ĐẠI HỌC THÁI NGUYÊN
TRƯỜNG ĐẠI HỌC KHOA HỌC
-------------------------------
VÀNG VĂN HÀ
VỀ TỐN TỬ CHIẾU METRIC
LÊN TẬP LỒI ĐĨNG VÀ ỨNG DỤNG VÀO BÀI TOÁN
BẤT ĐẲNG THỨC BIẾN PHÂN
LUẬN VĂN THẠC SĨ TOÁN HỌC
THÁI NGUYÊN - 2020
ĐẠI HỌC THÁI NGUYÊN
TRƯỜNG ĐẠI HỌC KHOA HỌC
-------------------------------
VÀNG VĂN HÀ
VỀ TỐN TỬ CHIẾU METRIC
LÊN TẬP LỒI ĐĨNG VÀ ỨNG DỤNG VÀO BÀI TỐN
BẤT ĐẲNG THỨC BIẾN PHÂN
Chun ngành: Tốn ứng dụng
Mã số
: 8 46 01 12
LUẬN VĂN THẠC SĨ TOÁN HỌC
NGƯỜI HƯỚNG DẪN KHOA HỌC
GS.TSKH. Lê Dũng Mưu
THÁI NGUYÊN - 2020
ử ử
ỵ
ớ ỡ
ớ õ
ữỡ ởt số tự
ỗ ỗ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳
✸
✶✳✷
❚♦→♥ tû ❝❤✐➳✉ ❦❤♦↔♥❣ ❝→❝❤ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳
✶✺
❈❤÷ì♥❣ ✷✳ Ù♥❣ ❞ư♥❣ ✈➔♦ ❜➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥ ✷✷
✷✳✶
❇➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳
✷✳✷
▼ët t❤✉➟t t♦→♥ ❝❤✐➳✉ ❣✐↔✐ ❜➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥
♣❤➙♥ ♣❛r❛✲✤ì♥ ✤✐➺✉ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳ ✳
❚➔✐ ❧✐➺✉ t❤❛♠ ❦❤↔♦
✷✷
✷✺
✸✼
ỵ
R
t số tỹ
Rn
ổ
t rộ
x
ợ ồ
x
tỗ t
n
x
x
x
ừ tỡ
x
x, y
t ổ ữợ ừ tỡ
x
ừ tỡ
x
y
x
V IP (F ; C)
❜➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥
S(F ; C)
t➟♣ ♥❣❤✐➺♠ ❝õ❛ ❜➔✐ t♦→♥
V IP (F ; C)
✐✐
▲í✐ ❝↔♠ ì♥
▲✉➟♥ ✈➠♥ ✤÷đ❝ ❤♦➔♥ t❤➔♥❤ t↕✐ ❚r÷í♥❣ ✣↕✐ ồ ồ ồ
ữợ sỹ ữợ ❞➝♥ ❝õ❛ ●❙✳❚❙❑❍✳ ▲➯ ❉ơ♥❣ ▼÷✉✳ ❚→❝ ❣✐↔
①✐♥ ❜➔② tä ỏ t ỡ s s tợ ữớ tớ
t t ữợ ú ù t ❣✐↔ tr♦♥❣ s✉èt q✉→ tr➻♥❤ ♥❣❤✐➯♥ ❝ù✉
✈➔ ❤♦➔♥ t❤✐➺♥ ❧✉➟♥ ✈➠♥✳ ❚→❝ ❣✐↔ ❝ơ♥❣ ①✐♥ ❜➔② tä ❧á♥❣ ❜✐➳t ì♥ t
tợ ổ tr trữớ ❤å❝ ❑❤♦❛ ❤å❝✱ ✣↕✐ ❤å❝
❚❤→✐ ◆❣✉②➯♥ ✤➣ ❣✐↔♥❣ ❞↕② ✈➔ ❣✐ó♣ ✤ï ❝❤♦ t→❝ ❣✐↔ tr♦♥❣ s✉èt t❤í✐ ❣✐❛♥
❤å❝ t➟♣ t rữớ
ỗ tớ tổ ụ ỷ ớ ỡ tợ ỗ
t ❦✐➺♥ t❤✉➟♥ ❧đ✐ ♥❤➜t ❝❤♦ tỉ✐ tr♦♥❣ t❤í✐ ❣✐❛♥ ❤å❝ t➟♣
✈➔ tr♦♥❣ q✉→ tr➻♥❤ ❤♦➔♥ t❤➔♥❤ ❧✉➟♥ ✈➠♥✳
❳✐♥ ❝❤➙♥ t❤➔♥❤ ❝↔♠ ì♥✦
❚❤→✐ ◆❣✉②➯♥✱ t❤→♥❣ ✵✺ ♥➠♠ ✷✵✷✵✳
❚→❝ ❣✐↔
❱➔♥❣ ❱➠♥ ❍➔
✶
▲í✐ ♥â✐ ✤➛✉
❚r♦♥❣ ❝❤÷ì♥❣ tr➻♥❤ t♦→♥ ♣❤ê t❤ỉ♥❣✱ ❝❤ó♥❣ t❛ ✤➣ ❧➔♠ q✉❡♥ ✈ỵ✐ ♣❤➨♣
❝❤✐➳✉ ✈✉ỉ♥❣ ❣â❝ ①✉è♥❣ ♠ët ♠➦t ♣❤➥♥❣ tr♦♥❣ ❦❤✐ ❣✐↔✐ ❝→❝ ❜➔✐ t♦→♥ ❤➻♥❤
❤å❝ ✈➔ ❧÷đ♥❣ ❣✐→❝✳ ❑❤→✐ ♥✐➺♠ ♥➔② ✤➣ ✤÷đ❝ ♠ð rë♥❣ ❧➯♥ ❦❤ỉ♥❣ ❣✐❛♥ ♥❤✐➲✉
❝❤✐➲✉✱ t❤➟♠ ❝❤➼ ✈ỉ ❤↕♥ ❝❤✐➲✉ ❝ị♥❣ ✈ỵ✐ ✈✐➺❝ t t ởt t
ỗ õ ợ ởt ❦❤♦↔♥❣ ❝→❝❤ ✭♠❡tr✐❝✮ ❦❤ỉ♥❣ ♥❤➜t t❤✐➳t ❧➔ ❦❤♦↔♥❣ ❝→❝❤
