Optimizacin bodlogo, dasgalyn xuraamj

R.nxbat

D.Nmsrn

M.Mnd-Amar

Ulaanbaatar xot
2005 on

1
1.1

blg. Optimizacin songodog bodlogyn tawil

Yndsn olgoltuud

Funkcin ggdsn olonlog drx xamgin ix swl xamgin baga utgaa awdag cgig olox
bodlogyg optimizacin bodlogo gn. f (x) funkcig X olonlog dr minimumqlax bodlogyg

f (x) min, x X

(1.1)

gj biqdg. nd f -ig zorilgyn funkc, X-ig bolomjit idin olonlog, x X-ig

(1.1) bodlogyn bolomjit id gn. nx nomyn tur bid tgslg xmjst bodloguud
zx bgd rr xlbl bodlogyn bolomjit idin olonlog n Ewklid ogtorgu Rn
dr orino. Xrw x X Rn cgin xuwd

f (x ) f (x), x X

(1.2)

nxcl bielj bawal tnig f (x) funkcin X olonlog drx global minimumyn cg swl
(1.1) bodlogyn global id gn. Xrw x X Rn cgin xuwd

f (x ) f (x), x X O (x )

(1.3)

nxcl bielj baxaar too oldoj bawal tnig f (x) funkcin X olonlog drx lokal
minimumyn cg swl (1.1) bodlogyn lokal id gn. nd O (x ) = {x Rn | ||xx || }
n x dr twt radiusta bmblg m. Xrw (1.2), (1.3) nxcld n x 6= x xuwd
rs bielj bawal x -g xargalzan rs global, rs lokal minimumyn cg gj rdag. f (x)
funkcig X olonlog dr maksimumqlax bodlogo n

f (x) max, x X

(1.4)

gsn xlbrt biqigdn. mnxt adilaar nx bodlogyn xuwd lokal, global

idig todorxolj bolno. (1.4) bodlogo n

f (x) min, x X
1

bodlogoto kwiwalent bgd imd dgr bodloguudyn global, lokal, rs global, rs

lokal idin olonloguud n dawxcana. n n bidnd xndrlggr minimumqlax bodlogyn xuwd rigdsan glbrdig maksimumqlax bodlogyn xuwd xrwln rix bololcoog olgono. f (x)-in X olonlog drx maksimum, minimumyn cgdig ngtgd ernxi
nrr kstremumyn cgd gj rdag. Tnqln (1.1), (1.4) bodloguudyg kstremal bodloguud gn.

1.2

Global id orin bax n

f funkcin X olonlog drx dood torgon zaag rr xlbl f = inf f (x) = inf f (x)
xX

xmjigdxnig (1.1) bodlogyn utga gn. nd gurwan toxioldol baj bolno:

1. f > ba mar ngn x X in xuwd f (x ) = f rr xlbl bodlogyn utga
zaaglagdsan bgd nx utgand xrgdg cg orin badag.
2. f > ba f (x) > f , x X rr xlbl bodlogyn utga zaaglagdsan bolowq nx
utgand xrgdg cg orin badagg.
3. f = rr xlbl bodlogyn utga zaaglagdaag.
xni toxioldold (1.1) bodlogo global idt, xarin (2) bolon (3) toxioldold bodlogo
idg.

Teorem 1.1(Wertrass) X olonlog n Rn drx kompakt(bit zaaglagdsan olonlog),

f n X olonlog dr tasraltg funkc bag. Tgwl (1.1) bodlogyn global id n
orin bana.

X Rn olonlog dr todorxologdson f funkcin xuwd swl lim xk = x X\X

k
f (xk ) = ( lim f (xk ) = )
swl lim ||xk || = bax {xk } X daraallyn xuwd lim
k

nxcl bielj bawal tnig X olonlog dr tgsglg sdg(buurdag) daraalal

gn.

Teorem 1.2 X n Rn drx duryn olonlog, f n X dr tgsglg sdg tasraltg funkc

bag. Tgwl (1.1) bodlogyn global id n orin bana.

1.3

Kwadratlag funkc
f (x) =< Ax, x > + < b, x > +c =

n X
n
X
i=1 j=1

aij xi xj +

n
X

bj xj + c,

(1.5)

j=1

gsn xlbrin funkcig kwadratlag funkc gn. nd A = (aij ) n n n xmjst simmetr

matric, b = (bj ) Rn , c R.

Teorem 1.3 (1.5) kwadratlag funkc n swl Rn dr dooroosoo zaaglagdaag bana swl
Rn dr global minimumyn cgt bana. Xrw xor dax nxcl n bielgdj
2

bawal A matric n srg bi todorxologdson matric .x. < Ax, x > 0, x Rn

bana.

Teorem 1.4 Xrw A matric n erg todorxologdson .x. < Ax, x >> 0, x Rn , x 6= 0
bawal kwadratlag funkc (1.5) n Rn dr tgsglg sdg bgd X Rn dr
global minimumyn cgt bana.

Teorem 1.5(Silwestrin injr) A matric n n n xmjst simmetr matric

bag. Tgwl

1. A matric srg bi todorxologdson bax zalg bgd xrlct nxcl

n tni bx gol minoruud n srg bi bax wdal m.
2. A matric erg todorxologdson bax zalg bgd xrlct nxcl n
tni bx gol minoruud n erg bax wdal m.
x0 Rn cgin X Rn olonlog drx proekc gj X olonlogin cgd dotroos x0
cgt xamgin orxon orix cgig xln. rr xlbl proekc n f (x) = ||xx0 ||2
min, x X bodlogyn global id bana. nd f n f (x) =< x x0 , x x0 >=< x, x >
2 < x0 , x > + < x0 , x0 > gsn ngj matric bxi kwadratlag funkc m.

Teorem 1.6 x0 Rn cgin bit olonlog X Rn drx proekc n orin bana.

1.4

Optimizacin bodlogyn geometr talbar.

Geometr baguulalt n optimizacin onold quxal baryg zldg. dgr n ng talaas

ggdsn teoremyn geometr drsllig xarax bololcoog olgox tdig ng talaar xlbar optimizacin bodloguudyn idig xaxad aig tusta badag. X R2 bxi (1.1)
bodlogyn geometr drsllig xaraxyn tuld xawtga dr X olonlog bolon f funkcyn xd
xdn twni ugam gj nrlgdx L (f ) = x R2 |f (x) = , R olonloguudyg zalg baguulax aardpagata boldog. f funkcyn rqlltin tlw badlyg xaraxyn
tuld ggdsn twni ugamyn -aas ix utga awq bu tald n + tmdg ng tald n
tmdg tawix n aigta badag. Bodlogyn global idig olox bodlogo n twni
ugam L (f ) n X olonlogto xooson bir ogtlolcdog tim -uudaas xamgin baga yg
olox bodlogo ruu iljin. n ed x L (f )X n bodlogyn global id bax bgd
= f = f (x ) tni utga bana. x id n X olonlogin dotor q orij bolno, gadna
q orij bolno.

Dasgal
1.1.
f (x) = (k a)x + e(kb)(kc)x funkc R tnxlg dr global minimumyn cgt bax k
parametrin bx utgyg ol. Mn f = inf f (x) utga tgslg bolowq n utgand xrgdg cg
R
R s olddogg bax k parametrin bx utgyg ol.
3

a
4
1
9
5
2

1
2
3
4
5

b
2
3
1
3
3

c
7
5
3
8
4

Xsngt 1.1.
a b c
a

6
7
8
9
10

7
3
8
5
7

5
5
2
2
3

9
6
7
6
5

11
12
13
14
15

8
4
3
9
5

b
6
7
1
4
6

c
9
8
9
7
7

16
17
18
19
20

a
8
6
7
9
6

b
5
8
5
6
2

c
7
9
8
7
5

1.2.
f (x, y) = kx2 + 2axy + b2 y 2 + cx + my kwadratlag funkc R2 dr global minimumyn cgt
bax k, m parametrdin bx utguudyg ol.

1
2
3
4
5

a
2
1
3
4
5

b
c
3 6
8 -1
4 6
5 -8
2 10

6
7
8
9
10

a
1
3
5
2
4

Xsngt 1.2.
b
c
a

4
2
3
5
3

-2
9
5
-4
-12

11
12
13
14
15

5
1
4
2
3

b
c
2 15
4 -3
5 -4
3 8
7 6

16
17
18
19
20

a
4
5
3
1
2

b
c
3 16
6 -10
4 -15
3
4
5 -2

1.3.
Doorx f (x, y) funkcuudyn R2 xawtga drx L = {(x, y)|f (x, y) = } twni ugamuudyg
= 0, 1, 2 ed tus tus drsl. a. ax + by
b. ax2 + by 2
w. ax2 by 2
d. a|x| + b|y|
e. a|x| b|y|
g. ax2 + by
3
3
3
j. ax + by
z. axy bx :

1
2
3
4
5

a
b
2 3
3 4
5 6
7 3
9 10

Xsngt 1.3.
a b
a

6
7
8
9
10

4
5
3
4
8

5
3
1
2
6

11
12
13
14
15

3
6
7
1
8

b
6
4
5
4
9

16
17
18
19
20

a
1
8
5
6
5

b
2
7
2
9
8

1.4.
R2 dr koordinatyn xin X = {(x, y)| ax + by c} xagas xawtga drx proekcig ol.

1
2
3
4
5

a b c
2 1 3
1 -3 1
3 2 4
-5 1 3
4 -5 2

Xsngt 1.4.
b c
a

6
7
8
9
10

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

4
5
1
2
3

11
12
13
14
15
4

1
2
-3
1
4

b
-2
4
1
4
3

c
1
2
5
3
4

16
17
18
19
20

a
5
-3
-5
5
-3

b
-2
5
4
3
4

c
5
3
2
4
1

1.5.
(a, b) R2 cgin X = {(x, y)| x2 + y 2 c2 } dugu drx proekcig ol.

1
2
3
4
5

a b c
3 5 3
4 -1 4
5 1 5
1 2 1
2 -3 2

Xsngt 1.5.
b c
a

6
7
8
9
10

a
-1 3
6 -1
-4 1
2 7
5 2

2
5
4
1
3

11
12
13
14
15

1
1
-5
1
3

b
-4
3
4
-2
-2

c
3
1
5
2
3

a
-1
-2
-3
7
1

16
17
18
19
20

b
5
5
2
-3
4

c
4
2
1
2
4

1.6.
f (x, y) = x2 + ay 2 funkcin X = {(x, y)| |x| + b|y| c} olonlog drx global maksimumyn
cgig ol.
a
3
1
5
2
1

1
2
3
4
5

b
2
2
2
3
3

c
4
3
2
4
3

6
7
8
9
10

a
5
10
1
3
20

Xsngt 1.6.
b c
a

3 2
3 4
4 1
4 2
4 3

11
12
13
14
15

b
2 1
1/2 1
4/5 1
12 3
8 3

c
3
2
1
6
4

16
17
18
19
20

a
6
1
5
20
30

b
c
2 9
2 4
2 5
5 10
5 20

1.7.
f (x, y) = ax2 by 2 funkcin X = {(x, y)| |x + 1| + |y c| 1} olonlog drx global
kstremumyn cgdig ol.

1
2
3
4
5

a
5
3
10
5
4

b
c
2 3/4
1
1
3 7/6
1
2
1 3/2

6
7
8
9
10

a
5
2
7
8
11

Xsngt 1.7.
b
c
a

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

11
12
13
14
15

6
7
13
9
9

b
1
1
5
2
7

c
5/2
3
4/5
7/4
1/7

16
17
18
19
20

a
7
3
5
7
8

b
3
2
4
2
1

c
2/3
1/4
1/8
5/4
7/2

1.8.
f (x, y) = ax y funkc X = {(x, y)| x y kx + b|x| + c} olonlog dr global minimumyn
cgt bax k parametrin bx utguud todorxolj, dgr cgdig ol.

1
2
3
4
5

a
6
7
8
3
5

b
3
2
4
1
2

c
5
2
3
1
4

Xsngt 1.8.
b c
a

6
7
8
9
10

a
4 2
7 3
9 4
10 3
2 1

2
3
5
4
1

11
12
13
14
15
5

8
10
4
6
8

b
2
4
1
2
3

c
4
1
5
3
2

16
17
18
19
20

a
6
9
5
9
10

b
1
2
1
3
2

c
3
1
2
5
4

Bodlogo

1.1.
X duryn olonlog, f n X olonlog drx duryn toon funkc, n U R dr sdg funkc
bgd f (x) U, x X bag. Tgwl (1.1) bodlogo n
(f (x)) min, x X
bodlogoto kwiwalent boloxyg batal. rr xlbl dgr bodloguudyn rs bolon rs
bi global swl lokal minimumyn cgdin olonloguud n xargalzan dawxcdag bgd
inf (f (x)) = (inf f (x)) boloxyg batal.
X

1.2.
X n duryn olonlog bag. X olonlog dr todorxologdson duryn f funkcin xuwd
f = inf f (x) ge. Tgwl daraax tnctgl bolon tnctgl bidig batal.

a.
b.
w.
g.
d.
e.

(f + ) = f + , , R, > 0
(f + g) f + g
xrw f 0, g 0 bol (f g) f g
(min{f, g}) = min{f , g }
(max{f, g}) max{f , g }
xrw f > , g > bol f (x)g(x) + f g f (x)g + g(x)f , x X.

1.3.
f (x, y) funkc n X Y dekartyn rjwr dr todorxologdson bag.
a. inf f (x, y) = inf inf f (x, y) = inf inf f (x, y)
XY

b. sup inf f (x, y) inf sup f (x, y).

X

boloxyg tus tus batal.

1.4.
X Rn olonlog dr todorxologdson f funkcin xuwd {k k } X, lim xk = x nxk

cls f (x) lim f (xk ), (f (x)) lim f (xk ) nxcl mrdj bawal tnig x cg dr
k

dooroosoo
( (drs) xagas tasraltg gj rdag.
1, xrw x > 0
f (x) =
funkc dooroosoo(drs) xagas tasraltg bolj baxaar 0
1, xrw x < 0
cg dr todorxol.

1.5.
f funkc x cg dr tasraltg bax zalg bgd xrlct nxcl n trr n
cg dr drs bolon dooroosoo xagas tasraltg bax wdal boloxyg batal.
6

1.6.
f funkc dooroosoo xagas tasraltg bax kzalg bgd xrlct nxcl n f
funkc n drs xagas tasraltg bax wdal boloxyg batal.
1.7.
Xor dooroosoo xagas tasraltg funkcuudyg nmxd, dooroosoo xagas tasraltg funkcig
srg bi toogoor rjixd dooroosoo xagas tasraltg funkc garna gdgig tus tus batal.

