✈í✐ ❣✐➯ t❤✐Õt
x¯
❧➭ ❝ù❝ t✐Ó✉ P❛r❡t♦ ②Õ✉ ➤Þ❛ ♣❤➢➡♥❣ ❝ñ❛ ✭P✮✳
❚õ ❣✐➯ t❤✐Õt ✭✶✳✷✳✶✮ t❛ s✉② r❛ r➺♥❣ ❤Ö ✭✶✳✷✮ ✲ ✭✶✳✺✮ ❦❤➠♥❣ t➢➡♥❣ t❤Ý❝❤✳
✷
❚õ ➤ã t❛ s✉② r❛ ➤✐Ò✉ ♣❤➯✐ ❝❤ø♥❣ ♠✐♥❤✳
➜➷t
λk conv ∂ ∗ fk (¯
x) +
D (¯
x) :=
k∈J
µi conv ∂ ∗ gi (¯
x) +
i∈I(¯
x)
γj ∇hj (¯
x)
j∈L
+N (C; x¯) : λk ≥ 0(∀k ∈ J), µi ≥ 0, (∀i ∈ I(¯
x)),
γj ∈ R (∀j ∈ L) , (λ, µ, γ) = (0, 0, 0) ,
tr ó
ề
= (k )kJ , à = (ài )iI(x) , = (j )jL
ệ
rt
ự
tể
Prt
ế
ị
ủ
P
ớ
ữ ớ s rộ ợ t ể s
ị ý
sử r
x
ự tể Prt ế ị ủ P tết ủ
ị ý t ó tồ t
à
(,
) = (0, 0) Rl
s
k conv fk (
x) +
0 cl
k 0 (k J) , à
i 0 (i I (
x))
kJ
à
i conv gi (
x) +
j hj (
x) + N (C; x) .
jL
iI(
x)
ứ
ỉ r r
0 clD (
x) .
sử ợ
0
/ clD (
x) .
ó t
D (
x)
t ồ rờ
rỗ ồ ó t ụ ị ý t
D (
x)
{0}
ệ q tồ t
v0 Rn , v0 = 0
s
sup , v0 < 0.
D(
x)
ị
ý
ệ
t
tí
ó
ọ
k = 1, p = 0, (p J, p = k), ài = 0 (i I(
x)), = 0
0 = N (C; x)
từ t s r
sup
k , v0 < 0 (k J).
i , v0 < 0 (i I(
x)).
k conv fk (
x)
tự tr t ó
sup
i conv gi (
x)
✷✵
❚❛ ❝❤Ø r❛
∇hj (¯
x), v0 = 0
❚❤❐t
✈❐②
❝➳❝❤ ❧✃②
♥Õ✉
✭✶✳✷✷✮
❧➭
s❛✐✱
t❤×
(∀j ∈ L) .
∇hj0 (¯
x), v0 = 0
✈í✐
✭✶✳✷✷✮
j0
♥➭♦
➤ã
∈ L
✳
❇➺♥❣
ξs ∈ ∂ ∗ fs (¯
x) , λs = 1, λk = 0 (∀k ∈ J, k = s) , µi = 0(∀i ∈ I(¯
x)),
γj = 0 (∀j ∈ L, j = j0 ) , 0 = ζ ∈ N (C; x¯),
tõ ✭✶✳✶✾✮ t❛ s✉② r❛
ξs , v0 + γj0 ∇hj0 (¯
x), v0 < 0.
✭✶✳✷✸✮
❚❛ ❝❤ó ý r➺♥❣
| ξs , v0 | < +∞
❈❤♦
♥Õ✉
γj0
✈➭
∇hj0 (¯
x), v0 > 0
➤ñ ❧í♥ ♥Õ✉
∇hj0 (¯
x), v0 < 0
| ∇hj0 (¯
x), v0 | < +∞.
✱ ❝ß♥
γj0 < 0
✈í✐ ❣✐➳ trÞ t✉②Öt ➤è✐ ➤ñ ❧í♥
✱ t❛ sÏ ➤✐ ➤Õ♥ ♠ét ♠➞✉ t❤✉➱♥ ✈í✐ ✭✶✳✷✸✮✳ ❉♦ ✈❐②✱ ✭✶✳✷✷✮ ❧➭
➤ó♥❣✳
❚✐Õ♣ t❤❡♦✱ t❛ ❝❤Ø r❛ r➺♥❣
v0 ∈ T (C; x¯).
❚❤❐t ✈❐②✱
♥Õ✉ ✭✶✳✷✹✮ ❦❤➠♥❣ ➤ó♥❣ t❤× sÏ
❇➺♥❣ ❝➳❝❤ ❝❤♦
I(¯
x)), γ = 0
∃η0 ∈ N (C; x¯)
✭✶✳✷✹✮
s❛♦ ❝❤♦
α>0
t❛ ❝ã
αη0 ∈ N (C; x¯)
✈➭
λs ξ0 , v0 + α η0 , v0 < 0.