❒✲❝ì✲❧✐t✳ ⑩♥❤ ởt t ý trữợ tr ổ
ởt tr ởt t trữợ ợ ❝→❝❤ ♥❤ä ♥❤➜t ✤÷đ❝
❣å✐ ❧➔ t♦→♥ tû ❝❤✐➳✉ ❧➯♥ t➟♣ ✤â✳ ◆❣÷í✐ t❛ ✤➣ ❝❤➾ r❛ r➡♥❣✱ tr♦♥❣ ❦❤ỉ♥❣ ❣✐❛♥
❍✐❧❜❡rt tỹ t tỷ ởt t ỗ õ ữủ t
tỷ t ỗ ✤â♥❣ ❝â ♥❤✐➲✉ ✤➦❝ tr÷♥❣ t❤ó ✈à✱ ❞♦ ✤â
♥â ❝â ✈❛✐ trá q✉❛♥ trå♥❣ tr♦♥❣ ♥❤✐➲✉ ✈➜♥ ✤➲ ❝õ❛ t♦→♥ ồ tỹ t ữ
tr ỵ tt tố ÷✉ ❤â❛✱ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥✱ ❝➙♥ ❜➡♥❣
✈➔ ♥❤✐➲✉ ỹ
ở ừ ỗ tự ỡ t
t ỗ tr ổ ❣✐❛♥ ❒✲❝ì✲❧✐t
Rn ✱
❝→❝ ❦➳t q✉↔ ✈➲ t♦→♥ tû ❝❤✐➳✉ ❧➯♥
t➟♣ ỗ õ ở t t q ✈✐➺❝ →♣ ❞ö♥❣ t♦→♥
tû ❝❤✐➳✉ ✈➔♦ ✈✐➺❝ ❣✐↔✐ ❜➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥ ♣❛r❛✲✤ì♥ ✤✐➺✉
tr♦♥❣ ❦❤ỉ♥❣ ❣✐❛♥
Rn ✳
◆❣♦➔✐ ♣❤➛♥ ♠ð ✤➛✉✱ ❦➳t ❧✉➟♥ ✈➔ t➔✐ ❧✐➺✉ t❤❛♠ ❦❤↔♦✱ ❝→❝ ❦➳t q✉↔ ♥❣❤✐➯♥
✷
❝ù✉ tr♦♥❣ ❜↔♥ ❧✉➟♥ ✈➠♥ ✤÷đ❝ tr➻♥❤ ❜➔② t❤➔♥❤ ❤❛✐ ữỡ ợ t
ữỡ ởt số tự ❜à✳
❈❤÷ì♥❣ ✷✿ Ù♥❣ ❞ư♥❣ ✈➔♦ ❜➔✐ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥✳
◆ë✐ ❞✉♥❣ ❝❤➼♥❤ ❝õ❛ ❝→❝ ❝❤÷ì♥❣ ♥❤÷ s❛✉✿
❚r♦♥❣ ❝❤÷ì♥❣ tổ tr t ỗ ởt số t t ỡ
ừ t ỗ ỗ t tr ỵ t t ỗ
ởt ❝õ❛ ❝❤÷ì♥❣ tr➻♥❤ ❜➔② ✈➲ ✤à♥❤ ♥❣❤➽❛ t♦→♥ tû ❝❤✐➳✉✱ ♠ët sè t➼♥❤
❝❤➜t ❝ì ❜↔♥ ❝õ❛ t♦→♥ tû ❝❤✐➳✉✳
❈❤÷ì♥❣ ✷ ❝õ❛ ❧✉➟♥ ✈➠♥ tr➻♥❤ ❜➔② ù♥❣ ❞ö♥❣ ❝õ❛ t♦→♥ tû tr
ởt t ỗ õ t♦→♥ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥✳
❇➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥ ❧➔ ♠ët ❧ỵ♣ ❜➔✐ t♦→♥ q✉❛♥ trå♥❣ ❝õ❛ ●✐↔✐ t➼❝❤
ù♥❣ ❞ư♥❣✳ ❇➔✐ t♦→♥ ♥➔② ❧➔ ♠ët ❧ỵ♣ ❜➔✐ t♦→♥ tê♥❣ qt ừ t q
ỗ ỡ ỳ t♦→♥ tr♦♥❣ ♣❤÷ì♥❣ tr➻♥❤ ✈✐ ♣❤➙♥✱ ✤↕♦ ❤➔♠
r✐➯♥❣ ✤➲✉ ❝â t ổ t ữợ t t tự ♣❤➙♥✳
✸
❈❤÷ì♥❣ ✶✳ ▼ët sè ❦✐➳♥ t❤ù❝ ❝❤✉➞♥
❜à
◆ë✐ ❞✉♥❣ ❝❤➼♥❤ ❝õ❛ ❝❤÷ì♥❣ tr➻♥❤ ❜➔② ✤à♥❤ ♥❣❤➽❛✱ ♠ët sè t➼♥❤ ❝❤➜t ❝ì
❜↔♥✱ ỵ ờ q t ỗ ỗ ởt ừ
ữỡ tr ự sỹ tỗ t t
t ừ ởt t ỗ õ s→t ♠ët sè t➼♥❤ ❝❤➜t
❝ì ❜↔♥ ❝õ❛ t♦→♥ tû ❝❤✐➳✉✳ ◆ë✐ ❞✉♥❣ ❝❤➼♥❤ ❝õ❛ ❝❤÷ì♥❣ ♥➔② ✤÷đ❝ t❤❛♠
❦❤↔♦ ❝❤õ ②➳✉ tứ t
ỗ ỗ
rữợ t ú tổ ợ t t ỗ ởt số t
t tt
r ởt
Rn
ữớ t❤➥♥❣
❧➔ t➟♣ ❤đ♣ t➜t ❝↔ ❝→❝ ✈➨❝✲tì
♥è✐ ❤❛✐ ✤✐➸♠ ✭❤❛✐ ✈➨❝✲tì✮
x ∈ Rn
a, b
tr♦♥❣
❝â ❞↕♥❣
{x ∈ Rn |x = αa + βb, α, β ∈ Rn , α + β = 1}.
✣♦↕♥ t❤➥♥❣ ♥è✐ ❤❛✐ ✤✐➸♠ a ✈➔ b tr♦♥❣ Rn ❧➔ t➟♣ ❤đ♣ ❝→❝ ✈➨❝✲tì x ❝â ❞↕♥❣
{x ∈ Rn |x = αa + βb, α ≥ 0, β ≥ 0, α + β = 1}.
✣à♥❤ ♥❣❤➽❛ ✶✳✶✳
▼ët t➟♣
C ⊆ Rn
✤÷đ❝ ❣å✐ ❧➔ ♠ët
♠å✐ ✤♦↕♥ t❤➥♥❣ ✤✐ q✉❛ ❤❛✐ t ý ừ õ ự
t ỗ C ự
C
ỗ
✹
∀x, y ∈ C, ∀λ ∈ [0, 1] ⇒ λx + (1 − λ)y ∈ C.