1.8.
X Rn bolon Y Rn duryn olonloguud, (x, y) funkc n X Y dr todorxologdson
bgd bxlgdsn y Y brin xuwd X dr dooroosoo xagas tasraltg, bxlgdsn
x X brin xuwd Y dr drs zaaglagdsan bag. Tgwl f (x) = sup (x, y) funkc n
Y

X dr dooroosoo xagas tasraltg gj batal.

1.9.

Daraax Weirtrassyn rgtgsn teoremyg batal. X n Rn drx kompakt, f n X dr

dooroosoo xagas tasraltg funkc bag. Tgwl f yn X drx global minimumyn cg n
orin bana.

1.10.
X n Rn drx duryn olonlog, Y n Rm drx kompakt, (x, y) n X Y dr tasraltg(dooroosoo xagas tasraltg) funkc bag. f (x) = min (x, y) funkc n X dr tasraltg
(dooroosoo xagas tasraltg) bana gj batal.

1.11.
X n Rn drx duryn olonlog, Y n Rm drx kompakt, (x, y) n X Y dr tasraltg
funkc bag. Bxlgdsn x X xuwd (x, y) funkc n Y dr global minimumdaa coryn
ganc y(x) cg dr xrdg gj ze. y(x) funkc n X dr tasraltg gj batal.
1.12.
Toon daraalal {ak } n l buurax, .x. k xuwd ak ak+1 bag. lim ak = sup ak boloxyg
k

batal.

1.13.
X n Rn drx duryn olonlog, fk (k = 1, 2, . . . ) d n X dr x X-in xuwd fk (x)
daraalal n l buurax gsn nxclig xangadag funkcuud bag. Tgwl
a. lim sup fk (x) = sup lim fk (x)
k X

X k

b. xrw fk (k = 1, 2, . . . ) funkcuud n X dr dooroosoo xagas tasraltg bgd x X

xuwd {fk (x)} daraalal n drs zaaglagdsan bol f (x) = lim fk (x) funkc n X dr
k
dooroosoo xagas tasraltg gdgig tus tus batal.

1.14.
X n Rn drx kompakt, fk (k = 1, 2, . . . ) d n x X xuwd {fk (x)} daraalal n l
buurax, drs zaaglagdsan nxclig xangax X dr dooroosoo xagas tasraltg funkcuud
bag. Tnqln xk n fk (x) funkcin X drx global minimumyn cg, x
n {xk } daraallyn
duryn xzgaaryn cg bag.
a. lim min fk (x) = min lim fk (x);
k X

b. x
n f (x) = lim fk (x) funkcin X olonlog drx global minimumyn cg
k
boloxyg tus tus batal.

1.15.
X = {x X| f (x) }, R olonlogig f funkcin X Rn olonlog drx Lebegin
olonlog gn. Daraax glbrdig batal.
a. xrw X bitbgd f n X dr dooroosoo xagas tasraltg bol bx X olonloguud n
bit.
b. xrw bx X olonloguud n bit bol f n X dr dooroosoo xagas tasraltg bana.
1.16.
Daraax Wertrassyn rgtgsn teoremyg batal.
X n Rn drx bit olonlog, f n X dr dooroosoo xagas tasraltg funkc bgd tni
mar ngn Lebegin olonlog X n xooson bi, zaaglagdsan bag. Tgwl f yn X drx
global minimumyn cg n orin bana.

1.17.
Tgsglg sdg funkcin bx Lebegin olonloguud n zaaglagdsan bana gdgig batal.

1.18.
Teorem 1.2. yn daraax rgtglig batal.
X n Rn drx duryn olonlog, f n X dr tgsglg sdg, dooroosoo xagas tasraltg
funkc bag. Tgwl f funkcin X drx global minimumyn cg orin bana.

1.19.
Teorem 1.3. yg batal.

1.20.
Teorem 1.4. yg batal.

1.21.
gclt dr tasraltg bgd
X n Rn drx zaaglagdsan olonlog, f funkc n X

X dr differencialqlagddag bag. x X\X

xuwd h Rn gsn wektor orix bgd
xangaltta baga bx > 0 xuwd x + h X bgd lim < f 0 (x + h), h >< 0 nxcldig
0+

xangadag bag. (f 0 n tuxan ulamjlaludaar zoxioson wektor). f funkcin X olonlog

drx global minimumyn cg orin bana gdgig batal.

1.22.
f1 (), f2 (), . . . , fn () n toon argumentt funkcuud bgd 0 ed tasraltg, >
0 ed tasraltg differencialqlagddag bgd lim fj0 () = , (j = 1, 2, . . . , n) bag.
0+
n
n
P
P
n
Tgwl f (x) =
fj (xj ) funkcin X = {x R |
xj = 1, xj > 0, j = 1, 2, . . . , n} olonlog
j=1

j=1

drx global minimum orin bana gdgig batal.

1.23.
Tasraltg funkc f n Rn dr global minimumyn cgt bag. nds f n duryn
bit X Rn gsn olonlog dr f global minimumdaa xrn gj mrdj garax uu?

1.24.
Tasraltg funkcuud f bolon g-d n X Rn bit olonlog dr global minimumyn
cgdt bag. nds f + g n X dr mn global minimumdaa xrn gj mrdj garax
uu?

1.25.
f (x) = (a + 1)x + a ln x 2 sin x funkc erg toonuudyn olonlog dr global minimumyn
cgt bax a parametrin bx utguudyg ol.
1.26.
f (x, y) = (a 2)(a 3) expx + |y+10|
funkc X = {(x, y)|(a 4)x2 + y 2 1} olonlog dr
y 2 +1
global minimumyn cgt bax a parametrin bx utguudyg ol. Tnqln f = inf f (x, y)
X
utga tgslg bolowq n utgand xrgx cg olddogg bax a parametrin bx utguudyg ol.
1.27.
f (x, y) = x + ay funkc X = {(x, y)|bx2 2xy + y 2 1} olonlog dr global minimumyn
cgt bax a bolon b parametrdin bx utguudyg ol.
1.28.
f (x, y) = 4x2 + (a 4)xy 2 funkc X = {(x, y)|(a 1)x + y 2 1} olonlog dr global
minimumyn cgt bax a parametrin bx utguudyg ol.
1.29.
(1, 3, 8) cgin X = {(x, y, z)|0 x 2, 4 y 5, 6 z 7} parallelepiped drx
proekcig ol.
1.30.
(x0 , y0 ) cgin X = {(x, y)|ax + by = 1, x 0, y 0}, a > 0, b > 0 olonlog drx
proekcig ol.
9

1.31.
(x0 , y0 ) cgin X = {(x, y)|x2 + y 2 1, y 0 olonlog drx bx proekcig ol. Daraax
bodloguudyn global iddig ol. (ggdsn tgitgl, tnctgl bid n bolomjit
idin mujig drsln.)
1.32.
f (x, y) = xy max, ax + by = 1, nd a > 0, b > 0.
1.33.
f (x, y) = ln x + y min, x y 2, x + y 2 4, x > 0.
1.34.
f (x, y) = 2x y max, x2 + y 2 1, x y 0, x + y 1.
1.35.
f (x, y) = x +

y min, x + y 1, x2 + y 2 = 1.

1.36.
f (x, y) = max{|x 2|, |y|} min, 2|x| |y| 2.
1.37.
f (x, y) = (x 1)2 + y 2 min, x2 + y 2 = 2axy, nd a R.
1.38.
f (x, y) = 4x2 + y 2 max(min), |x 3| + |y a| 1, nd a 0.
1.39.
x3 + y 3 max, x2 + 4y 2 4 bodlogyn lokal idig ol.
1.40.
a parametrin mar utgand daraax bodlogo global idt, mar utgand lokal idt
bax w? x + ay max, x3 + y 3 = 3xy
1.41.
2x + y max, x2 y 2 1, 0 y ax + 1 bodlogo global idt bax a parametrin
bx utguudyg ol. nx blgin slqin 3 bodlogo n maksimumyn aksiomatik todorxololtyn tuxa Kukukiny teoremd zoriulagdsan bolno.
1.42.
10

X n Rn drx kompakt, C(X) n X drx bx tasraltg funkcuudyn olonlog, F n

C(X) dr todorxologdson funkcional bag. F n daraax xor aksiomyg xangana gj
ze.
1) F (f + ) = F (f ) + , f C(X), , R, > 0;
2) F (max{f, g}) = max{F (f ), F (g)}, f, g C(X).
Tgwl
a. F () = , R;
b. F funkcional l buurax, .x. xrw f (x) g(x), x X bol F (f ) F (g).
w. min f (x) F (f ) max f (x), f C(X). boloxyg tus tus batal.
X

1.43.
mnx bodlogyn xuwd F funkcionalin xuwd daraax olonloguudyg xargalzuulan oruul.
Ef = {x X|f (x) F (f )}, f C(X)
T
E=
Ef .
f C(X)

Tgwl
a. Duryn Y X, Y E = gsn bit olonlogin xuwd min f (x) > F (f ) tnctgl
biig xangax f C(X) funkc oldono;
b. E xooson bi, bit olonlog;
w. max f (x) F (f ), f C(X) boloxyg tus tus batal.

2
2.1

blg. Nxclt bi optimizacin bodlogo

kstremumyn nxcl
f (x) min, x Rn .

(2.1)

f
f
(x), . . . , x
(x)) n f funkcin
gsn nxclt bi kstremumyn bodlogo gsn bag. f 0 (x) = ( x
n
1
2f
00
ngdgr rmbin tuxan ulamjlaluudaas zoxioson wektor(gradient), f (x) = ( xi x
(x))i,j=1,...,n
j
f funkcin xordugaar rmbin tuxan ulamjlaluudaas zoxioson matric(gessian).

Teorem 2.1(ngdgr rmbin zalg nxcl) f funkc n x Rn cg dr differencialqlagddag bag. Tgwl xrw x n (2.1.) bodlogyn lokal id bol

f 0 (x ) = 0

(2.2)

bana. (2.2) nxclig xangaj bagaa x Rn cgdig (2.1) bodlogo bolon f funkcyn
stacionar cgd gn.

Teorem 2.2(xordugaar rmbin zalg nxcl) f funkc n x Rn cg dr 2

udaa differencialqlagddag bag. Tgwl xrw x n (2.1.) bodlogyn lokal id
bol f 00 (x ) matric n srg bi todorxologdson. rr xlbl,

< f 00 (x )h, h > 0, h Rn .

11

(2.3)

bana.

Teorem 2.3(minimumyn xordugaar rmbin xrlct nxcl) f funkc n x

Rn cg dr 2 udaa differencialqlagddag bag. Tgwl xrw
f 0 (x ) = 0
bgd f 00 (x ) matric erg todorxologdson. rr xlbl,

< f 00 (x )h, h >> 0, h Rn , h 6= 0.

(2.4)

bol x n (2.1.) bodlogyn rs lokal id bana.

2.2

Differencialqlagddag buulgalt.

F = (Fi ) : X Rm , X Rn buulgaltyn(wektor funkc) xuwd F 0 (x) gdgr F -yn x X

cg drx tuxan ulamjlaluudyn
F 0 (x) = (

Fi
(x))i=1,...,m,
xj

j=1,...,n

gsn matricyg olgono. nd i n mrin indeks, j n baganyn indeks. nx matricyg

F buulgaltyn x cg drx kobin matric gdg. Xrw Fi , i = 1, . . . , m funkc br X dr
differencialqlagddag (tasraltg differencialqlagddag) bol F = (Fi ) : X Rm buulgaltyg differencialqlagddag (tasraltg differencialqlagddag) gn. Inx F -yn
tasraltg differencialqlagdalt n F 0 (x) matricyn orin bax bolon X dr tasraltg baxta tnc qanarta bana. Xarin F : X Y Rk , X Rn , Y Rm buulgaltyn
xuwd Fx0 (x , y ) oor tni x koordinataarxi kobin matricyn (x , y ) X Y drx
Fi
utga Fx0 (x , y ) = ( x
(x , y ))i=1,...,k, j=1,...,n yg olgono. Daraax matematik analizin ndsn
j
teorem n n bolon daraagin blgin zarim bodloguudyg bodoxod xrglgdn.

Teorem 2.4(dald funkcin tuxa) X Rn , Y Rm d n zadga olonloguud, F :

X Y Rn n tasraltg differencialqlagddag buulgalt, x X, y Y bag.
F (x , y ) = 0 bgd Fx0 (x , y ) matric n l bxx gj ze. Tgwl x yn U bolon y
yn V gsn orqinguud daraax qanaruudyg xangaj baxaar oldono:
y V yn xuwd F (x(y), y) = 0 nxclig xangax x(y) U cg coryn ganc oldono.
nx x(y ) = x yn xuwd wektor funkc x(y) n V dr tasraltg differencialqlagdax bgd
x0 (y ) = [Fx0 (x , y )]1 Fy0 (x , y ).
Tnqln dawxar funkcin differencialqlax drmig sanawal: xrw F : X Y ba
G : Y Rk , X Rn , Y Rm buulgaltuud n differencialqlagddag bol H : X Rk
gsn H(x) = G(F (x)), buulgalt differencialqlagdax bgd H 0 (x) = G0 (y)F 0 (x), y =
F (x) bana. nd kobin matricuud H 0 (x), G0 (y) bolon F 0 (x) d n xargalzan k
n, k m, m n xmjsdt bana.

12

Dasgal
2.1.
f (x, y) = ax2 + 2xy + by 2 2x 3y funkcin global minimumyg R2 xawtga dr ol.
a
1
1
1
1
1

1
2
3
4
5

Xsngt 2.1.
a b
a

b
2
3
4
5
6

6
7
8
9
10

2
2
2
2
2

1
2
3
4
5

11
12
13
14
15

3
3
3
3
3

b
1
2
3
4
5

16
17
18
19
20

a
4
4
4
4
4

b
1
2
3
4
5

2.2.
f (x, y) = axy +

b
x

c
y

1
2
3
4
5

min, x > 0, y > 0 bodlogyn global id bolon utgyg ol.

a
2
3
1
3
2

b
1
2
2
1
3

c
3
4
3
2
1

Xsngt 2.2.
a b c
a

6
7
8
9
10

3
2
4
4
4

4
1
1
1
2

1
4
2
3
3

11
12
13
14
15

4
1
2
3
1

b
1
4
4
4
3

c
1
1
3
2
4

16
17
18
19
20

a
2
1
1
3
3

b
3
1
1
1
1

c
3
4
1
3
4

2.3.
f (x, y) = x2 + xy + ay 2 b ln x c ln y min, x > 0, y > 0 bodlogyn global idig ol.