η0 , v0 > 0
✳
λk = 0 (∀k ∈ J, k = s) , λs > 0, ξs ∈ ∂ ∗ fs (¯
x) , µi = 0(∀i ∈
✱ ✈í✐
❱×
(η0 , v0 ) > 0
✈í✐
α
✭✶✳✷✺✮
➤ñ ❧í♥ t❛ ♥❤❐♥ ➤➢î❝ ♠ét ♠➞✉ t❤✉➱♥ ✈í✐ ✭✶✳✷✺✮✳ ❉♦ ➤ã
η0 , v0 ≤ 0, (∀η ∈ N (C; x¯)).
❈❤ó ý r➺♥❣
T (C; x¯)
❧➭ ♠ét ♥ã♥ ❧å✐ ➤ã♥❣✳ ❚õ ➤ã t❛ ❝ã
v0 ∈ N 0 (C; x¯) = T 00 (C; x¯) = T (C; x¯).
❑Õt ❤î♣ ✭✶✳✷✵✮ ✲ ✭✶✳✷✷✮ ✈➭ ✭✶✳✷✹✮ t❛ s✉② r❛ ❤Ö ✭✶✳✻✮ ✲ ✭✶✳✶✵✮ ❝ã ♠ét ♥❣❤✐Ö♠
v0 ,
✈➭ ❝ò♥❣ ❧➭ ♥❣❤✐Ö♠ ❝ñ❛ ❤Ö ✭✶✳✷✮ ✲ ✭✶✳✺✮✳ ➜✐Ò✉ ♥➭② ♠➞✉ t❤✉➱♥ ✈í✐ ➤Þ♥❤ ❧ý ✶✳✷✳✶✳ ❱×
✷✶
(n)
✈❐② ✭✶✳✶✽✮ ➤ó♥❣ ✈➭ ❞♦ ➤ã tå♥ t➵✐
(n)
0, ηi
(n)
(n)
λk ≥ 0, ξk ∈ conv∂ ∗ fk (¯
x) (∀k ∈ J) , µi
(n)
∈ conv∂ ∗ gi (¯
x) (∀i ∈ I (¯
x)) , γj
∈ R (∀j ∈ L)
✈➭
ζ (n) ∈ N (C; x¯)
≥
✈í✐
(n)
λ(n) , µI(¯x) , γ (n) = (0, 0, 0)
(n) (n)
(n) (n)
0 = lim
n→∞
s❛♦ ❝❤♦
µi ηi
λk ξk +
k∈J
(n)
γj ∇hj (¯
x) + ξ (n) ,
+
✭✶✳✷✻✮
j∈L
i∈I(¯
x)
tr♦♥❣ ➤ã
(n)
λ(n) = λk
(n)
k∈J
(n)
, µI(¯x) = µi
(n)
i∈I(¯
x)
, γ (n) = γj
j∈L
.
❇ë✐ ✈×
(n)
λ(n) , µI(¯x) , γ (n) = (0, 0, 0) ,
t❛ ❝ã t❤Ó ①❡♠ ♥❤➢
(n)
(λ(n) , µI(¯x) , γ (n) ) = 1 (∀n) .
❑❤➠♥❣ ♠✃t tÝ♥❤ tæ♥❣ q✉➳t ❝ã t❤Ó ❣✐➯ sö
✈í✐
¯ ≥ 0, µ
λ
¯I(¯x) ≥ 0, γ¯ ∈ Rl
✈➭
(n)
¯ µ
λ(n) , µI(¯x) , γ (n) → λ,
¯I(¯x) , γ¯
¯ µ
(λ,
¯I(¯x) , γ¯ ) = 1
✳
❇ë✐ ✈×
clA + clB ⊆ cl(A + B),
✈➭ tõ ✭✶✳✷✻✮ t❛ s✉② r❛
¯ k clconv∂ ∗ fk (¯
λ
x) +
0∈
k∈J
µ
¯i clconv∂ ∗ gi (¯
x)
i∈I(¯
x)
γ¯j ∇hj (¯
x) + N (C; x¯)
+
j∈L
¯ k conv∂ ∗ fk (¯
λ
x) +
⊆ cl
k∈J
µ
¯i conv∂ ∗ gi (¯
x) +
γ¯j ∇hj (¯
x) + N (C; x¯).
j∈L
i∈I(¯
x)
✭✶✳✷✼✮
❚❛ ❝ã ✭✶✳✷✼✮ ➤ó♥❣ ✈í✐
¯ µ
λ,
¯ = (0, 0)
✳ ❚❤❐t ✈❐② ♥Õ✉
¯ µ
λ,
¯ = (0, 0)
t❤×
γ¯ = 0
✳
❚✉② ♥❤✐➟♥✱ ❦Õt ❤î♣ ✈í✐ ✭✶✳✷✼✮ t❛ ➤✐ ➤Õ♥ ♠➞✉ t❤✉➱♥ ✈í✐ ➤✐Ò✉ ❦✐Ö♥ ❝❤Ý♥❤ q✉② ✭❘❈✮✳
❉♦ ➤ã
¯ µ
λ,
¯ = (0, 0)
✳ ❙✉② r❛ ➤✐Ò✉ ♣❤➯✐ ❝❤ø♥❣ ♠✐♥❤✳
✷