❱➼ ❞ö ✶✳✶✳
❛✮ ❚➟♣
∅
✈➔
✣♦↕♥ t❤➥♥❣
Rn
❧➔ t ỗ ừ
AB
Rn
ởt t ỗ
trỏ ỗ ởt t ỗ ✈➻ ✤♦↕♥ t❤➥♥❣ ♥è✐
❤❛✐ ✤✐➸♠
X, Y
tr♦♥❣ ❤➻♥❤ trá♥ ♥➡♠ trå♥ tr trỏ
ỗ
ữợ t ổ ỗ ữớ t ựt ❝❤ù❛ ♥❤✐➲✉
✤✐➸♠ ❦❤æ♥❣ ♥➡♠ tr♦♥❣ ❝→❝ t➟♣ ✤â✳
❍➻♥❤ ✶✳✷✿ ❚➟♣ ổ ỗ
õ
x
tờ ủ ỗ ừ x1, . . . , xk ♥➳✉
k
k
j
λj x , λj > 0 ∀j = 1, . . . , k,
x=
j=1
λj = 1.
j=1
ủ C ỗ õ ự ồ tờ ủ ỗ
ừ ừ õ ự C ỗ
k
k
1
k ∈ N, ∀λ1 , . . . , λk > 0 :
k
λj = 1, ∀x , . . . , x ∈ C ⇒
j=1
λj xj ∈ C.
j=1
❈❤ù♥❣ ♠✐♥❤✳ ✣✐➲✉ ❦✐➺♥ ✤õ ❧➔ ❤✐➸♥ ♥❤✐➯♥ tø ✤à♥❤ ♥❣❤➽❛✳ ❚❛ ❝❤ù♥❣ ♠✐♥❤
✤✐➲✉ ❦✐➺♥ ❝➛♥ ❜➡♥❣ q✉② ♥↕♣ t❤❡♦ sè ✤✐➸♠✳ ❱ỵ✐
k = 2✱
✤✐➲✉ ❝➛♥ ❝❤ù♥❣
♠✐♥❤ s✉② r❛ ♥❣❛② tø ✤à♥❤ ♥❣❤➽❛ ❝õ❛ t ỗ tờ ủ ỗ sỷ
ú ợ
sỷ
x
k1
ự ợ
tờ ủ ỗ ❝õ❛
k
✤✐➸♠
k
✤✐➸♠✳
x1 , . . . , x k ∈ C ✳
k
k
j
λj x , λj > 0 ∀j = 1, . . . , k,
x=
❚ù❝ ❧➔
j=1
λj = 1.
j=1
✣➦t
k−1
λj .
ξ=
j=1
❑❤✐ ✤â
0<ξ<1
✈➔
k−1
λj xj + λk xk
x=
j=1
k−1
=ξ
j=1
λj j
x + λk xk .
ξ
✭✶✳✶✮
❉♦
k−1
j=1
✈➔
λj
ξ
>0
✈ỵ✐ ♠å✐
λj
=1
ξ
j = 1, . . . , k − 1✱
k−1
y :=
j=1
♥➯♥ t❤❡♦ ❣✐↔ t❤✐➳t q✉② ♥↕♣✱ ✤✐➸♠
λj j
x ∈ C.
ξ
✻
❚❛ ❝â
x = ξy + λxk .
❉♦
ξ > 0, λk > 0
✈➔
k
ξ + λk =
λj = 1,
j=1
♥➯♥
x ❧➔ ♠ët tê ủ ỗ ừ y xk
tở
C x C
ợ t ỗ õ ✈ỵ✐ ❝→❝ ♣❤➨♣ ❣✐❛♦✱ ♣❤➨♣ ❝ë♥❣ ✤↕✐ sè ✈➔ ♣❤➨♣
♥❤➙♥ t➼❝❤ ❉❡s❝❛rt❡s✳ ❈ö t❤➸✱ t❛ ❝â ♠➺♥❤ ✤➲ s❛✉✿
▼➺♥❤ ✤➲ A, B t ỗ tr R C ỗ tr R t
n
m
t s ỗ
A B := {x|x A, x B},
λA + βB := {x|x = αa + βb, a ∈ A, b ∈ B, α, β ∈ R},
A × C := {x ∈ Rn+m |x = (a, c) : a ∈ A, c ∈ C}.
❈❤ù♥❣ ♠✐♥❤✳ ❉➵ ❞➔♥❣ ✤÷đ❝ s✉② r❛ trü❝ t✐➳♣ tø ✤à♥❤ ♥❣❤➽❛✳
✣à♥❤ ♥❣❤➽❛ ✶✳✸✳
x1 , . . . , xk
❚❛ ♥â✐
x
❧➔
tê ❤ñ♣ ❛✲♣❤✐♥
❝õ❛ ❝→❝ ✤✐➸♠ ✭✈➨❝✲tì✮
♥➳✉
k
k
j
x=
λj x ,
j=1
❚➟♣ ❤đ♣ ❝õ❛ ❝→❝ tê ❤đ♣ ❛✲♣❤✐♥ ❝õ❛
λj = 1.
j=1
x1 , . . . , xk
t❤÷í♥❣ ✤÷đ❝ ❣å✐ ❧➔ ❜❛♦
❛✲♣❤✐♥ ❝õ❛ ❝→❝ ✤✐➸♠ ♥➔②✳
✣à♥❤ ♥❣❤➽❛ ✶✳✹✳
▼ët t➟♣
C
✤÷đ❝ ❣å✐ ❧➔
t➟♣ ❛✲♣❤✐♥ ♥➳✉ ♥â ❝❤ù❛ ✤÷í♥❣
t❤➥♥❣ ✤✐ q✉❛ ❤❛✐ ✤✐➸♠ ❜➜t ❦ý ❝õ❛ ♥â✱ tù❝ ❧➔
∀x, y ∈ C, ∀λ ∈ R ⇒ λx + (1 − λ)y ∈ C.
✼
❱➟② t➟♣ ❛✲♣❤✐♥ ❧➔ ♠ët tr÷í♥❣ ❤đ♣ r✐➯♥❣ ❝õ❛ t➟♣ ỗ
ử
M = t ❛✲♣❤✐♥ ❦❤✐ ✈➔ ❝❤➾ ❦❤✐ ♥â ❝â ❞↕♥❣ M = L+a
▼ët ✈➼ ❞ö ✤✐➸♥ ❤➻♥❤ ❝õ❛ t➟♣ ❛✲♣❤✐♥ ❧➔ ❝→❝ ❦❤ỉ♥❣ ❣✐❛♥ ❝♦♥✳
✈ỵ✐ L ❧➔ ♠ët ❦❤ỉ♥❣ ❣✐❛♥ ❝♦♥ ✈➔ a ∈ M ✱ ❦❤ỉ♥❣ ❣✐❛♥ ❝♦♥ L ♥➔② ✤÷đ❝ ①→❝
✤à♥❤ ❞✉② ♥❤➜t✳
❑❤ỉ♥❣ ❣✐❛♥
s♦♥❣ ✈ỵ✐
L
M ✱ ❤♦➦❝ ♥â✐ ♥❣➢♥ ❣å♥ ❤ì♥ ❧➔ ❦❤ỉ♥❣ ❣✐❛♥ ❝♦♥ ❝õ❛ M ✳ ❈❤✐➲✉ ❝õ❛
♠ët t
ợ
M
tr tr ữủ ồ ổ ❝♦♥ s♦♥❣
M
✤÷đ❝ ✤à♥❤ ♥❣❤➽❛ ❜ð✐ ❝❤✐➲✉ ❝õ❛ ❦❤ỉ♥❣ ❣✐❛♥ s♦♥❣ s
ữủ ỵ M
t ❦ý ♠ët t➟♣ ❛✲♣❤✐♥ M ⊂ R
n
❝â sè ❝❤✐➲✉ r ✤➲✉ ❝â ❞↕♥❣
M = {x ∈ Rn : Ax = b},
✭✶✳✷✮
tr♦♥❣ ✤â A ❧➔ ♠❛ tr➟♥ ❝➜♣ (m × n), b ∈ Rm ✈➔ r❛♥❦A = n − r✳ ◆❣÷đ❝
❧↕✐✱ ♠å✐ t➟♣ ❤đ♣ ❝â ❞↕♥❣ ✭✶✳✷✮ ✈ỵ✐ r❛♥❦A = n − r ✤➲✉ ❧➔ t➟♣ ❛✲♣❤✐♥ ❝â sè
❝❤✐➲✉ ❧➔ r✳
✣à♥❤ ♥❣❤➽❛ ✶✳✺✳
▼ët t➟♣
C
✤÷đ❝ ❣å✐ ❧➔
♥â♥ ♥➳✉
∀λ > 0, ∀x ∈ C ⇒ λx ∈ C.