1
2
3
4
5

a
3/2
1/2
5/2
1/6
7

b
2
3
2
6
2

c
1
2
1
5
1

a
7/3
2/3
2
3/4
2/5

6
7
8
9
10

Xsngt 2.3.
b c
a

3
3
3
4
5

2
1
1
2
3

11
12
13
14
15

b
1/8 8
4 3
3/2 4
4/5 5
1/2 6

c
6
1
2
3
4

a
7/4
5/2
1
3/5
2/3

16
17
18
19
20

b
4
4
5
5
6

c
1
1
2
1
2

2.4.
f (x, y) = exp (x2 + y 2 )(ax2 + by 2 ) funkcin R2 drx kstremumyn cgdig ol.

1
2
3
4
5

a
1
7
1
8
1

b
2
3
4
5
6

Xsngt 2.4.
a b
a

6
7
8
9
10

8
2
2
7
2

3
4
5
6
7

11
12
13
14
15
13

9
3
3
7
3

b
1
5
1
2
6

16
17
18
19
20

a
4
6
4
1
5

b
1
7
3
5
6

2.5.
f (x, y) = ax+by+c
funkcin R2 drx kstremumyn cgdig ol.
2
2
x +y +1

1
2
3
4
5

a b c
4 -1 2
4 2 -1
1 2 4
3 1 2
3 -1 -2

Xsngt 2.5.
b c
a

6
7
8
9
10

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

11
12
13
14
15

-2
4
6
6
4

b c
4 1
-2 -1
1 6
1 -6
6 -1

a b
2 3
3 1
6 -1
1 5
1 -1

16
17
18
19
20

c
3
4
-2
4
-4

2.6.
f (x, y) = ax3 + ax2 y + bx + 31 y 3 + cy funkcin R2 drx kstremumyn cgdig ol.
Xsngt 2.6.
b
c

a
-5/4 -5/2 -11/2
-5/4
5/2
1/2
-5/4
-10
-22
-5/4
10
2
-5/4
-5
-11
-5/4
5
1
-5/4 -5/2 -19/2
-5/4
5/2 -1/3
-5/4 -15/2
-19
-5/4 15/2
-1

1
2
3
4
5
6
7
8
9
10

11
12
13
14
15
16
17
18
19
20

a
-2
-2
-2
-2
-2
-2
-2
-2
-2
-2

b
c
-2 -17/8
2
7/8
-8 -17/2
8
7/2
-4 -17/4
4
7/4
-2 -7/3
2
2/3
-6
-7
6
2

2.7.
f (x, y) = x3 y 2 (ax + by + c) funkcin R2 drx kstremumyn cgdig ol.

1
2
3
4
5

a
-4
-3
-1
-5
-1

b
-1
-1
1
-1
-1

c
1
9
3
4
7

Xsngt 2.7.
b c
a

6
7
8
9
10

a
-2 -1 3
-4 1 2
-2 -1 8
-4 -1 4
-2 1 6

11
12
13
14
15

-5
-1
-1
-3
-4

b c
-1 5
1 2
-1 9
1 8
1 5

16
17
18
19
20

a
-3
-2
-9
-2
-2

b
-1
-1
1
-1
1

c
7
2
3
1
9

2.8.
(0, 1) cg n f (x, y) = k 3 x exp y k 2 a ln(x + a3
y) + ((a + b 1)k b)x + kcy + 2bxy funkcin
a
kstremal bolj bax k parametrin bx utgyg todorxolj, kstremalin inj qanaryg
talbarla.
14

Xsngt 2.8.
b
c
a

1
2
3
4
5
6
7
8
9
10

a
5/2 1/2 -5/2
3/2 -1/2 -3/2
-1/2 1/2 7/2
-2
2
8
-5/2 5/2 19/2
-3
3
11
-4
4
14
-5
5
17
-6
6
20
5/2
-1
-4

11
12
13
14
15
16
17
18
19
20

2
3/2
1
-7/2
-4
7/2
3
2
5/2
1

b
c
-2
-4
-3
-4
-4
-4
5
14
6
16
-3/2 -13/2
-3
-7
-6
-8
-9/2 -15/2
-9
-9

Bodlogo
2.1.
(2.1)-(2.3) teoremuudyg batal.
2.2.

a. Toon argumentt f funkc n x cg dr tasraltg

( bgd U = (x , x + ) inf 0 (x) 0, x < x < x
terwalyn ldsn x d dr differencialqlagddag bag.
gj
f 0 (x) 0, x < x < x +
ze. Tgwl x n f funkcin U olonlog drx minimumyn cg gj batal.
b. x n f differencialqlagddag funkcin R toon tnxlg drx rs lokal minimumyn
Daraax funkcuudyn lokal bolon global kstremumyn cgdig tdgrin todorxologdox muj dr ol.

2.3. f (x, y, z) = x2 + 2y 2 + 5z 2 2xy 4yz 2z.

2.4. f (x, y) = a expx +b expy + ln(expx + expy ), nd a > 0, b > 0.
2.5. f (x, y) = x4 + y 4 4xy.
2.6. f (x, y) = (x + y)(x a)(y b).
2.7. f (x, y) = x2 2xy 2 + y 4 y 5 .
2.8. f (x, y) = x + y + 4 sin x sin y.
2.9. f (x, y) = x expx (1 + expx ) cos y.
2.10. f (x, y, z) = x3 + y 2 + z 2 + 12xy + 2z.
2.11. f (x, y, z) = xy 2 z 3 (1 x 2y 3z).
15

Daraax bodloguudyn global idig ol.

2.12. f (x, y, z) = x +

y2
4x

2.13. f (x, y) = x2 + y +

z2
y

1
x+y

2
z

min, x > 0, y > 0, z > 0.

min, x + y > 0.

2.14.
x n differencialqlagddag funkc f -in R drx coryn ganc stacionar cg bgd
lokal minimumyn cg boldog bag. Tgwl nx cg mn global minimumyn cg bolno
gj batal.
2.15.
R2 dr g ng stacionar cgt bgd tr n lokal minimumyn cg bolood global
minimumyn cg boldogg differencialqlagddag funkcin ji baguul.
2.16.
R2 dr g m irxg stacionar cgt bgd tdgr n bgdr lokal minimumyn
cg badag differencialqlagddag funkcin ji baguul.
2.17.
R2 dr tg toony stacionar cgt bgd tdgr n bgdr lokal minimumyn
cg badag differencialqlagddag funkcin ji baguul.

3
3.1

blg. Nxclt kstremumyn songodog bodlogo

ndsn olgoltuud

X = {x Rn |gi (x) = 0, i = 1, . . . , m} gsn tgslg toony tgitgldin sistemr

ggdsn X olonlog dr f funkcig minimumqlax (swl maksimumqlax) bodlogyg nxclt
kstremumyn songodog bodlogo gn. nx bodlogyg
f (x) min, gi (x) = 0, i = 1, . . . , m

(3.1)

gsn xlbrr biqe. Xuwsagqig zaluulax argaar idig xaj bolno. Bolomjit
idin olonlog n n l mdgdgqt, m tgitgldin sistems togtoj bagaa bgd
n drmr m < n bana. x = (u, v) Rm Rnm bolon v Rnm yn xuwd

gi (u, v) = 0, i = 1, . . . , m
gsn m xuwsagqta m tgitgldin sistem n u = u(v) gsn coryn ganc idt
bag. Tgwl (3.1) bodlogo n nxclt bi minimumqlalyn daraax bodlogo ruu iljin.

F (v) = f (u(v), v) min, v Rnm .

16

(3.2)

Xrw v n nx bodlogyn lokal(global) id bol mdj (u(v ), v ) n (3.1) bodlogyn

lokal(global) id bax bgd urwuu n xqint. Ngn utgata funkc u(v) n rglj
ordogg tul nx xuwsagqig zaluulax argyn xrgl n xzgaarlagdmal badag.
Tns gadna (3.1) bodlogyn xuwd kstremumyn nxclig uud aigladag il bolowsrongu arga badag bgd n n Lagranjin arga gdg. Nxclt kstremumyn (3.1) bodlogyn xuwd Lagranjin funkcig biqe:

L(x, 0 , ) = 0 f (x) +

m
X

gi (x),

i=1

nd x R , 0 R, = (1, . . . , ym ) R bana. Lagranjin funkcin x rx gradient:

n

L0x (x, 0 , ) = 0 f 0 (x) +

m
X

gi0 (x)

i=1

. Lagranjin funkcin x rx gessian:

L00x (x, 0 , ) = 0 f 00 (x) +

m
X

gi00 (x)

i=1

. Lagranjin funkc dr ndslgdsn daraax teorem n nxclt kstremumyn songodog

onolyn nds boldog.

Teorem 3.1(1-r rmbin zalg nxcl buu Lagranjin zarqim) f funkc n

x Rn cg dr differencialqlagddag bgd g1 , . . . , gm funkcuud n nx cgin
mar ngn orqind tasraltg differencialqlagddag bag. Tgwl xrw x n (3.1)
bodlogyn lokal id bol ngn zrg tgt tnc bi 0 too bolon Rm wektor
n
L0x (x , 0 , ) = 0,
(3.3)
nxclig xangaj baxaar oldono. x X cg n mar ngn ngn zrg tg bi 0 0
too bolon Rm wektoryn xuwd (3.4) yg xangaj bawal tnig (3.1) bodlogyn stacionar cg gn. n toxioldold 0 , 1 , . . . , m toonuudyg x d xargalzax Lagranjin
rjigdxnd gn. (3.4) tnctgl n x X nxclin xamtaar n + m + 1 l
mdgdgqt n+m tgitgldin sistemig sgn. Imd rglj n+m xuwsagqta sistemd iljij bolox ba 0 = 0 swl 0 = 1 gsn xor toxioldlyg magt awq
zdg. Lagranjin regulr funkc daraax xlbrt:

L(x, y) = L(x, 1, ) = f (x) +

m
X

gi (x),

i=1

Teorem 3.2(2-r rmbin zalg nxcl) f, g1 , . . . , gm funkcuud n x Rn cg dr

xor udaa differencialqlagddag bag. Tnqln g1 , . . . , gm funkcuud n x cgin
mar ng orqind tasraltg differencialqlagddag bgd tdgrin gradientuud
0
(x ) n ugaman xamaaralg bag. Tgwl xrw x n (3.1) bodlogyn
g10 (x ), . . . , gm
lokal id bol (3.4)-ig xangax bx 0 > 0, Rm bolon

< gi0 (x ), h >= 0, i = 1, . . . , m

17

(3.4)

nxclig xangax bx h Rn -in xuwd

< L00x (x , 0 , )h, h > 0

(3.5)

bana.

Teorem 3.3(2-r rmbin xrlct nxcl) f, g1 , . . . , gm funkcuud n x X cg

dr xor udaa differencialqlagddag bag. Tgwl xrw (3.4)-ig xangax 0 0
bolon Rm oldood (3.6)-g xangax bx h 6= 0-in xuwd

< L00x (x , 0 , )h, h >> 0

(3.6)

nxcl bieldg bol x n (3.1) bodlogyn rs lokal id bana.

Dasgal
3.1.
Daraax bodlogyg xld xuwsagqig zaluulax argaar, daraa n Lagranjin argaar bod.

xy 3 max, ax + by = c

1
2
3
4
5

a
2
1
3
2
4

b
3
5
1
4
1

c
7
8
6
9
6

6
7
8
9
10

a
2
1
3
4
1

Xsngt 3.1.
b c
a b

5
4
5
3
6

6
8
7
6
9

11
12
13
14
15

3
1
2
4
4

1
5
7
4
2

c
10
10
10
8
12

16
17
18
19
20

a
6
6
8
8
8

b
c
2 4
2 8
2 5
2 10
3 11

3.2.
x2 + y 2 = c2 gsn nxcld f (x, y) = ax + by funkcin kstremumyn cgdig ol.

1
2
3
4
5

a b c
2 -3 5
4 1 3
-3 4 2
-2 1 1
2 3 4

Xsngt 3.2.
b c
a

6
7
8
9
10

a
7 2 4
-2 6 2
-1 7 5
-4 -1 3
-2 -3 1

11
12
13
14
15

-2
5
-5
-7
1

b
-5
-3
-1
-1
-7

c
5
1
2
4
3

16
17
18
19
20

a b
5 1
-1 5
2 5
-5 3
1 7

c
3
1
2
5
4

3.3.
4x2 + cy 2 = 9 gsn nxcld f (x, y) = ax2 + 2xy + by 2 funkcin kstremumyn cgdig ol.

18

a
1
3
1
1
1

1
2
3
4
5

b
1
4
1
2
1

c
3
5
2
6
1

Xsngt 3.3.
b c
a b

a
3
5
3
7
5

6
7
8
9
10

2
4
5
9
2

2
3
6
5
1

11
12
13
14
15

5
5
9
9
3

c
6
2
1
3
7

8
3
3
7
6

a
b c
7 4 2
13 4 1
7 11 6
9 5 2
7 13 7

16
17
18
19
20

3.4.
x2 + y 2 = c2 gsn nxcld f (x, y) = ax3 + by 3 funkcin kstremumyn cgdig ol.

1
2
3
4
5

a
3
7
1
7
3

b
2
3
2
2
4

Xsngt 3.4.
a b c
a

c
2
3
5
1
2

6
7
8
9
10

3
4
1
5
3

1
3
4
2
5

3
4
5
2
1

11
12
13
14
15

1
4
5
2
2

b
8
1
3
5
1

c
1
5
4
3
2

16
17
18
19
20

a
2
2
8
1
3

b
3
7
1
3
7

c
4
1
2
5
3

3.5.
ax3 + by 3 3cxy = d gsn nxcld f (x, y) = y 2 funkcin kstremumyn cgdig ol.