▼ët ♥â♥ ✤÷đ❝ ❣å✐ ❧➔
❱➼ ❞ư
õ ỗ õ ỗ tớ ởt t ỗ
❚➟♣
Rn+ = {x ∈ Rn : x ≥ 0}
❜✮ ❈❤♦
bα Rn ( I)
ợ
I
ởt õ ỗ
t sè ♥➔♦ ✤â✳ ❑❤✐ ✤â t➟♣
K = {x ∈ Rn : x, bα ≤ 0, ∀α ∈ I}
ởt õ ỗ
K ợ K = {x Rn : x, b 0} õ ỗ
K=
ởt t C õ ỗ ❝❤➾ ❦❤✐ ♥â ❝â ❝→❝ t➼♥❤ ❝❤➜t s❛✉✿
α∈I
✭✐✮
✭✐✐✮
λC ⊆ C ✱ ∀λ > 0❀
C + C ⊆ C.
❚✐➳♣ t❤❡♦✱ ❝❤ó♥❣ tổ ợ t ỗ t
t ỗ
ữủ ồ
f :C R
tr ởt t ỗ
C Rn
õ
f
ỗ ợ ồ x, y C ồ λ ∈ (0, 1) t❛ ❝â
f [λx + (1 − )y] f (x) + (1 )f (y).
ữợ ởt ỗ
ỗ
f
ữủ ồ
ồ số tỹ
ỗ t tr C ợ ♠å✐ x, y ∈ C ✱ x = y
λ ∈ (0, 1)
t❛ ❝â
f [λx + (1 − λ)y] < λf (x) + (1 )f (y).
f
ữủ ồ
ỗ ♠↕♥❤
tr➯♥
C
✈ỵ✐ ❤➺ sè
η >0
♥➳✉ ✈ỵ✐
✾
♠å✐
x, y ∈ C ✱ x = y
✈➔ ♠å✐ sè t❤ü❝
λ ∈ (0, 1)
t❛ ❝â
1
f [λx + (1 − λ)y] < λf (x) + (1 − λ)f (y) − ηλ(1 − λ) x − y 2 .
2
✣à♥❤ ♥❣❤➽❛ ✶✳✼✳
❤➔♠ ❧ã♠ tr C f ỗ tr C
❍➔♠ f ✤÷đ❝ ❣å✐ ❧➔ ❤➔♠ t✉②➳♥ t➼♥❤ ❛✲♣❤✐♥ ✭❤❛② ❤➔♠ ❛✲♣❤✐♥ ✮ tr➯♥ C
✭✐✮ ❍➔♠
♥➳✉
f
f
✤÷đ❝ ❣å✐ ❧➔
❤ú✉ ❤↕♥ ✈➔ ứ ỗ ứ ó tr
ử
ồ ỗ tr
p
|xi |p
=
Rn
1/p
n
x
C
ợ
p1
x
= max |xi |.
i=1
❍➔♠ ❦❤♦↔♥❣ ❝→❝❤ tø ✤✐➸♠
inf y∈C x − y
x ∈ Rn
tợ
C
1in
ữủ
dC (x) =
ỗ
f : Rn → R ∪ {+∞}✳
❚❛ ♥â✐
x∗ ∈ Rn
❤➔♠ ❝õ❛ f t x
ữợ
x , z x + f (x) ≤ f (z), ∀z ∈ Rn .
❚➟♣ ❤ñ♣ tt ữợ ừ
ừ
f
t
x
ữủ
f
t
x
ữủ ồ
ữợ
f (x).
ờ C ởt t ỗ ừ R ởt f : C R
n
ỗ ❝❤➾ ❦❤✐
f (x) − f (y) ≥
✣à♥❤ ♥❣❤➽❛ ✶✳✾✳ ❙✐➯✉ ♣❤➥♥❣
f (y), x − y , ∀x, y ∈ C.
tr♦♥❣ ❦❤æ♥❣ ❣✐❛♥
✤✐➸♠ ❝â ❞↕♥❣
{x ∈ Rn : aT x = α},
Rn
❧➔ ♠ët t➟♣ ❤ñ♣ ❝→❝
✶✵
tr♦♥❣ ✤â
❱➨❝✲tì
a ∈ Rn
a
❧➔ ♠ët ✈➨❝✲tì ❦❤→❝
t❤÷í♥❣ ✤÷đ❝ ❣å✐ ❧➔
0
✈➔
α ∈ R✳
✈➨❝✲tì ♣❤→♣ t✉②➳♥
❝õ❛ s✐➯✉ ♣❤➥♥❣✳ ▼ët
s✐➯✉ ♣❤➥♥❣ s➩ ❝❤✐❛ ❦❤ỉ♥❣ ❣✐❛♥ r❛ ❤❛✐ ♥û❛ ❦❤ỉ♥❣ ❣✐❛♥✳ ◆û❛ ❦❤ỉ♥❣ ❣✐❛♥
✤÷đ❝ ✤à♥❤ ♥❣❤➽❛ ♥❤÷ s❛✉✿
✣à♥❤ ♥❣❤➽❛ ✶✳✶✵✳ ◆û❛ ❦❤ỉ♥❣ ❣✐❛♥
❧➔ ♠ët t➟♣ ❤ñ♣ ❝â ❞↕♥❣
{x ∈ Rn : aT x ≥ α},
tr♦♥❣ ✤â
a=0
✈➔
α ∈ R✳
✣à♥❤ ♥❣❤➽❛ ✶✳✶✶✳
aT x = α
❈❤♦ ❤❛✐ t➟♣
C
✈➔
D
❦❤→❝ ré♥❣✱ t❛ ♥â✐
t→❝❤ C ✈➔ D ♥➳✉
aT x ≤ α ≤ aT y,
❚❛ ♥â✐ s✐➯✉ ♣❤➥♥❣
aT x = α
✭✶✳✸✮
t→❝❤ ❝❤➦t C ✈➔ D ♥➳✉
aT x < α < aT y,
ỵ
x C, y D.
s
x C, y D.
ỵ t
C D t ỗ rộ tr Rn s C ∩ D = ∅✳ ❑❤✐
✤â ❝â ♠ët s✐➯✉ ♣❤➥♥❣ t C D
ỵ t ứ õ t s r tứ ờ ữợ
ỵ t ởt t ỗ ởt tỷ ❦❤æ♥❣ t❤✉ë❝ ♥â✳
❇ê ✤➲ ✶✳✷✳
❈❤♦ C
✭❇ê ✤➲ ❧✐➯♥ t❤✉ë❝✮
❧➔ ♠ët t ỗ rộ sỷ x0 C õ tỗ t
t Rn , t = 0 t❤♦↔ ♠➣♥
⊂ Rn
t, x ≥ t, x0 ∀x ∈ C.
✭✶✳✹✮
ự ỵ C D ỗ C D ụ ỗ ỡ ỳ
0
/ (C − D)✱
✈➨❝✲tì
✈ỵ✐
✈➻
C ∩ D = ∅✳
t ∈ Rn , t = 0
x ∈ C, y ∈ D✱
❚❤❡♦ ❜ê ✤➲ tr➯♥ →♣ ❞ư♥❣ ✈ỵ✐
t, z ≥ 0
s❛♦ ❝❤♦
✈ỵ✐ ♠å✐
x0 = 0✱
z C D
tỗ t
z =xy
t õ
t, x t, y ∀x ∈ C, y ∈ D.
▲➜②
α := sup t, y ,
yD
õ s
ỵ
t, x
t
C
D
ỵ t
C D t ỗ õ ❦❤→❝ ré♥❣ s❛♦ ❝❤♦ C ∩ D = ∅✳ ●✐↔ sû
❝â ➼t ♥❤➜t ♠ët t➟♣ ❧➔ ❝♦♠♣❛❝t✳ ❑❤✐ ✤â ❤❛✐ t➟♣ ♥➔② ❝â t❤➸ t→❝❤ ♠↕♥❤ ✤÷đ❝
❜ð✐ ♠ët s✐➯✉ ♣❤➥♥❣✳
❈ơ♥❣ ữ tr ỵ t ữủ s r❛ tø ❜ê ✤➲ s❛✉ ♥â✐
✈➲ sü t→❝❤ ♠↕♥❤ ❣✐ú❛ ởt t ỗ õ ởt t
ờ C R
ởt t ỗ ✤â♥❣✱ ❦❤→❝ ré♥❣ s❛♦ ❝❤♦ 0 ∈/ C ✳
❑❤✐ ✤â tỗ t ởt tỡ t Rn, t = 0 ✈➔ α > 0 s❛♦ ❝❤♦
n
t, x ≥ α > 0, ∀x ∈ C.
❚❤❡♦ ❜ê ✤➲ ♥➔②✱ t❤➻
s✐➯✉ ♣❤➥♥❣
t, x =
C
✈➔ ✤✐➸♠ ❣è❝ t♦↕ ✤ë ❝â t❤➸ t→❝❤ ♠↕♥❤✱ ✈➼ ❞ö ❜ð✐
α
✳
2
❈❤ù♥❣ ♠✐♥❤ ❜ê ✤➲✳ ❉♦ C ✤â♥❣ ✈➔ 0 C tỗ t q B t ð
❣è❝✱ ❜→♥ ❦➼♥❤
r>0
s❛♦ ❝❤♦
C ∩ B = ∅✳
⑩♣ ❞ö♥❣ ✤à♥❤ ỵ t
✶✷
t➟♣
C
✈➔
B✱
t❛ ❝â
t ∈ Rn \ {0}
✈➔
α ∈ R✱
s❛♦ ❝❤♦
t, x ≥ α ≥ t, y ∀x ∈ C, ∀y ∈ B.
❇➡♥❣ ❝→❝❤ ❝❤✉➞♥ ❤â❛ t❛ ❝â t❤➸ ①❡♠
❣è❝ ✤➳♥ s✐➯✉ ♣❤➥♥❣ ➼t ♥❤➜t ❧➔ ❜➡♥❣
t =1
α ≥ r✳
✈➔ ❞♦ ✤â ❦❤♦↔♥❣ ❝→❝❤ tø
❱➟② t❤➻
t, x ≥ α ≥ r > 0.
ự ỵ sỷ C t ❝♦♠♣❛❝t✳ ❚❛ ❝❤➾ r❛ t➟♣ C − D
✤â♥❣✳ ❚❤➟t ✈➟②✱ ❣✐↔ sû
✈ỵ✐
xk ∈ C, y k ∈ D✳
C
❱➟②
❈❤ù♥❣ tä
C −D
t = 0
s
t õ
ú ỵ
D
0
/ C D✱
t, x − y ≥ α > 0
x∈C
C
zk → z✳
❚❛ ❝â
z k = xk − y k
❝♦♠♣❛❝t✱ ♥➯♥ ❝â ♠ët ❞➣② ❝♦♥
inf t, x −
❈❤ù♥❣ tä
✈➔
y kj = z kj − xkj → z − x ∈ D✳
j → +∞✳
t↕✐
❱➻
zk ∈ C − D
✈ỵ✐ ♠å✐
❱➟②
xkj → x
❦❤✐
z = x − y C D
t ờ tr tỗ
x ∈ C, y ∈ D✳
❱➟②
α
α
≥ sup t, y + .
2
2
y∈D
❝â t❤➸ t→❝❤ ♠↕♥❤✳
✣✐➲✉ ❦✐➺♥ ♠ët tr♦♥❣ ❤❛✐ t➟♣ ❧➔ ❝♦♠♣❛❝t tr ỵ
ổ t ọ ữủ t ❞ö tr♦♥❣ ✤â
C := {(x, t) ∈ R2 : x ≥ 0, t = 0}, D := {(x, t) ∈ R2 : t ≥
1
, t > 0, x > 0}.