1
2
3
4
5

a b c
9 2 9
-36 1 9
-9 2 9
7 2 7
3 2 3

d
-16
8
16
16
-4

6
7
8
9
10

a
12
1
4
-7
36

Xsngt 3.5.
c
d
a

b
1 6 -16
2 1
4
1 2 16
2 7 -16
1 9 -8

11
12
13
14
15

b
-1 2
-4 1
-18 4
9 16
14 4

c
d
1 -4
2 -16
9
4
9 -2
7
4

16
17
18
19
20

a
b c d
-7 16 7 -2
28 1 7 8
1 2 1 12
1 16 2 12
1 1 1 3

3.6.
ax + by + c2 z 2 = 32 gsn nxcld f (x, y, z) = a2 x2 + b2 y 2 + cz + 2(abxy + bcyz + acxz) funkcin
kstremumyn cgdig ol.

1
2
3
4
5

a b c
-5 1 -2
1 -4 5
-6 5 4
1 2 -3
3 -4 2

Xsngt 3.6.
b c
a

6
7
8
9
10

a
6 -1 1
1 5 -2
-3 2 4
-5 2 -5
3 -6 3

3.7.
19

11
12
13
14
15

5
-4
1
-3
6

b
-4
2
6
-5
4

c
1
3
-3
4
-5

16
17
18
19
20

a
6
-1
5
-3
5

b
3
7
2
7
3

c
-5
1
-4
5
-2

R4 ogtorgud koordinatyn xin

X = {x R4 | x1 + ax2 x4 = b, x1 + ax3 + x4 = c}
olonlog drx proekcig ol.

1
2
3
4
5

a b c
2 9 6
2 9 -6
2 -9 6
2 -9 -6
2 9 9

Xsngt 3.7.
b
c
a

6
7
8
9
10

a
2 9 -9
2 -9
9
2 -9 -9
2 9 18
2 9 -18

11
12
13
14
15

1
1
1
1
1

b c
6 6
6 -6
-6 6
-6 -6
6 9

16
17
18
19
20

a b
c
1 6 -9
1 -6
9
1 -6 -9
1 6 12
1 6 -12

3.8.
x4 ey + y 2 ex = 1 nxcld (0, 1) cg n
b
f (x, y) = ln(ax + 2k 2 y) kbxy + x + cy
k
funkcin kstremumyn cg bolj bax k parametrin bx utgyg olj, kstremumyn inj
qanaryg todorxol.

1
2
3
4
5

a
b c
4
4 3
4
-4 3
4
-1 3
4
1 3
4 -2/3 3

Xsngt 3.8.
b c
a

6
7
8
9
10

a
3
3 2
3
-3 2
3 -3/4 2
3 3/4 2
3 -1/2 2

11
12
13
14
15

2
2
2
2
2

b c
2 1
-2 1
-1/2 1
1/2 1
-1/3 1

16
17
18
19
20

a
b c
1
1 0
1
-1 0
1 -1/3 0
1 1/3 0
1 -1/6 0

Bodlogo
Daraax funkcuudyn ggdsn xzgaarlalt dax kstremumyn cgdig ol.

3.1. f (x, y) = y, x3 + y 3 3xy = 0.

3.2. f (x, y) = x3 + y 3 , ax + by = 1, nd a > 0, b > 0.
1
3.3. f (x, y) = x3 + y, x2 + y 2 = a, nd a > 0.
3
3.4. f (x, y) = x sin y, 3x2 4 cos y 1 = 0.
3.5. f (x, y, z) = xyz, x2 + y 2 + z 2 = 1, x + y + z = 1.
3.6. f (x, y, z) = a2 x2 + b2 y 2 + c2 z 2 (ax2 + by 2 + cz 2 )2 , x2 + y 2 + z 2 = 1, nd a > b > c > 0.
3.7. f (x, y, z) = x + y + z 2 + 2(xy + yz + zx), x2 + y 2 + z = 1.
Daraax bodloguudyn global iddig ol.

20

3.8.

n
Q
j=1

3.9.

n
P
j=1

xj j max,

n
P
j=1

n
Q

cj xj j min,

aj xj j = b, xj 0, j = 1, ..., n nd j > 0, j > 0, aj > 0, b > 0.

xj j = b, xj 0, j = 1, ..., n nd cj > 0, j > 0, j > 0, b > 0.

j=1

3.10.

n c
n
Q
P

j
xj j = b, xj > 0, j = 1, ..., n nd cj > 0, j > 0, j > 0, b > 0.
j min,
j=1
j=1 xj

3.11.

n
n c
P
P
j

max,
aj xj = b, xj 0, j = 1, ..., n nd cj > 0, > 0, aj > 0, b > 0.

j=1
j=1 xj

3.12.

n
P
j=1

3.13.

n
P
j=1

3.14.

n
P

cj xj max,
cj xj min,

too.
3.16.

n
P

n
P
j=1

aj xj = b, xj > 0, j = 1, ..., n nd cj > 0, aj > 0, b > 0, 0 < < 1.

aj xj = b, nd cj > 0, -tg natural too, a = (a1 , ..., an ) 6= 0.

n
P
j=1

cj xj max(min),

n
P

n
P

aj xj = b, nd cj > 0, > 1, a = (a1 , ..., an ) 6= 0, b > 0.

n
P
j=1

j=1

cj xj max(min),

n
P
j=1

j=1

3.17.

j=1

cj |xj | min,

j=1

3.15.

n
P

aj xj = b, nd c = (c1 , ..., cn ) 6= 0, aj > 0, b > 0, -tg natural

aj |xj | = b, nd c = (c1 , ..., cn ) 6= 0, aj > 0, b > 0, > 1.

|xj + cj | max(min),

n
P
j=1

j=1

|xj | = b, nd c = (c1 , ..., cn ) 6= 0, > 1, b > 0.

3.18.

n
P
1X 2
aij xj = bi , i = 1, 2, nd aij , bi -ggdsn toonuud, ai = (ai1 , ..., aij , ..., ain )
xj min,
2 j=1
j=1

(i = 1, 2) wektoruud n ugaman xamaaralg.

4
4.1

blg. ugaman programqlal

Polidr bolon tni oronuud

+
Hab = {x Rn | < a, x >= b}, a Rn , a 6= 0, b R olonlogig giper xawtga, Hab
=

n
n
{x R | < a, x > b}, Hab = {x R | < a, x > b}, olonloguudyg giperxawtganuudaar
trgdsn xagas ogtorgunuud gj nrln.
Xrw X Rn olonlogig tgslg toony xagas ogtorgunuudyn ogtlolcol mtr tawj
boldog bol tnig polidr gn.

X = {x Rn |Ax b} = {x Rn | < ai , x > bi , i = 1, . . . , m},

(4.1)

nd A A(m, n), b Rm . x X yn xuwd I(x) r (4.1) in gsn cg dr tnctgl

bolj badag tnctgl bidin dugaaruudyn olonlogig tmdgle.

I(x) = {i, 1 i m| < ai , x >= bi }

21

(4.2)

Xrw x X bolon ai , i I(x ) wektoruudaas n ugaman xamaaralg wektor songon awq

boldog rr xlbl rangAI(x ) = n bol x -g (4.1) r todorxologdox X polidrin oro
gn. rr xlbl x Rn n
AI(x ) x = bI(x )
sistem tgitgldin coryn ganc id bolj bawal trr X yn oro bolno. Imd x
n oro baxyn tuld zalg |I(x )| n bax sto bolno. Xrw |I(x )| = n bol x orog
bxg, srg toxioldold bxsn oro gn.

Terem 4.1 Aliwaa polidr n tgslg toony oron cgdt bana.

Polidr n oron cgg baj bolox bgd ni ji bol xagas xawtga m.

Terem 4.2 (4.1) xlbrt X poliedr n daj ng oron cgt bax zalg bgd
xrlct nxcl n rang(A) = n m. Tnqln drx nxcl bielj baxad x X
xuwd I(x) I (x) bax x oro oldono. < a, x >= b tnctgl n < a, x > b, <
a, x > b tnctgl bidt tnc qanarta. Imd

X = {x Rn | < ai , x > bI , I = 1, . . . , k, < ai , x >= b, i = k + 1, . . . , m}

(4.3)

olonlog n polidr bolno.

Dasgal
4.1.
Daraax tnctgl biin sistemr todorxologdox polidrig xawtga dr baguulj,
oron cgdig ol.
3x1 + x2 18, 4x1 ax2 24,
bx1 12x2 36, cx1 + 3x2 27,

1
2
3
4
5

a
2
3
4
6
8

b
2
3
4
2
3

c
1
1
1
1
1

Xsngt 4.1.
a b c
a

6
7
8
9
10

2
3
4
6
8

3
4
2
3
4

2
2
2
2
2

11
12
13
14
15

2
3
4
6
8

b
4
2
3
4
2

c
3
3
3
3
3

16
17
18
19
20

a
2
3
4
6
8

b
2
3
4
2
3

c
4
4
4
4
4

4.2.
Daraax sistemr R2 dr todorxologdox polidrin oronuud dund bxsn oro bax k
parametrin bx utguudyg ol.

x1 + ax2 8,
2x1 + cx2 k,

bx1 + x2 12,
x1 0, x2 0,
22

1
2
3
4
5

a
1
4
4
4
4

b
6
3
4
2
3

Xsngt 4.2.
a b c
a

c
1
1
1
3
3

6
7
8
9
10

2
4
4
4
4

6
6
2
3
6

2
3
5
5
5

11
12
13
14
15

2
4
1
2
2

b
6
6
4
2
3

c
3
1
1
2
1

a
2
4
2
2
4

16
17
18
19
20

b
4
6
3
4
4

c
1
2
3
3
5

4.3.
Daraax sistemr todorxologdox polidr R4 d daj ng oron cgt bax k parametrin
bx utguudyg ol.
(k + a)x1 + x2 + 3x3 + 4x4 1,
bx1 + kx2 + 4x3 + 5x4 2,
(k + c)x1 x2 + 5x3 + 6x4 3,
x3 0, x4 0,

1
2
3
4
5

a
b
c
1
6 5
11 -18 7
13 -42 1
7 -10 3
9 10 11

Xsngt 4.3.
b
c
a

6
7
8
9
10

a
5
6 7
3 -2 1
3 40 13
1 30 11
9 -18 3

11
12
13
14
15

b
9 -8
11 -28
1 12
5 14
13 -36

c
7
3
7
9
5

16
17
18
19
20

a
b
5 24
9 -20
13 -22
3
4
7 30

c
11
1
9
5
13

4.4.
Daraax sistemr R3 dr todorxologdox polidrin oronuudyg ol.

ax1 + x2 + x3 = 0, x1 + bx2 + x3 = 0,
x1 + x2 + x3 (a 1)(b 1), x3 c(ab 1);

1
2
3
4
5

a
2
4
5
2
8

b
c
3
-1
8
2
7 1/2
4
3
2 1/5

6
7
8
9
10

a
7
5
4
3
2

Xsngt 4.4.
b c
a
3 -3 11 6
4 5 12 4
9 6 13 7
5 -2 14 5
5 3 15 6

b
c
2
8
2 1/3
4
7
6
-1
7 1/5

16
17
18
19
20

a
2
6
7
9
5

b
c
9
2
7
4
2
-3
7
9
8 1/4

4.5.
Daraax sistemr R4 dr todorxologdox polidrin bx oronuudyg olj, tdn dund
bxsn oro bax sxig injil.

ax1 + x2 + x3 + x4 = 1,
x1 + bx2 + cx3 + x4 = 1,
xj 0, j = 1, ..., 4,
23

1
2
3
4
5

a
3
2
5
6
5

b
6
3
4
2
3

c
-2
0
-1
-3
-4

6
7
8
9
10

a
2
3
3
2
6

Xsngt 4.5.
b c
a

4
5
4
5
3

-4
-2
-1
0
-3

11
12
13
14
15

3
4
5
4
6

b
2
5
2
3
4

c
0
-3
-1
-4
-2

16
17
18
19
20

a
6
2
4
5
4

b
5
6
2
6
6

c
-3
-1
-4
0
-2

4.6.
Geometr baguulaltyn tuslamjtagaar daraax sistem nict bax k parametrin bx
utgyg ol.
ax1 + b2 + x3 + (c + 1)x4 = k,
(a + 3)x1 + (b + 2)x2 + x3 + cx4 = 2 k,
xj 0, j = 1, ..., 4,

1
2
3
4
5

a
5
12
8
9
7

b
1
4
1
3
1

c
2
3
5
2
4

Xsngt 4.6.
b c
a

6
7
8
9
10

a
11 4 2
6 2 1
13 4 4
7 2 2
8 3 1

11
12
13
14
15

10
10
6
12
9

b
3
2
1
3
2

c
3
5
3
5
4

16
17
18
19
20

a
10
11
4
14
8

b
4
3
1
4
2

c
1
4
1
5
3

4.7.
Geometr baguulaltyn tuslamjtagaar daraax implikaci nn bax k parametrin bx
utgyg ol.

x1 + x2 12,

cx1 + 5x2 k :
0 x1 a,

0 x2 b

1
2
3
4
5

a
b c
8 7 2
7 8 7
10 11 4
11 9 1
9 7 6

Xsngt 4.7.
b c
a

6
7
8
9
10

a
10 8 1
11 7 6
8 9 8
7 10 2
9 8 7

11
12
13
14
15

8
9
7
10
11

b c
10 7
11 2
9 6
9 8
7 3

16
17
18
19
20

a
10
11
7
8
9

b
7
10
11
11
10

Bodlogo
4.1. R4 dr daraax sistemr ggdx affin olonlogin xmjsig ol.
a) x1 + x2 + 2x4 = 4,
b) x1 2x2 x3 + 3x4 = 1,
2x1 + 3x2 x3 + x4 = 1,
x1 + 4x2 + 3x3 = 3,
x1 + 4x2 x3 + 3x4 = 3;
2x1 + 2x2 + 2x3 + x4 = 2;
24

c
1
8
3
6
4

w) x1 2x2 + x3 + 2x4 = 2,
x1 + 3x2 + x4 = 3,
x2 + x3 + 3x4 = 1;
4.2. a parametrin bx bolomjit utgand daraax sistemr ggdx affin olonlogin
xmjsig ol.
x1 + 2x2 + ax3 + x4 + 3x5 = 10, 2x1 3x2 + 5x3 2x4 + x5 = 7
3x1 x2 + 8x3 x4 + 4x5 = 3, 4x1 + x2 + 11x3 + 7x5 = 13.
4.3. Daraax sistemr ggdx X R4 polidr xooson bi boloxyg xaruulj, I(X) ig ol.
I(x) = {i, 1 i m |< ai , x >= bi , x X}.
x1 + 2x2 5x3 + 2x4 0, 4x1 7x2 + x3 7x4 9,
2x1 + 3x2 x3 + x4 1, x1 x2 + x3 + 2x4 3,
4.4. Daraax sistemr ggdx X R4 polidr affin olonlog boloxyg xaruulj, xmjsig
ol.
x1 5x2 + 2x3 + 3x4 1, 2x1 + x2 + 4x3 x4 3,
3x1 3x2 + 10x3 + x4 1, x1 + 4x2 6x3 2x4 2,
4.5. Daraax sistemr ggdsn X polidr xooson bi bax a parametrin bx utgyg olj
I(x)-g ol.
3x1 + 2x2 x3 5x4 11, 3x1 + 5x2 7x3 x4 1,
3x1 5x2 2x3 + 2x4 a, 2x1 + x2 + x3 + x4 8,
4.6. Daraax polidrdin xmjsig ol. nd: dimX = n rangAI(x) .
a) 2x1 + x2 x3 + x4 5,
b) 2x1 3x2 + x3 + 2x4 3,
x1 4x2 + 2x3 3x4 2,
4x1 + x2 + 5x3 33,
x2 0, x3 0;
x1 5x2 + x3 + x4 10,
x1 + x2 3x3 x4 15,

w) 2x1 4x2 2x3 + 7x4 7, g) x1 + x2 + x3 x4 0,

x1 2x2 + x3 + x4 = 1,
x1 2x2 + x3 + 5x4 = 5;

2x1 + 3x2 + 5x3 + 6x4 = 0,

3x1 + 4x2 + 6x3 + 7x4 = 0,
3x1 + x2 + x3 + 4x4 = 0.