x
❘ã r t ỗ õ ổ õ ♥❤÷♥❣ ❝❤ó♥❣ ❦❤ỉ♥❣
t❤➸ t→❝❤ ♠↕♥❤ ✤÷đ❝✳ ✭❳❡♠ ❤➻♥❤ ✶✳✹✮✳
❚ø ✤à♥❤ ♥❣❤➽❛ t❛ t❤➜② r➡♥❣✱ ♥➳✉ ❤❛✐ t➟♣ ♥➡♠ tr♦♥❣ ❝ò♥❣ ♠ët s✐➯✉
♣❤➥♥❣✱ t❤➻ ❝❤ó♥❣ ✈➝♥ t→❝❤ ✤÷đ❝✱ ✈➼ ❞ư ❝❤➼♥❤ ❜➡♥❣ s✐➯✉ ♣❤➥♥❣ ✤â✳
✣➸ ❧♦↕✐ ❜ä tr÷í♥❣ ❤đ♣ ❝ü❝ ✤♦❛♥ ♥➔②✱ ♥❣÷í✐ t❛ ✤÷❛ r❛ ❦❤→✐ ♥✐➺♠ t→❝❤
✤ó♥❣ s❛✉✿
✶✸
✭❛✮ ❚→❝❤ ♥❤÷♥❣ ❦❤ỉ♥❣ t→❝❤ ♠↕♥❤
✭❜✮ ❚→❝❤ ♠↕♥❤
❍➻♥❤ ✶✳✹✿ ❚→❝❤ ✈➔ t→❝❤ ♠↕♥❤
❚❛ ♥â✐ ❤❛✐ t➟♣
C
✈➔
D
✤÷đ❝
t→❝❤ ✤ó♥❣
❜ð✐ s✐➯✉ ♣❤➥♥❣
aT x = α
♥➳✉
✭✶✳✶✷✮ t❤ä❛ ♠➣♥ ✈➔ ❝↔ ❤❛✐ t➟♣ ♥➔② ❦❤æ♥❣ ũ trồ tr s
t
ú ỵ r
A B
t ỗ
õ t t ữủ ❞ư
A
✈➔
B
riA∩riB = ∅✱ t❤➻ ❤❛✐ t➟♣ ♥➔②
❧➔ ❤❛✐ ✤÷í♥❣ ❝❤➨♦ ❝õ❛ ♠ët ❤➻♥❤ ❝❤ú
♥❤➟t tr♦♥❣ ♠➦t ♣❤➥♥❣ ✷ ❝❤✐➲✉✳ ❚✉② ♥❤✐➯♥ ❝❤ó♥❣ ❦❤ỉ♥❣ t❤➸ t→❝❤ ✤ó♥❣✳
▼ët ❤➺ q✉↔ r➜t q✉❛♥ trồ ừ ỵ t ờ ồ t➯♥
♥❤➔ t♦→♥ ❤å❝ ❋❛r❦❛s ♥❣÷í✐ ❍✉♥❣❛r②✱ ✤÷đ❝ ❝❤ù♥❣ ♠✐♥❤ tø ữợ
ởt ỵ ồ ờ ♥➔② r➜t trü❝ q✉❛♥✱ ❞➵ →♣ ❞ö♥❣ tr♦♥❣
♥❤✐➲✉ ❧➽♥❤ ✈ü❝ ữ tố ữ ỵ tt t tỷ
q✉↔ ✶✳✶✳ ❈❤♦ A ❧➔ ♠ët ♠❛ tr➟♥ t❤ü❝ ❝➜♣ m × n ✈➔ a ∈ R ✳ ❑❤✐ ✤â
n
tr♦♥❣ ữợ õ ởt ♥❤➜t ♠ët ❤➺ ❝â ♥❣❤✐➺♠✿
Ax ≥ 0, aT x < 0
AT y = a, y ≥ 0
✈ỵ✐ ♠ët x ∈ Rn,
ợ ởt y Rm.
ởt t tữỡ ữỡ ữợ ổ ỳ ồ ừ ờ
rs
✶✹
◆û❛ ❦❤ỉ♥❣ ❣✐❛♥
✈➨❝✲tì
a
{x|aT x ≥ 0}
{x|Ax ≥ 0}
❝❤ù❛ ♥â♥
♥➡♠ tr♦♥❣ ♥â♥ s✐♥❤ ❜ð✐ ❝→❝ ❤➔♥❣ ❝õ❛ ♠❛ tr➟♥
A T x ≥ 0 ⇒ aT x ≥ 0
❦❤✐ ✈➔ ❝❤➾ ❦❤✐
❦❤✐ ✈➔ ❝❤➾ ❦❤✐
A✳
❚ù❝ ❧➔
AT y = a, y ≥ 0.
❚➼♥❤ ❝❤➜t ❤➻♥❤ ❤å❝ ❝õ❛ ❜ê ✤➲ ♥➔② r➜t rã✳ ◆â õ r õ ỗ õ
{x|Ax 0}
tr ỷ ổ ❣✐❛♥
✈➨❝✲tì ♣❤→♣ t✉②➳♥
a
{x|aT x ≥ 0}
❦❤✐ ✈➔ ❝❤➾ ❦❤✐
ð tr♦♥❣ ♥â♥ s✐♥❤ ❜ð✐ ❝→❝ ❤➔♥❣ ❝õ❛ ♠❛ tr➟♥
A✳
❍➻♥❤ ✶✳✺✿ ❇ê ✤➲ ❋❛r❦❛s
❈❤ù♥❣ ♠✐♥❤ ❜ê ✤➲ ❋❛r❦❛s✳ ●✐↔ sû ✭✶✳✻✮ ❝â ♠ët ♥❣❤✐➺♠ y
♥❤÷
Ax ≥ 0✱
0, y ≥ 0✱
t❛ ❝â
t❤➻ tø
AT y = a
t ổ ữợ ợ
aT x = y T Ax 0
C
t ỗ õ
❦❤æ♥❣ ❝â ♥❣❤✐➺♠✱ ♥➯♥
✈➔ ❞♦
Ax ≥
❱➟② ✭✶✳✺✮ ❦❤æ♥❣ t❤➸ ❝â ♥❣❤✐➺♠✳
❇➙② ❣✐í t❛ ❣✐↔ sû ❤➺ ✭✶✳✻✮ ❦❤ỉ♥❣ ❝â ♥❣❤✐➺♠✳ ▲➜② t➟♣
AT y = x}✳
x✱
♥➔♦ ✤â✳ ◆➳✉
C = {x|∃y ≥ 0 :
0 C
a
/ C ỵ t tỗ t
p = 0 ởt số R s❛♦ ❝❤♦ pT a < α < pT x ✈ỵ✐ ♠å✐ x ∈ C ✳ ❉♦ 0 ∈ C ✱
♥➯♥
α < 0✳
❚❤❛②
x = AT y ✱
✈ỵ✐
y ≥ 0✱
t❛ ✈✐➳t ✤÷đ❝
α ≤ pT AT y = y T Ap✳
ú ỵ r
x = AT y
x C
p
x ∈ C
❱➟② ❝→❝ t♦↕ ✤ë ❝õ❛
α ≤ pT AT y = y T Ap✱
✈➨❝✲tì
t❤➻
s❛♦ ❝❤♦
s✉② r❛
Ap ≥ 0
✈➔
y
✈ỵ✐ ♠å✐
ξ ≥ 0
tứ
x = AT y
õ
õ t ợ tý ỵ ♥➯♥ tø ❜➜t ✤➥♥❣ t❤ù❝
Ap ≥ 0✳
❱➟② t❛ ✤➣ ❝❤➾ r sỹ tỗ t ừ ởt
aT p < 0
ự tä ❤➺ ✭✶✳✺✮ ❝â ♥❣❤✐➺♠✳
✶✳✷ ❚♦→♥ tû ❝❤✐➳✉ ❦❤♦↔♥❣ ❝→❝❤
❇➔✐ t t ởt t ỗ õ trá q✉❛♥ trå♥❣ ✈➔ ❝â r➜t
♥❤✐➲✉ ù♥❣ ❞ö♥❣ tr♦♥❣ tè✐ ÷✉✱ ❝➙♥ ❜➡♥❣ ✈➔ ❜➜t ✤➥♥❣ t❤ù❝ ❜✐➳♥ ♣❤➙♥✱✳✳✳
❈ö t❤➸✱ t s ự sỹ tỗ t t t ừ
ởt t ỗ õ s→t ♠ët sè t➼♥❤ ❝❤➜t ❝ì ❜↔♥ ❝õ❛ t♦→♥ tû
C=
ổ t tt ỗ
y
ởt tỡ
t ý ✤➦t
dC (y) := inf x − y .
x∈C
❚❛ ♥â✐
dC (y)
❧➔
❦❤♦↔♥❣ tứ y C tỗ t ∈ C s❛♦ ❝❤♦
dC (y) = π − y ,
t❤➻ t õ
ú ỵ
C
ừ y tr C ✭❳❡♠ ❤➻♥❤ ✶✳✻✮✳
❚❤❡♦ ✤à♥❤ ♥❣❤➽❛ ✶✳✶✷✱ t❛ t❤➜② ❤➻♥❤ ❝❤✐➳✉
pC (y)
❝õ❛
y
tr➯♥
s➩ ❧➔ ♥❣❤✐➺♠ ❝õ❛ ❜➔✐ t♦→♥ tè✐ ÷✉
min{
x
1
x−y
2
❉♦ ✤â✱ ✈✐➺❝ t ừ
ừ t ữỡ
ỵ
xy
2
y
2
tr
tr
: x ∈ C}.
C
❝â t❤➸ ✤÷❛ ✈➲ ✈✐➺❝ t➻♠ ❝ü❝ t✐➸✉
C✳
π = PC (y)✱ ❤♦➦❝ ✤ì♥ ❣✐↔♥ ❤ì♥ ❧➔ P (y) ♥➳✉ ❦❤æ♥❣ ❝➛♥ ♥❤➜♥
♠↕♥❤ ✤➳♥ t➟♣ ❝❤✐➳✉
C✳
C ỗ
C ổ ỗ
ổ ❣â❝
✣à♥❤ ♥❣❤➽❛ ✶✳✶✸✳
Rn ✱
→♥❤ ①↕
❈❤♦
PC : R n → C
C
❧➔ t ỗ õ rộ tr ổ
♥❣❤✐➺♠ ❝õ❛ ❜➔✐ t♦→♥✿
x − PC (x) = min x − y
y∈C
✤÷đ❝ ❣å✐ ❧➔
t♦→♥ tû ❝❤✐➳✉ tr➯♥ C ✳
✣à♥❤ ♥❣❤➽❛ ✶✳✶✹✳
t➟♣
C
t↕✐
x0
❈❤♦
C ⊆ Rn , x0 ∈ C ✳
◆â♥ ♣❤→♣ t✉②➳♥
✭♥❣♦➔✐✮ ❝õ❛
❧➔ t➟♣ ❤ñ♣
NC (x0 ) := {w : wT (x − x0 ) ≤ 0 ∀x ∈ C}.
▼➺♥❤ ✤➲ ✶✳✻✳ C ởt t ỗ õ rộ ✤â✿
❱ỵ✐ ♠å✐ y ∈ Rn✱ π ∈ C ❤❛✐ t➼♥❤ ❝❤➜t s❛✉ ❧➔ t÷ì♥❣ ✤÷ì♥❣✿
❛✮ π = pC (y)✱
❜✮ y − π ∈ NC (π)✳
n
✭✐✐✮ ❱ỵ✐ ♠å✐ y ∈ R ✱ ❤➻♥❤ ❝❤✐➳✉ pC (y) ❝õ❛ y tr➯♥ C ❧✉æ♥ tỗ t
t
y
/ C t pC (y) − y, x − pC (y) = 0 ❧➔ s✐➯✉ ♣❤➥♥❣ tü❛ ❝õ❛ C
✭✐✮
✶✼
t↕✐ pC (y) ✈➔ t→❝❤ ❤➥♥ y ❦❤ä✐ C ✭❤➻♥❤ ✶✳✼✮✱ tù❝ ❧➔
pC (y) − y, x − pC (y) ≥ 0, ∀x ∈ C,
✈➔
pC (y) − y, y − pC (y) < 0.
❍➻♥❤ ✶✳✼✿
✭✐✈✮
⑩♥❤ ①↕ y → pC (y) ❝â ❝→❝ t➼♥❤ ❝❤➜t s❛✉✿
❛✮ ❚➼♥❤ ❦❤æ♥❣ ❣✐➣♥✿ pC (x) − pC (y) ≤ x − y ∀x, ∀y.
❜✮ ❚➼♥❤ ỗ ự pC (x) pC (y), x y ≥ pC (x) − pC (y)
2
.
❈❤ù♥❣ ♠✐♥❤✳ ✭✐✮ ●✐↔ sû ❝â π = pC (y)✳ ▲➜② x ∈ C ✈➔ λ ∈ (0, 1)✳ ✣➦t
xλ := λx + (1 − ).
x, C
C
ỗ
y y xλ
xλ ∈ C ✳
▼➦t ❦❤→❝ ✈➻
2
≤ λ(x − π) + (π − y)
⇔ π−y
2
≤ λ2 x − π
2
❧➔ ❤➻♥❤ ❝❤✐➳✉ ❝õ❛
✳ ❑❤✐ ✤â
π−y
⇔λ x − π
π
2
2
+ 2λ x − π, π − y + π − y
+ 2 x − π, π − y ≥ 0.
2
y✱
✶✽
x∈C
✣✐➲✉ ♥➔② ✤ó♥❣ ✈ỵ✐ ♠å✐
✈➔
λ ∈ (0, 1)✳
❉♦ ✤â ❦❤✐ ❝❤♦
λ
t✐➳♥ ✤➳♥
0✱
t❛ ✤÷đ❝
π − y, x − π ≥ 0 ∀x ∈ C.
❱➟②
y − π ∈ NC (π)✳
◆❣÷đ❝ ❧↕✐✱ ❣✐↔ sû ❝â
y − π ∈ NC (π)✳
❱ỵ✐ ♠å✐
x ∈ C✱
t❛ ❝â
0 ≥ (y − π)T (x − π) = (y − π)T (x − y + y − π)
= y−π
2
+ (y − π)T (x − y).
❑❤✐ ✤â✱ t❤❡♦ ❣✐↔ sû ✈➔ ❜➜t ✤➥♥❣ t❤ù❝ ❈❛✉❝❤②✲❙❝❤✇❛r③ t❛ ❝â
y−π
2
≤ (y − π)T (y − x) ≤ y − π
y − π ≤ y − x , ∀x ∈ C
❙✉② r❛
✭✐✐✮ ❱➻
dC (y) = inf xc x y
tỗ t ởt
{xk } ∈ C
✈➔ ❞♦ ✤â
y−x .