4.7. Geometr baguulaltyn argaar daraax polidrdin bx orog todorxol.

a) 2x1 + x2 8,
b) x1 + x2 6,
2x1 5x2 20,
3x1 + x2 9,
x1 + x2 2,
x1 + 2x2 = 4;
x1 5;

w) 3x1 + 6x2 13, g) 3x1 + 2x2 0,

3x1 + x2 9,
x1 + 2x2 4,

x1 x2 1,
x1 + 2x2 4.

25

4.8. Daraax ggdsn polidr n bxsn oroto bax a parametrin utgyg ol.
ax1 + x2 1,
x1 + x2 6,

2x1 + x2 6,
x1 + 2x2 6,

4.9. ggdsn polidr n daj ganc oroto bax a parametrin bx utgyg ol.
ax1 + 2x2 x3 + 5x4 x5 4,
x1 + 3x2 + x3 8x4 + 2x5 0,
4x2 + 7x3 + 3x4 4x5 1,
2x4 + x5 3,
x4 + x5 1,
4.10. Doorx polidrdig bx orog ol.
a) x1 2x2 + 5x3 4,
b) x1 + 3x2 + 4x3 8,
4x1 x2 + 6x3 9,
2x1 2x2 5x3 5,
2x1 4x2 + 3x3 1,
4x1 + 7x2 + x3 12,
x1 + 5x2 2x3 3;

w) x1 + x2 + x3 15,

g) x1 + 2x2 2x3 2,

2x1 + x2 3x3 43,

x1 + 2x2 + x3 = 5,
2x1 + 5x2 + 3x3 = 1;

x1 + 4x2 + 2x3 4,
x1 x2 + x3 0,
x1 + 5x2 + x3 = 8.

4.11. ggdsn polidrdin bx orog ol.

a) x1 2x2 + 4x3 x4 = 1, b) 4x1 + 5x2 + x3 x4 = 2,
2x1 + 3x2 + x3 + 2x4 = 3,
2x1 + x2 + x3 + 2x4 = 5,
xj 0, j = 1, ..., 4;
xj 0, j = 1, ..., 4;

w) x1 + x2 + x3 + x4 = 3,
2x1 x2 + x3 2x4 = 2,
3x1 + x2 4x3 x4 = 0,
xj 0, j = 1, ..., 4;
4.12. Geometr baguulaltyn argaar daraax polindrin orog ol.
2x1 + 4x2 + x3 x4 + 3x5 = 2,
2x1 + x2 + 4x3 + 3x4 + 3x5 = 1,
xj 0, j = 1, ..., 5;
4.13. Daraax polindr n bxsn oroto bax k parametrin bx orog ol.
kx1 x2 3x3 4x4 = 5,
2x1 + x2 2x3 + 3x4 = 1,
x1 + 3x2 + x3 + 3x4 = 2, xj 0, j = 1, ..., 4;
26

4.14. ggdsn polindrin xmjsig olj bx oronuudyg todorxol.

(
X=

n
)
X

x Rn
xj 1, xj 0, j = 1, ..., n .

j=1

4.15. ggdsn polindrin xmjsig olj bx oronuudyg todorxol.

)
n
X

x Rn
xj = 1, xj 0, j = 1, ..., n .

(
X=

j=1

4.2

ugaman programmqlalyn bodlogyn tawil bolon xlbrd

ugaman funkcig olon talst olonlog dr maksimumqlax swl minimumqlax bodlogyg

ugaman programmqlalyn bodlogo (PB) gn. PB-yg daraax badlaar biqij bolno.

< c, x > max, Ax b

(4.4)

nd A- m n matric, b Rm , c Rn . Bodlogyn bolomjit idin mujig daraax

badlaar biqe.
X = {x Rn |Ax b}
(4.5)

Teorem 4.3 ugaman programqlalyn bodlogyn duryn lokal id n global id bolno.

(4.4) bodlogyn idin olonlog X n mn polidr bax bgd xrw trr xooson bi
bol daraax xlbrtgr biqigdn.
X = {x Rn |Ax b, < c, x > f },

(4.6)

nd f n (4.4) bodlogyn utga, .x. f = sup < c, x >.

X

(4.4) xlbrin bodlogyg ndsn bodlogo gj nrldg. ugaman programmqlalyn maksimumqlax bodlogyg bolomjit idin mujaas n xamaaruulsan r rgtgsn biqlgdin
xlbrdig ze. ni tuld mn tmdglsn soor A A(m, n), b Rm , c Rn gj
zn. P-yn standart bodlogo:
< c, x > max, Ax b, x 0.

(4.7)

< c, x > max, Ax = b, x 0.

(4.8)

P-yn kanonik bodlogo:

P-yn ernxi bodlogo:

n
X

cj xj max,

j=1
n
X

aij xj bi , i = 1, . . . k,

j=1
n
X

aij xj = bi , i = k + 1, . . . m,

j=1

27

(4.9)

xj 0, j = 1, . . . , s.
Ernxid (4.4), (4.7) bolon (4.8) bodloguudyn al n q (4.9) ernxi bodlogyn tuxan
toxioldluud bana. Mn tnqln ernxi bodlogo n r ldsn gurawynxaa al q xlbrt n adilxan badlaar biqigdsn baj bolno.

Dasgal
4.8.
Daraax bodlogyg standart xlbrt iljl:

4x1 + x2 + 3x3 max,

2x1 + x2 + x3 1,
3x2 + x3 2,
x1 + 5x2 + 2x3 4,
x2 0, x3 0 :
Xsngt 4.8.

1
2
3
4
5

6
7
8
9
10

=
=
= =

=

11
12
13
14
15

=
=

=
=
=

=

16
17
18
19
20

=

=

4.9.
Daraax bodlogyg kanonik xlbrt iljl.

x1 + x2 x3 x4 min,
x1 + 3x2 x4 2,
x1 + x2 + x4 1,
x2 + x3 3,
x1 0, x2 0, x3 0 :
Xsngt 4.9.

1
2
3
4
5

=


=

6
7
8
9
= 10

11
12
13
14
15

=
=

[4.10-4.13] bodloguudyg grafik argaar bod.

4.10.
28

16
17
18
19
20

= =
=
=
= =
=

x1 + ax2 max,
x1 + 2x2 10,
3x1 + 2x2 18,
x1 x2 b,
cx1 x2 8c + 3 ) :
Xsngt 4.10.
a
b

1
2
3
4
5
6
7
8
9
10

5 7
1 6
-1 6
5 9
3/4 7
-1/4 10
4 12
5/4 9
-1 6
5/6 7

c
2
3
1/8
1
1
2
1/2
1/3
1/2
1

11
12
13
14
15
16
17
18
19
20

a
b
c
-5/6
8 1/4
3 13/2
2
1
9
1
-1/3
10
2
7/4
6
3
-3/4 13/2 1/2
3/2
7
2
3
6
1
4
8 3/4
-1 15/2 1/3

4.11.
ax1 + x2 min,
x1 + (b 3)x2 b,
(c 4)x1 + x2 c,
x1 0, x2 0 :
Xsngt 4.11.
a b c

1
2
3
4
5

1/4
5/4
9/2
7/4
5/2

5
4
7
8
6

9
6
8
7
6

6
7
8
9
10

a
1/2
1/6
5/2
13/3
2/3

b c
7 6
8 8
4 7
5 8
6 7

11
12
13
14
15

a
7/2
9/2
1/5
7/2
1/3

b
5
6
7
4
8

c
7
9
7
8
9

16
17
18
19
20

a
1/2
5/3
3/4
1/4
11/2

4.12.
ax2 3x3 max,
2x1 + bx2 + x3 15,
2x1 + 5x2 2x3 0,
cx1 + 2x2 x3 = 3,
x2 0, x3 0 :

29

b
4
8
5
6
7

c
9
6
6
8
9

Xsngt 4.12.
a b c

1
2
3
4
5

10
-1
3
-3
12

2
1
5
4
3

3
2
4
2
3

6
7
8
9
10

a
-2
2
5
11
7

b c
2 2
3 4
5 3
1 4
7 2

11
12
13
14
15

a
-1
6
10
-3
7

b
5
6
1
3
3

c
3
4
2
3
4

16
17
18
19
20

a
-2
4
12
5
-1

b c
5 2
4 3
2 4
3 2
3 4

4.13.
x1 + x3 + ax4 + bx5 max,
x1 x2 + 6x4 2x5 = c 15,
x2 x3 4x4 + 6x5 = 24,
x1 + x2 x3 3x4 + 7x5 = c + 24,
xj 0, j = 1, ..., 5 :
Xsngt 4.13.
a b c

1
2
3
4
5

3
5
1
3
4

5
2
5
-1
3

6
7
8
6
7

6
7
8
9
10

a
1
6
2
3
5

b
1
3
1
0
7

c
7
8
6
7
8

11
12
13
14
15

a b
1 2
8 4
2 5
9 5
7 -1

c
8
6
7
8
6

16
17
18
19
20

a
2
1
7
6
3

b
2
3
4
2
3

c
6
7
8
6
7

4.14.
1

3a+2
3
Daraax bodlogyn id x1 = 0, 2b
, 0 , x2 = 5, 0, 5a
,
x
=
3, 2b , 0 cgd dr
3c
orix uu?
(4 5a)x1 + 10bx2 + 15cx3 max,
(2a + 1)x1 4bx2 6cx3 13,
(5 4a)x1 + 8bx2 + 12cx3 23,
(3a + 1)x1 + 6bx2 + 9cx3 3
Xsngt 4.14.
a b c

1
2
3
4
5

-1
-1
-1
3
3

1 3
1 6
1 8
-1 3
-1 6

6
7
8
9
10

a
3
-3
-3
-3
5

b c
-1 8
2 3
2 6
2 8
-2 3

11
12
13
14
15

a
b c
5 -2 6
5 -2 8
-3 1 3
-3 -1 6
-3 1 8

4.15.

30

16
17
18
19
20

a
1
1
1
3
3

b
-1
-1
-1
-2
-2

c
3
6
8
3
8

p, q-in mar utgand 1) bodlogyn bolomjit idin olonlog xooson bax w? 2) funkcin
utga bax 3) cor ganc idt bax 4) Too tomg olon idt bax.
ax1 + bx2 max,
x1 + px2 1,
x1 x2 q,
x1 0
Xsngt 4.15.
a b

1
2
3
4
5

3
3
2
8
3

5
7
3
3
4

6
7
8
9
10

a
2
6
3
5
4

b
1
5
7
8
7

11
12
13
14
15

a
7
7
3
5
5

b
3
4
2
3
6

16
17
18
19
20

a
2
5
2
7
3

b
5
2
7
2
1

4.16.
k-in mar utgand x = (b, 0) doorx bodlogyn id bolox w?
kx1 + (2 k)x2 max,
ax1 bx2 0,
2x1 + 3x2 c,
x1 + x2 a + b :
Xsngt 4.16.
a b
c

1
2
3
4
5

4
3
2
5
4

-3 7
2 14
-1 5
-2 13
4 25

6
7
8
9
10

a b
3 1
3 -1
4 -1
4 -2
4 1

c
13
9
12
10
15

11
12
13
14
15

a b
c
3 -1 8
3 -2 7
4 2 16
4 3 19
5 -1 14

16
17
18
19
20

a b
c
5 1 20
5 2 20
5 -3 11
6 -5 10
6 -4 11

4.17.
PB-yn idig twrin argaar ol.

ax1 + x2 + 8x3 max,

x1 + bx2 + x3 1,
x1 + x2 + cx3 1,
x1 0, x2 0, x3 0 :
Xsngt 4.17.
a b c

1
2
3
4
5

4/3
3/2
7/3
6/5
5/4

4
6
2
3
2

5
4
3
6
7

6
7
8
9
10

a
4/3
16/5
6/5
9/5
7/2

b c
4 6
3 2
2 6
3 4
4 2

11
12
13
14
15

a
7/3
19/5
3/2
5/3
7/2

b
4
6
2
6
5
31

c
3
2
4
5
2

16
17
18
19
20

a
3/2
7/4
15/4
4/3
7/3

b
2
5
7
5
6

c
5
4
2
6
3

4.18.
PB-yn idig twrin argaar ol.

x1 + 3x2 x3 x4 max,
ax1 x2 + x3 + bx4 = 120,
x1 + x2 x3 + x4 = 0,
x1 + x2 + x3 + cx4 = 120,
xj 0, j = 1, ..., 4 :
Xsngt 4.18.
a
b c

1
2
3
4
5

1
3
5
7
9

2 2
5 2
8 2
11 2
14 2

6
7
8
9
10

a
b c
1 5 5
2 8 5
3 11 5
4 14 5
5 17 5

11
12
13
14
15

a
1
3
5
7
9

b
0
1
2
3
4

c
0
0
0
0
0

16
17
18
19
20

a
b
1 3
2 5
3 7
4 9
5 11

c
3
3
3
3
3

4.19.
Daraax bodloguudyn xosmog bodlogyg baguul.

x1 + 2x2 max,
3x1 4x2 1,
5x1 + 6x2 2,
7x1 + 8x2 3,
x2 0 :
Xsngt 4.19.

1
2
3
4
5

=


=

6
7
8
9
= 10

11
12
13
14
15

=
=

16
17
18
19
20

= =
=
=
= =
=

4.20.

2 4a+c a+2c ca
2a+c
Daraax bodlogyn bolomjit id x1 = a+4c
,
,
0
, x = 7 , 7 , 2 ba xargalzax
7
7
5
6
1 1 1
2
1
xosmog bodlogyn bolomjit cg y = ( 2 , 2 , 2 ), y = ( 7 , 0, 7 ) bol dgr cgd dotor xargalzax
bodlogyn idd orix sxig todorxol.
x1 + 2x2 x3 max,
x1 + 4x2 2x3 a,
x1 + x2 + 2x3 b,
2x1 x2 + 2x3 c,
x1 0, x2 0, x3 0,
32

Xsngt 4.20.
a
b
c

1
2
3
4
5

5
5
5
5
5

8
9
10
12
13

6
7
8
9
10

a
6
6
6
6
6

6
7
8
9
10

b
c
9 7
10 8
12 9
13 10
14 11

11
12
13
14
15

a
7
7
7
7
7

b
10
11
13
14
16

c
8
9
10
11
12

16
17
18
19
20

a
8
8
8
8
8

b
11
12
14
15
17

c
9
10
11
12
13

4.21.
Daraax bodlogyn xosmog bodlogyg grafik argaar bodox zamaar ndsn bodlogyn idig
ol.

3ax1 + 11x2 + 5bx3 + x4 min,

3x1 + x2 + (2 + b)x3 x4 c,
(2 + a)x1 + 3x2 5x3 3x4 7,
xj 0, j = 1, ..., 4 :

Xsngt 4.21
a b c

1
2
3
4
5

1
1
1
1
1

1
2
3
4
5

4
1
3
2
4

6
7
8
9
10

a
2
2
2
2
2

b
1
2
3
4
5

c
1
3
2
4
1

a
3
3
3
3
3

11
12
13
14
15

b
1
2
3
4
5

c
3
2
4
1
3

16
17
18
19
20

a
4
4
4
4
4

b
1
2
3
4
5

c
2
4
1
3
2

4.22.
Xosmogin onol ba grafik arga aiglan daraax bodlogyn idig ol.

2x1 + x2 (2 + 12a)x3 + (1 + 6a)x4 3bx5 max,

x1 + 3x2 x4 2x5 = 1,
x2 2x3 + x4 = 1,
x1 + x2 (5 + 2a 2b)x3 + (2 + a b)x4 (b 2)x5 b,
x1 + x2 14x3 + 7x4 + 3x5 4,
x1 0, x2 0, x5 0 :
Xsngt 4.22.
a b

1
2
3
4
5

4
5
6
7
8

3
4
5
6
7

6
7
8
9
10

a
5
6
7
8
9

b
3
4
5
6
7

11
12
13
14
15

a
6
7
8
9
10

b
3
4
5
6
7

16
17
18
19
20

a
7
8
9
10
11

b
3
4
5
6
7

4.23.

33

Bodlogyn bx idig ol.

(a 4b)x1 3ax2 + 8x3 4ax4 max,

(b 1)x1 + (b 3)x2 + x3 + (b 4)x4 1,
(a 4)x1 ax2 + 4x3 ax4 c,
xj 0, j = 1, ..., 4.
Xsngt 4.23.
a b c

1
2
3
4
5

3
3
2
2
2

5
5
5
5
5

1
2
1
2
3

6
7
8
9
10

a
3
3
3
2
2

b
6
6
6
6
6

c
1
2
3
1
2

11
12
13
14
15

a
2
1
1
1
1

b
6
5
5
5
6

c
3
1
2
3
1

16
17
18
19
20

a
1
1
1
1
1

b
6
7
7
7
7

c
2
1
2
3
4

4.24.
rmlin ldwr 2 trlin rx utas ldwrlxd 3 trlin d bolox noos, kapron,
akrilyg aiglana. 4.24 xsngtnd jilin tur xrglgdx txi din zarcuulaltyn
norm, nit too xmj bolon 1tn rml tus brs olox aig ggdsn bol nit aig
xamgin ix bax ldwrllin onowqto tlwlg zoxio.
Xsngt 4.24a

1tn utasand noogdox

txi d
Wid 1
Wid 2
0,5
0,2
a
0,6
0, 5 a
0,2

Txi d
erst
Kapron
Akril

1tn rml utasnaas

olox aig
Xsngt 4.24b
a
b
c

1
2
3
4
5

0,1
0,1
0,1
0,1
0,1

620
730
840
650
760

500
500
500
510
510

6
7
8
9
10

1100
a
0,1
0,1
0,2
0,2
0,2

b
870
790
920
850
780

c
510
520
400
400
400

Txi din too

600
b
c

900

11
12
13
14
15

a
0,2
0,2
0,2
0,2
0,3

b
710
880
810
740
660

c
400
410
410
410
300

16
17
18
19
20

a
0,3
0,3
0,3
0,3
0,3

b
690
720
750
780
800

c
300
300
300
300
300

4.25.
Neftin ldwr benzin, kerosin ba ldwrin tos gargan awaxyn tuld neft gargax
xor trlin texnologi aiglana. 4.25 xsngtnd btgdxni too xmj, zardal ba
1tn neft ldwrlxd texnologig aqaalax cag bolon 1tn btgdxni rtg, ulsyn zaxialgyn xonogin too xmj ggdw. Texnologig aqaalax nit too xmj 75ma/cag.

34

Bx xagdal n xdlmrin btmj n stn/drt tnc cwrlx baguulamjaar

damjin ngrn. ldwrllin btgdxni rlt ba nillltig xzgaarg gj
zj bolno. ldwrin aig xamgin ix baxaar drin onowqto tlwlg zoxio.
Xsngt 4.25a
Btgdxni
Btgdxn
garc
Jilin 1tn
Ulsyn
tlwlTexnolo- Texnolo- btgdxni gni drin
gi 1
gi 2
rtg
xmj(tn)
Benzin
Kerosin
ldwrin tos
Xagdal
ldwrllin
zardal
Texnologin
aqaalal (ma/cag)
Xsngt 4.25b
a
b
c

1
2
3
4
5

13
15
17
19
21

37
37
37
37
37

130
135
140
145
130

6
7
8
9
10

0,6
0,1

0,3

0,3
0,3
0,3
0,1

0,2

0,05

a
21
23
25
29
31

b
39
39
39
41
41

c
135
140
145
130
135

11
12
13
14
15

100
50
20

a
37
39
37
35
33

b
43
45
45
45
45

c
140
145
130
135
140

117
54

16
17
18
19
20

a
39
31
37
35
33

b
45
45
45
45
45

c
145
130
135
140
145

4.26.
Cex n 3 trlin detalig 2 suur main dr bldn. 4.26 zurgand detal tus brig
bldxd aardagdax xugacaag xaruulsan texnologin sxem xaruulaw. Suur main tus
brin ajillax cagin drin too xmj 1-r mainy xuwd b minut, 2-r mainy xuwd
s minut bolno. 1,2 ba 3-r trlin 1 irxg detalin n xargalzan 3;1 ba 2$ tus tus bolno.
Suur main 1
Suur main 2

3 min

Bldml

6 min

9 min

a min

Detal 1

Detal 2

3 min

Xsngt 4.26.

35

Detal 3

a
3
3
3
4
5

1
2
3
4
5

b
600
960
510
690
660

c
900
600
750
450
900

6
7
8
9
10

a
5
3
3
4
4

b
840
660
960
600
780

c
450
900
510
900
450

11
12
13
14
15

a
5
5
3
3
4

b
870
930
720
960
660

c
900
450
900
420
900

16
17
18
19
20

a
4
5
3
4
4

b
870
630
600
720
750

c
450
270
750
900
360

4.27.
Gurwan trlin (A,B ba C) btgdxn ldwrlxd I,II ba III trlin txi d
aiglagdana. I ba II trlin txi din nc xzgaarlagdmal. Xsngt 4.27a -d txi
din zarcuulaltyn norm, txi d ba btgdxni n, txi din nc zrgig
xaruulaw. ldwr xamgin ix aigta baxaar btgdxn ldwrllin tlwlg
zoxio.
Xsngt 4.27a
Txi 1kg txi
d
din n($)

A
1
4
6

I
II
III

2
2
2
2
3

B
3
1
5

2
1
b
Ngj btgdx6b + 12
ni n

Xsngt 4.27b
a b
c

1
2
3
4
5

Ngj btgdxn ldwrlx

txi din orc (norm)

1
2
3
4
1

17
19
21
23
21

6
7
8
9
10

a
3
3
3
3
3

b
1
2
2
2
3

c
22
23
24
25
25

11
12
13
14
15

C
a
3
2

5b + 22

a
3
3
4
4
4

b
3
4
1
1
2

c
26
26
25
27
26

Txi
din
nc

3000

3320

16
17
18
19
20

a
4
4
4
4
4

b
2
3
3
4
4

c
27
28
30
30
32

4.28.
ldwr n 2 trlin daawuug 2 trlin suur main dr bldn. Xsngt 4.28-d 1 ba
2 trlin daawuug bldx suur mainuudyn xdlmrin btmj, doloo xonogt daawuu
bldx xqin qadal, 1cagt suur mainyg lqlx xdlmrin zardal, daawuu tus brin
nig xaruulaw. 7 xonogin xdlmrin zardlyn nit nc 6000cag bol aig xamgin ix
bax 7 xonogin ldwrllin tlwlg zoxio.
Xsngt 4.28a

36

Suur main

Xqin qadal
(mnga.cag)

1
2

30
b

Xsngt 4.28b
a
b
c

1
2
3
4
5

10
10
10
10
10

Xdlmrin zardal (min/cag)

30
30
30
30
40

26
28
30
32
26

6
7
8
9
10

Xdlmrin btmj (m/cag)

Daawuu 1

Daawuu 2

20
12

15
6

18

a
6
Daawuuny
n ($)

a
b
c
10 40 28
10 40 30
10 40 32
9 30 26
9 30 28

11
12
13
14
15

a
9
9
9
9
9

b
30
30
40
40
40

c
30
32
28
30
32

16
17
18
19
20

a
8
8
8
8
8

b
30
30
30
40
40

c
28
30
32
28
30

Bodlogo
4.16. PB-g ndsn, standart ba kanonik xlbrt iljl.
2x1 x2 5x3 max,
4x1 + 3x2 + x3 = 4,
x1 + 6x2 x3 2,
7x1 x2 + 2x3 5,
x1 0, x2 0.
4.17. PB-g kanonik xlbrt iljl.
x1 + 4x2 + x3 3x4 max,
3x1 + 2x2 + x3 + x4 5,
4x1 + 3x2 + 4x3 + 2x4 = 6,
x1 x2 + x3 + 4x4 = 3,
x3 0, x4 0.
4.18. Daraax bodloguudyg grafik argaar bod.
a) x1 + 2x2 max, b)
3x1 2x2 6,
x1 + 2x2 4,
3x1 + 2x2 12,
x1 0;

2x1 + x2 max
x1 + x2 2,
x1 + 2x2 7,
4x1 3x2 6,
x1 0, x2 0;

w) 7x1 + 5x2 min, g) x1 + 2x2 min,

x1 + x2 3,
x1 + 5x2 5,
2x1 + x2 4;

2x1 3x2 0,
x1 x2 3,
2x1 x2 = 4.
37

4.19. Xuwsagqig zaluulax zamaar grafik argaar bod.

a) 8x1 2x2 3x3 max, b)
x1 + 3x2 + x3 4,
7x1 2x3 16,
2x1 x2 x3 = 2,
x1 0, x2 0, x3 0.

x1 + x3 7x4 + x5 max,
x1 x2 + 6x4 2x5 = 7,
x2 x3 4x4 + 6x5 = 24,
x1 + x2 x3 3x4 + 7x5 = 32,
xj 0, j = 1, ..., 5;

w) x1 + x2 + x4 + 3x5 min,

g) x1 + x2 + 2x3 9x4 max,

x1 + 2x2 x3 5x4 + 2x5 = 5,

x1 + x2 + x3 2x4 + 5x5 = 2,
2x2 + x3 + 3x4 3x5 = 6,
x1 0, x2 0, x3 0;

2x1 x2 + x3 4x4 6,
x1 + 2x2 x3 + 7x4 = 5,
5x1 + x2 3x4 = 11,
3x1 + 2x2 + x3 3x4 = 7,
xj 0, j = 1, ..., 4;

4.20. x -cg n daraax bodloguudyn id bolno gj batal.

a) 7x1 5x2 + x4 max,

b) 12x1 7x2 + 4x3 + 5x4 max,

5x1 x2 + 2x3 x4 5,
x1 + x2 + x3 + 3x4 14,
x1 2x2 x3 + x4 3,
x = (1, 2, 2, 4);

3x1 x2 x3 + 4x4 10,

x1 + 3x2 + x3 x4 3,
2x1 + x2 2x3 + x4 = 7,
x2 0, x4 0,
x = (1, 0, 1, 3);

w) x1 + x2 + x3 + 4x4 max, g) x1 + 2x2 + x4 x5 max,

x1 + 2x2 + 3x3 x4 3,
x1 x2 + x3 + 2x4 1,
3x1 + x2 x3 3x4 7,
xj 0, j = 1, ..., 5,
x = (1, 2, 0, 0);

x1 + x2 + x3 + 2x4 = 5,
x1 + x2 + 2x3 + 3x4 + x5 = 9,
x2 + x3 + 2x4 + x5 = 6, ,
xj 0, j = 1, ..., 5;
x = (3, 2, 0, 0, 4).