π = p(y)✳
✱ ♥➯♥ t❤❡♦ ✤à♥❤ ừ ữợ ú
s
lim xk y = dC (y) < +∞.
k
❱➟② ❞➣②
π
xk
❜à ❝❤➦♥✱ ❞♦ ✤â ♥â ❝â ♠ët ❞➣② ❝♦♥
♥➔♦ ✤â✳ ❱➻
C
✤â♥❣✱ ♥➯♥
π ∈ C✳
{xkj } ❤ë✐ tö ✤➳♥ ♠ët ✤✐➸♠
❱➟②
π − y = lim xkj − y = lim xk − y = dC (y).
j
❱➟②
π
❧➔ ❤➻♥❤ ❝❤✐➳✉ ❝õ❛
k
y
tr➯♥
C✳
❚❛ ✤✐ ❝❤ù♥❣ ♠✐♥❤ t➼♥❤ ❞✉② ♥❤➜t ❝õ❛ ❤➻♥❤ t tỗ t
1
❝õ❛
y
tr➯♥
C✱
t❤➻
y − π ∈ NC (π), y − π 1 ∈ NC (π).
❚ù❝ ❧➔
π − y, π 1 − π ≥ 0
✭✶✳✼✮
✶✾
✈➔
π 1 − y, π − π 1 ≥ 0.
❈ë♥❣ ✭✶✳✼✮ ✈➔ ✭✶✳✽✮✱ t❛ s✉② r❛
✭✐✐✐✮ ❱➻
π − y, π
C
✈➻
π − π 1 ≤ 0✱
✈➔ ❞♦ ✤â
π = π1✳
y − π ∈ NC (π) ♥➯♥ π − y, x − π ≥ 0 ∀x ∈ C ✳ ❱➟② π − y, x =
❧➔ ♠ët s✐➯✉ ♣❤➥♥❣ tü❛ ❝õ❛
y=π
C
t↕✐
π ✳ ❙✐➯✉ ♣❤➥♥❣ ♥➔② t→❝❤ y
❦❤ä✐
♥➯♥
π − y, y − π = − π − y
✭✐✈✮ ❚❤❡♦ ✭✐✐✮ →♥❤ ①↕
NC (p(z))
✭✶✳✽✮
✈ỵ✐ ♠å✐
z
x → p(x)
♥➯♥ →♣ ❞ư♥❣ ✈ỵ✐
2
< 0.
①→❝ ✤à♥❤ ❦❤➢♣ ♥ì✐✳ ❱➻
z=x
✈➔
z = y✱
z − p(z) ∈
t❛ ❝â
x − p(x), p(y) − p(x) ≤ 0
✭✶✳✾✮
y − p(y), p(x) − p(y) ≤ 0.
✭✶✳✶✵✮
✈➔
❈ë♥❣ ✭✶✳✾✮ ✈➔ ✭✶✳✶✵✮ t❛ ✤÷đ❝
p(y) − p(x), p(y) − p(x) + x − y ≤ 0.
❉♦ ✤â✱ t❤❡♦ ❜➜t ✤➥♥❣ t❤ù❝ ❈❛✉❝❤②✲❙❝❤✇❛r③✱ s✉② r❛
p(x) − p(y) ≤ x − y .
ự t ỗ ự ử t t ừ ữủt ợ
p(x)
p(y)
t õ
p(x) x, p(x) − p(y) ≤ 0.
✭✶✳✶✶✮
y − p(y), p(x) − p(y) ≤ 0.
✭✶✳✶✷✮
✷✵
❈ë♥❣ ✭✶✳✶✶✮ ✈➔ ✭✶✳✶✷✮✱ t❛ ✤÷đ❝
p(x) − p(y) + y − x, p(x) − p(y)
= p(x) − p(y), y − x + p(x) − p(y)
2
≤0
⇔ p(x) − p(y), y − x ≥ p(x) − p(y) 2 .
❚❛ ❝â ✤✐➲✉ ♣❤↔✐ ự
ú ỵ
tỷ tr ỏ õ ởt t➼♥❤ ❝❤➜t ♠↕♥❤ ❤ì♥ t➼♥❤
❦❤ỉ♥❣ ❣✐➣♥ ♥➯✉ ð tr➯♥✳ ❈ư t❤➸✱ t❛ ❝â
p(x) − p(y)
2
≤ x−y
2
− p(x) − p(y) − x + y
2
∀x, y.
❚r♦♥❣ ♥❤✐➲✉ ù♥❣ ❞ư♥❣ t❤÷í♥❣ ❣➦♣✱ t➟♣ ❝❤✐➳✉ ❝â ♥❤ú♥❣ t➼♥❤ ❝❤➜t ✤➦❝
❜✐➺t✿ ✈➼ ❞ö ♥â ❧➔ ♥û❛ ❦❤æ♥❣ ❣✐❛♥✱ ❤➻♥❤ ❝➛✉ ✤â♥❣ ❤❛② s✐➯✉ ❤ë♣ t❤➻ ✤✐➸♠
❝❤✐➳✉ ❝â t❤➸ t➼♥❤ ✤÷đ❝ ♠ët ❝→❝❤ t÷í♥❣ ♠✐♥❤✳ ❚❛ ❝â ❝→❝ tr÷í♥❣ ❤đ♣ s❛✉✿
❱➼ ❞ư ✶✳✺✳
❈❤♦
C
✭❈❤✐➳✉ ❧➯♥ ♥û❛ ❦❤ỉ♥❣ ❣✐❛♥✮
❧➔ ♠ët ♥û❛ ❦❤ỉ♥❣ ❣✐❛♥ ✤÷đ❝ ✤à♥❤ ♥❣❤➽❛ ❜ð✐
C = {x ∈ R : aT x ≤ α}
tr♦♥❣ ✤â
a=0
❧➔ ♠ët ✈➨❝✲tì ♥➡♠ tr♦♥❣
❑❤✐ ✤â✱ ❤➻♥❤ ❝❤✐➳✉ ❝õ❛
a
✈➨❝✲tì
u ∈ Rn
PC (u) := u − max{0;
❱➼ ❞ư ✶✳✻✳
❈❤♦
C
Rn
✈➔
❧➯♥
α
C
❧➔ ♠ët sè t❤ü❝✳
✤÷đ❝ ①→❝ ✤à♥❤ ♥❤÷ s❛✉✿
a, u − α
}a.
a 2
✭❈❤✐➳✉ ❧➯♥ ❤➻♥❤ ❝➛✉ ✤â♥❣✮
❧➔ ❤➻♥❤ ❝➛✉ t➙♠
a
❜→♥ ❦➼♥❤
r
✤÷đ❝ ✤à♥❤ ♥❣❤➽❛ ❜ð✐
C := {x : x − a ≤ r}.
❑❤✐ ✤â✱ ❤➻♥❤ ❝❤✐➳✉ ❝õ❛
u
❧➯♥
C
✤÷đ❝ ①→❝ ✤à♥❤ ♥❤÷ s❛✉✿