4.21. Doorx ggdsn cgd dotor xargalzax bodlogyn id orix uu?

a) 2x1 + 3x2 + x3 max,
b)
3x1 + x2 + 2x3 x4 3,
x1 + x2 + x3 3x4 1,
5x1 + 2x2 x3 + x4 3,
x1 = (1, 3, 0, 3),
x2 = (0, 1, 3, 2),
x3 = (5, 0, 6, 0);

38

x1 + 5x2 3x3 5x4 min,

2x1 x2 + 4x3 + x4 1,
x1 x2 + x3 + 2x4 3,
3x1 + 2x2 x3 x4 = 5,
x2 0, x3 0,

x1 = 0, 25 , 12 , 21 ,
x2 = (1, 0, 0, 2),
x3 = (0, 0, 0, 1);

w) x1 + x3 + 7x4 max,

g) 3x2 + 4x3 4x4 6x5 max,

5x1 + 3x2 x3 + x4 9,
x1 + 4x2 + 2x3 + x4 9,
2x1 x2 + 3x3 + 2x4 1,
xj 0, j = 1, ..., 4,
x1 = (1, 1, 0, 1),
x2 = (2, 0, 1, 0),
5

x3 = 12
, 2, 0, 11
;
12

3x1 + 2x2 x3 + 2x4 2x5 = 1,

x1 + x2 x3 + 3x4 2x5 = 0,
4x1 x2 + 3x3 x4 7x5 = 2,
xj 0, j = 1, ..., 5,
x1 = (1, 1, 0, 0, 2),
x2 = (1, 0, 2, 1, 1),
x3 = (0, 1, 1, 0, 0).

4.22. x -cg n xargalzax bodlogyn id bax a parametrin utgyg ol.

a) ax1 + x2 max b)
2x1 + x2 10,
x1 + 2x2 14,
4x1 + x2 16,
x = (2, 6);

x1 + 3x2 max,
ax1 + x2 4,
2x1 x2 2,
3ax1 + 2x2 8,
x = (0, 4);

w) x1 + 7ax2 + 2ax3 max, g) 4x1 x2 + ax3 max,

3x1 + 2x2 x3 0,
2x1 x2 + 2x3 5,
x1 + x2 + x3 = 2,
x2 0,
x = (1, 0, 3);

5ax1 4x2 + x3 1,
4x1 3x2 + 2x3 3,
3ax1 2x2 + 3x3 7,
x1 0, x2 0, x3 0,
x = (0, 1, 3).

4.23. PB-yn iddig bx orog twrlx argaar ol.

a) x1 + x2 + x3 max, b)
x1 x2 + x3 4,
2x1 + x2 + x3 3,
3x1 + x2 + 2x3 6,
x1 + 2x2 x3 3;

w) x1 + 2x2 3x3 max,

x1 + x2 + 2x3 + 3x4 min,

x1 + x2 + 3x3 + 4x4 = 12,
x1 x2 + x3 x4 = 2,
xj 0, j = 1, ..., 4;

g) x1 + x2 4x3 + 2x4 max,

x1 + 2x2 + 2x3 1,
x1 + x2 x3 = 0,
x1 0, x2 0, x3 0;

x1 + 2x2 3x3 + x4 = 4,
3x1 x2 x3 + 2x4 3,
x1 + 5x2 + x3 + 3x4 4,
x2 0, x3 0.

4.24. PB-yn qanar bolon geometr baguulaltyn argyg aiglaj doorx bodloguudyn idig
ol.
a) 5x1 + 2x2 + x3 max,
b) 7x1 + 8x2 + 10x3 max,
x1 + 2x2 x3 1,
3x1 x2 + 2x3 2,
x1 + x2 + 3x3 6,
2x1 + x2 3x3 4,
x1 x2 + 2x3 4,
x1 + 2x2 + 6x3 5,
x1 0, x2 0, x3 0;
x1 0, x2 0, x3 0;
39

w) 13x1 + 3x2 + 4x3 max, g) 4x1 + 5x2 + 6x3 max,

5x1 2x2 + 3x3 6,
3x1 + 4x2 + x3 2,
4x1 + x2 7x3 2,
x1 0, x2 0, x3 0;

x1 + 4x2 2x3 10,

3x1 + 2x2 + 3x3 9,
4x1 x2 + 5x3 2,
x1 0, x2 0, x3 0.

4.25. Daraax bodloguudyn xosmog bodloguudyg zoxio.

a) 17x1 5x2 + x3 + x4 8x5 max, b)
3x1 x2 x3 + 4x4 + 7x5 11,
x1 5x2 5x3 + x4 + 2x5 8,
x1 + x2 + x3 + 3x4 x5 = 4,
x1 0, x4 0;

w) 3x2 2x3 + x4 min,

4x1 6x2 2x3 + 3x4 + x5 min,

x1 + 2x2 3x3 + x4 3x5 5,
2x1 + 3x2 + x3 + x4 + 2x5 1,
2x1 x2 x4 x5 3;

g) 4x1 + x2 + x3 + 2x4 + x5 max,

x1 + x3 x4 = 5,
2x1 + x2 2x3 + 2x4 7,
xj 0, j = 1, ..., 4;

4x1 + x2 x3 x4 + x5 9,
x1 + x2 x3 + x4 + 6x5 = 10,
x1 3x2 + 5x3 1,
xj 0, j = 1, ..., 4.

4.26. Xoslolyn onol bolon geometr argyg aiglan daraax bodloguudyn idig ol.
a) 7x1 + x3 4x4 max, b)
x1 x2 + 2x3 x4 6,
2x1 + x2 x3 1,
xj 0, j = 1, ..., 4.

x1 + x3 + x5 max,
x1 + 2x2 + 3x3 x4 x5 6,
x1 x2 2x3 + x4 + x5 5,
xj 0, j = 1, ..., 4.

w) 4x1 + 5x2 + 2x3 + x4 + 2x5 min, g) 6x1 + 3x2 x3 2x4 max,

3x1 + 5x2 + 4x3 + 2x4 + 2x5 = 1,
4x1 6x2 x3 + x4 + 3x5 = 1,
xj 0, j = 1, ..., 5.

3x1 + 2x2 + x3 + 4x4 0,

2x1 + 2x2 x3 x4 = 1,
x2 0, x3 0, x4 0.

4.27. Xosmogin onol, geometr arga ba xuwsagqig zaluulax argyg aiglan daraax PByn idig ol.
a) 2x1 + 4x2 x3 x4 max, b)
2x1 + 2x2 x3 x4 2,
x1 x2 + x3 1,
3x1 + x2 + x4 = 5,
x1 0, x2 0, x4 0;

x1 + 3x2 + 31x3 + 25x4 4x5 max,

x1 + 4x3 + 3x4 + x5 = 2,
x2 + x3 + x4 x5 = 1,
x1 + x2 + 10x3 + 8x4 + x5 5,
2x1 x2 + 9x3 + 6x4 + 5x5 0.
x1 0, x2 0, x5 0;

w) 3x1 2x2 x3 max, g) 4x1 8x2 7x3 2x4 max,

3x2 + x3 2,
x1 + x2 3,
x1 + 2x2 + x3 1,
x1 0, x2 0.

3x2 4x3 x4 + 2x5 1,

4x1 + x2 + 2x3 + 5x4 3x5 = 4,
x1 + x2 + x3 + 2x4 x5 = 1,
x1 0, x2 0, x3 0, x4 0.
40

4.28. Daraax bodloguudyn bx idig ol. (Mn oro bax qanaryg lga.)

a) 10x1 + 17x2 + 29x3 min, b) 2x1 4x2 4x3 + 2x4 x5 min,

2x1 + 5x2 + 5x3 x4 = 1,
5x1 + 5x2 + 10x3 x4 = 2,
xj 0, j = 1, ..., 4.

2x1 x2 + x3 + 3x5 2,
7x1 + x2 2x3 + x4 x5 7,
5x1 + 3x2 + 6x3 2x4 + 2x5 = 5,
x1 0, x2 0, x4 0;

w) x1 + 3x2 4x3 x4 min, g) 10x1 + 2x2 + 6x3 + 5x4 min,

4x1 + x2 3x3 3x4 = 2,
3x1 + 2x2 x3 + x4 1,
xj 0, j = 1, ..., 4.

2x1 + 2x2 + 2x3 x4 1,

5x1 + x2 + 3x3 + x4 2,
xj 0, j = 1, ..., 4.

ugaman programmqlalyn bodlogo bodox Simpleks

arga

5.1

Towq olgolt uxagdaxuun

ugaman programmqlalyn bodlogyg bodox ndsn arga n simpleks arga m.

Simpleks argyg PB-yg daraax kanonik xlbrt bodlogod xrgln.

< C, x > max, Ax = b, x0

(5.1)

nd AA(m, n), bRm , cRn . A -matricyn rang n m-t tnc gj ze. (6.1) bodlogyn
bolomjit idin olonlogig X -r tmdgle:

X = {x Rn | Ax = b, x 0
Tgwl teorem 4.* soor x X cg n X olonlogig oron (ncgin) cg bax zalg
bgd xrlct nxcl n aj (j J(x)) bax wdal m. rr xlbl, x cgin erg
koordinatuudad xargalzax A matricyn baganuud n ugaman xamaaralg bana gsn g
m. Xrw x oro n l bxg bol |J(x)| = m bolox ba bxsn bol |J(x)| < m bana.
x X cgin erg koordinatad xargalzax A matricyn baganuud bolon A matricyn duryn
ugaman xamaaralg m baganyg aguulsan sistemig x oron suur gj nrln. rr
xlbl, {aj | j J}, J {1, ..., n} sistem wektoruud Rm ogtorgud suur sgx ba J(x) J
bol n n x oron suur bolno.
ggdsn suur aj | j J -d xargalzax xj (j J) xuwsagquudyg suur xuwsagquud gn. l
bxx oro x -t coryn ganc suur {aj | j J(x)} xargalzana. Bxsn orod xd xdn suur
xargalzaj bolox bolowq rang(A) = m nxcl n dor xaj ng suur orix batalgaa gn.
Simpleks arga n x0 , x1 , ..., xk zrg oron (ncgin) cgdin daraallyg tdgrt xargalzax suuriudyg xamt baguuldag toocon bodox algoritm m. ljit k-r iterac dr
daraax 2 nxclig al ngig algana:

1. xk n (6.1) bodlogyn id
41

2. (6.1) bodlogo n idg gdgig togtoono, swl daraagin xk+1 cgig baguulna.
Xrw xk oro l bxx bol
(5.2)
< c, xk+1 > > < c, xk >
nxcl bielgdn.
Xrw xk oro bxsn bol (6.2) nxcl swl xk+1 = xk gsn cikldx nxcl bielgdn.
Suuriudyn too tgsglg uqraas iteracig cikl dx nxcls rgljlln gctgwl
todorxo ldlin daraa (6.2) nxcl bieln. Drx ldl n tgsglg toony iteracin
daraa bodlogyn id gx swl idg gdgig togtoono.

5.2

Simpleks argyn algoritm

k-r iteracd xargalzax oro xk ba tni suur {aj | j Jk } -ggdsn bolog.

x = xk , J = Jk gj tmdgle.
A matrican baganuudyg suuriar ilrxile.
X
ak =
aj jk , k = 1, ..., n,

(5.3)

jJ

nd jk (j J) zadargaany koefficientd.
k -nlgg bodo:
X
k =
cj jk ck ,

k = 1, ..., n

(5.4)

jJ

Duryn k J ed

(
jk =

1, xrw j = k
0, xrw j J | {k}

(5.5)

ba k = 0 bieln.
jk , k (j J, k
/ J) parametryn tmdgds xamaaran doorx nxcldin al ng n
rglj bieln.

(A) Duryn k
/ J ed k 0.
(B) s
/J:

s < 0 ba js 0, j J

(C) s
/ J, j J :

s < 0 ba js > 0,

Teorem 6.1 (Onowqto bax nxcl) Xrw A nxcl bielgdwl x-n (6.1) bodlogyn
id bolno. Xosmog bodlogyn id y-g
< y, aj >= cj , j J
nxcls olno.

42

Teorem 6.2 (id l orin bax) Xrw (B) nxcl bielgdwl (6.1) bodlogo idg.
Odoo (C) nxcl bielgdj bana gj ze. s nomer todorxolno.

xj
jJ,js >0 js

(5.6)

xr
, r J, rs > 0
rs

(5.7)

=
=

min

J 0 indeksin dugaar todorxolno:

J 0 = (J | {r}) {s}

(5.8)

xj js , xrw j J | {r},
0
xj =
,
xrw j = s,

0,
xrw j
/ J 0.

(5.9)

x0 Rn cgig baguulna:

Teorem 6.3 (in oro iljix) x0 cg n {aj | j J 0 } suurta X olonlogin oron

cg bolox ba

< c, x0 > = < c, x > s

(5.10)

Simpleks argyn iteracin ldlig xk+1 = x0 , Jk+1 = J 0 gj zd daxin rgljlln.

n ed ar bagana suurias garq, as bagana suurt orno. rs -lementig qigllgq lement gj nrln. Xrw = 0 bol x0 = x bolj cikldx toxioldol garax tul ns
zalsxixin tuld daraax drmig xrgln.

Teorem 6.4 (Cikls garax Blndin drm) (C) nxcl bielgdj bagaa ed s ba rx

g s = min{k
/ J | k < 0}, r = {j J | js > 0, jsj = } gj awbal cikldx process
bolomjg bolno.
A matricyn baganuudyg x0 = xk+1 oron {aj | j Jk+1 = J 0 } suuriar zadalna:

ak =

P
jJ

aj 0jk =

P
jJ|{r}

aj 0jk + as 0sk , k = 1, ..., n

in nlgg bodwol:

0k =

P
jJ 0

cj 0jk ck , k = 1, ..., n.

(jk , k ) ba (0jk , 0k ) parametrdin xolboo daraax tomogoor ilrxilgdn.

(
0jk =

jk
rk
,
rs

js
,
rs rk

0k = k

43

xrw j J | {r},
xrw j = s.

(5.11)

s
rk
rs

(5.12)

5.3

Simpleks xsngt

Simpleks argyn iteracig gctgxd xlbarqlan simpleks xsngtig aiglana. ni

tuld x oro ba tni suur {aj | j J} -g doorx (m + 1) (n + 1) xsngtd barluulna.
1

a
a1
..
.

Xsngt 6.1
a
. . . as . . .

an

..
.
jk
..
.

..
.
jn
..
.

..
.
xj
..
.

...

aj
..
.

..
.
j1
..
.

ar
..
.

r1
..
.

...

rk
..
.

...

rs
..
.

...

rn
..
.

xr
..
.

...

...

...

<c,x>

...

..
.
js
..
.

...

...

jk , xj , jk (j J, k = 1, ..., n), < c, x > parametrdig xsngt 6.1-t barluulsny daraa

injilg xin. Xrw (A) ba (B) nxcld bielgdwl iteracig zogsoono. Xrw (C)
nxcl bielgdwl {aj | j J 0 } suurta x0 cgt xargalzax xsngt 6.2-g baguulna.
a
a1
..
.

...

Xsngt 6.2
ak . . . as

b0

...

..
.
jn
..
.

..
.
x0j
..
.

aj
..
.
as as
..
.

0s1
..
.

...

0sk
..
.

...

1
..
.

...

0sn
..
.

x0s
..
.

01

...

0k

...

0s

...

0n

<c,x>

...

..
.
js
..
.

an

..
.
j1
..
.

...

..
.
jk
..
.

...

b baganad b baganyg {aj | j J} suuriar zadalsan zadargaany kofficientdig barluulaw. rr xlbl,

P
b = Ax = jJ aj xj .
xsngt 6.1(T) -s PB-yg simpleks argyn daraagin xsngt 6.2(T)-g gargaxdaa daraax
drmig mrdn.

1. T 0 xsngtin aj mrig j J | {r} ed gargaj awaxdaa ar mrig

T xsngtin aj -mrns xasna.

js
rs

-r rjlj,

2. T 0 xsngtin as mrig gargax awaxda T xsngtin ar mrig r s lementd xuwaana.

3. T 0 xsngtin mrig gargaj awaxdaa T xsngtin ar mrig rss -r rjlj
mrns xasna. ni daraa T 0 xsngtin xuwd xargalzax injilgg gctgn.
Xrw (C) nxcl bielgdwl daraagin simpleks xsngtnd iljin.
44

4. Anxny oron cgig baguulax.

Simpleks argyg bid talbarlaxdaa anxny oron cg xo X ba tni suurig mdgdj
bana gj zsn.
Zarim toxioldold anxny oron cgig uud olj bolno. Jilbl,
< c, x > max,
Ax b, x 0,
nd A A(m, n), b Rm , c Rn , b 0
Simpleks argyg xrglxin tuld xld n bodlogyg kanonik xlbrt iljln.

< c, x > max, Ax + u = b, x 0, u 0

(5.13)

(6.13) bodlogyn bolomjit idin olonlogig Z-r tmdglwl:

m
n
R+
|
Z = {z = (x, u) R+

Pn
j=1

a j xj +

Pm
i=1

ei ui = b},

nd ei -n Rm ogtorgun i-r ort (i = 1, ..., m). Z = (0, b) cg n Z olonlogin oron

cg bgd xargalzax suur n {e1 , ..., em } bolno. Imd Z cgs xln simpleks argyn
iteracig xrgjln.
Odoo anxny oron cg baguulax ernxi arga bolox zoxiomol suurin argata tanilc. (6.1) bodlogyn xuwd b 0 gj ze. Daraax tuslax qanaryn bodlogo awq ze.
m
X

Ui min,

(5.14)

i=1

Ax + u = b, x 0, u 0
(6.13) ba (6.14) bodlogyn bolomjit idin olonloguud dawxcana. (6.14) bodlogyn
xuwd Z = (0, b) oron cgs xln simpleks argyg xrgln. Tgwl
(a) (6.14) bodlogyn Z o = (xo , uo ) gsn id n Z olonlogin oron cg bax.
(b) Z o cgin suur {aj | j J} {ei | i I} bana.
|J| + |I| = m
(c) A matricyn baganuudyg suuriar zadalna:
ak =

aj jk +

jJ

X
iI

Daraax toxioldluudyn al ng n bieln.

A) u0 6= 0. n ed X = bana.

45

ei ik ,

k = 1, ..., n

(5.15)

B) u0 = 0. n ed daraax toxioldlyg awq zn.

b1. I = . Tgwl {aj | j J} n xo cgin suur bolno. (6.15) tomo (6.13)t dawxcana. (6.1) bodlogyn xo gsn anxny oron cgs xln simpleks argaar
bodno.
b2. I 6= ba rs 6= 0, r I, s
/ J bolog. Tgwl {aj | j J 0 } {ei | i I 0 }
n mn Z o = (xo , 0) cgin suur bolno. nd J 0 = J {S}, I 0 = I\{r}. A matricyn baganuudyg n suuriar zadlax zadargaany koefficientdig (6.11)-t
tstgr zadalna. Xrw inr ssn suurin xuwd daxin b2) nxcl daxin
bielbl iteracig caaid rgljlln gctgj tgsglg alxmyn daraa b1)
swl b3) toxioldolruu iljin.
b3. I 6= ba ik = 0, i I, k = 1, ..., n bag. (6.15) tomo daraax xlbrt
bolno.
X
ak =
aj jk , k = 1, ..., n
(5.16)
jJ

{aj | j J} sistem n Rm -in suur bolj qadaxg. Uqir n |J| < m. I =

mrdt ba a
{1, 2, ..., m}\I. A matric n ai (i I)
j n A matricyn j-r bagana
koordinatta.
(j = 1, ..., n), b wektor n bi (i I)
Daraax nxcl bielgdn.
= |I|

1) rang(A)
= b sistemt tnc qanarta ba (6.1) bodlogond <
2) Ax = b sistem n Ax
ai , x >= bi , i I zaaglal il bgd nig orxij bolno.
3) {
aj | j J} n xo X cgin suur bolno.
= b, x 0}.
nd X = {x Rn | Ax
(6.16) tnctglin zwxn i I koordinatuudyg awq zwl A matrican baganuudyg
n suur dax zadargaa garna. Imd zoxiomol suurin arga n (6.1) PB -g bodox
tdig Ax = b sistems ugaman xamaaralta il tgitgldig zaluulj
tnc qanarta PB -ruu iljlj bana.

6
6.1

Twrin bodlogo
Bodlogyn tawil

ai 0, i = 1, ..., m nc bxi m nillgq Ai baguullagaas bj 0, j = 1, ..., n rlt

bxi n xrglgq baguullaga Bj -d ngn trlin btgdxn twrlx aardlagata.
i-r cgs j-r cgt xrgx ngj aqaany twrlltin n cij bol nit zardlyg xamgin
baga balgax bodlogo n twrin bodlogo m.
Matematik zagwar(twrin tawil)
P
Z=
cij xij min
P
Zaaglal:
xij = ai , i = 1, ..., m

46

xij = bj , j = 1, ..., n
xij 0, i, j.
X = (xij ) n mxn xmjst matric bgd lementd n Ai -s Bj -r twrlx
btgdxni too xmjns togtono. Xrw X-n bodlogyn zaaglalyg xangaj bagaa bol nig bolomjit id (twrin tlwlg) gj nrln.
Twrin bodlogo idt bax zalg ba xrlct nxcl n:
Pm
Pn
i=1 ai =
j=1 bj
rlt nilllt tnc bax wdal m.
rmblgdsn olonlog {(ik , jk )}2l
k=1 -in xuwd
ik+1 = ik , k = 1, 3, ..., 2l 1 ed
jk+1 = jk , k = 2, 4, ..., 2l 2, j2l = j1 ed
nxcl bielgdj bawal nig cikl gj nrln.
Xrw J+ (X) = {(i, j) | xij > 0} indeksin olonlogig nmj gargaj awsan olonlog
Js (X) n ciklig aguulaag bgd m + n 1 lements togtson bol bolomjit id
X n suur id bolno.

Twrin bodlogyn algoritm. X gsn suur idns xln.

1. ui + vj = cij , (i, j) Js (X) baxaar ui , i = 1, ..., m ba vj , j = 1, ..., n toonuudyg olno.
Xrw wij = cij ui vj 0, i = 1, ..., m; j = 1, ..., n bol X n onowqto id.
2. wpq < 0 baxaar (p,q)-g olno. i1 , j1 := (p, q)-s xln Js (X) {(p, q)} olonlogin Z
ciklig olno.
3. in bolomjit cg X-ig daraax drmr todorxolno.
xij := xij + (1)k+1 xrs , (i, j) Z
xrs := min{xik jk | (ik , jk ) Z, k = 2, 4, ..., 2l}
Indeksin olonlog
Js (x) := Js (x) {(p, q)} | {(r, s)}
dr todorxologdson X id n suur id bolno. 1-r alxam ruu iljix.

Twrin algoritmyn xsngtn xlbr

Twrin bodlogyn algoritmyg doorx xsngtnd xij X, (i, j) Js (X), wij , (i, j)
/ Js (X)
xuwsagquudyg barluulax zamaar ilrxilj bolno. Xsngtnd oroog ldsn xuwsagqid
/ Js (X) ba wij , (i, j) Js (X)-uudyn utguudyg tg gj zn. Ciklig daraax
bolox xij , (i, j)
jind tg ncgtr xaruulaw.
Xsngt

ui , vj , wij utguudyg oloxdoo u1 = 0 gj zn daraax ndndig aiglana.

v2 = c12 (w12 = 0 uqir), vq = c1q (w1q = 0 uqir), u2 = c2q vq (w2q = 0 uqir), vm = c2m u2 (w2m =
47

0 uqir), up = .., v1 = .., um = ... gx mt.

Jilbl, drx xsngtnd wpq < 0 ba xp2 x1q (xrs = xp2 ) bag. Daraax xsngtnd
doorx argaar bodno.
Xsngt
Xsngtin utguudyg olno:
xp2 = 0, xpq = xp2 , x12 = x12 + xp2 , x1q = x1q xp2 .
u1 , vj , wij -g oloxdoo drxt ijil zarqmaar u1 = 0 gj zd olno.

Anxny suur id olox drm

Zn dd ncgin arga
Zn dd ncgt xamgin ix bolomjit btgdxni toog barluulna. rlt ba nilllt
n tncsn xooson bolson ng nillgq swl ng xrglgq baguullagyg zaluulj ldlig
dawtana. Zwxn xamgin slin alxamd xrglgq ba nillgq xoulang xsngts zaluulna.
Xamgin baga rtgin arga
Xamgin ix bolomjit btgdxnixmjg xamgin baga rtgt ndnd barluulna.
rlt ba nilllt n tncsn xooson bolson ndt ng nillgq buu xrglgqig
zaluulna. Slin alxam dr nillgq ba xrglgq xoulang zaluulna.
Fagelin arga
Mr buu bagana tus brin xuwd xamgin ix n ba xamgin baga nin lgawryg olno.
Xamgin ix lgawar xargalzaj bu mr buu bagana xamgin baga zardalta ndnd btgdxni
xamgin ix xmjg barluulna. rlt ba nilllt n tncsn xooson ndt nillgq
swl xrglgqig zaluulna. lgawryg daxin inqln bodox zamaar ldlig dawtana.
Zwxn slin alxam dr nillgq ba xrglgq xoulang zaluulna.

Twrin bodlogo
Daraax bodloguudyg potencial argaar bod.

6.1.
A1
A2
A3
Xrgc

B1
1
2
3
30

B2
2
3
2
30

B3
4
1
4
10

B4
1
5
4
20

Nc

50
30
10
90

6.2.

48

A1
A2
A3
Xrgc

B1
1
4
3
130

B2
7
2
8
220

B3
9
6
1
60

A1
A2
A3
Xrgc

B1
2
5
2
70

B2
3
3
1
30

B3
4
1
4
20

B2
2
2
4
70

Nc

A1
A2
A3
Xrgc

B1
1
3
1
30

A1
A2
A3
Xrgc

B1
1
1
2
50

B2
2
3
2
60

B3
4
4
3
10

B2
2
4
15

Nc

A1
A2
Xrgc

B1
1
3
25

A1
A2
A3
Xrgc

B1
1
2
4
15

B2
3
5
2
25

B3
2
3
4
20

Nc

B4
5
8
2
70

120
280
160

6.3.
B4
3
2
2
40

Nc

90
30
40

6.4.
40
30
30
100

6.5.
Nc

90
30
40
120

6.6.
10
20

6.7.
B4
6
5
1
30

Nc

20
30
40

6.8.

49

A1
A2
A3
Xrgc

B1
4
3
2
20

B2
5
1
7
20

B3
2
3
6
35

B4
4
5
1
25

B5
3
2
6
40

B6
1
6
3
60

A1
A2
A3
Xrgc

B1
2
3
1
100

B2
4
3
4
50

B3
5
1
3
110

B1
3
1
2
9
100

B2
1
3
1
3
40

B3
5
5
3
8
90

B4
4
6
6
1
70

Nc

B1
3
2
4
9
100

B2
1
4
3
3
40

B3
5
6
5
8
90

B4
4
7
8
1
70

Nc

B1
5
3
1
2
130

B2
1
6
4
3
60

B3
3
1
7
2
95

B4
4
2
3
4
215

Nc

60
80
60

6.9.
B4
3
4
6
190

B5
7
2
4
150

Nc

100
200
300

6.10.
A1
A2
A3
A4
Xrgc

80
100
50
60

6.11.
A1
A2
A3
A4
Xrgc

80
110
50
60

6.12.
A1
A2
A3
A4
Xrgc

Nc

100
120
80
200

6.13.
A1
A2
A3
Xrgc

B1
2
5
4
60

B2
1
7
3
30

B3
4
6
2
20

B4
3
5
3
40

Nc

90
30
40

50

6.14.
A1
A2
A3
Xrgc

B1
1
2
3
20

B2
4
5
1
30

B3
2
4
3
40

B4
1
3
2
10

Nc

B1
2
3
4
50

B2
3
4
1
60

B3
1
1
2
90

B4
3
5
1
70

Nc

B1
4
5
1
80

B2
2
4
3
60

B3
1
3
2
100

B1
2
1
5
3
15

B2
1
2
3
6
20

B3
3
7
2
1
10

B4
5
3
4
4
35

B5
4
6
1
5
20

B1
1
4
2
1
10

B2
3
5
7
6
15

B3
2
3
1
2
18

B4
3
4
2
4
7

Nc

40
30
20

6.15.
A1
A2
A3
Xrgc

80
110
95

6.16.
A1
A2
A3
Xrgc

B4
1
2
3
70

Nc

100
50
150

6.17.
A1
A2
A3
A4
Xrgc

Nc

40
30
10
20

6.18.
A1
A2
A3
A4
Xrgc

12
7
23
8

6.19.
A1
A2
A3
A4
Xrgc

B1
3
5
2
6
100

B2
1
1
3
2
30

B3
2
3
4
5
70

B4
4
2
1
3
30

B5
3
6
1
2
50

Nc

50
90
65
75

51

6.20.
A1
A2
A3
A4
Xrgc

B1
1
3
5
1
10

B2
3
4
2
3
10

B3
5
3
1
2
20

B1
3
3
6
7
50

B2
5
4
4
6
40

B3
6
3
2
2
100

B4
6
7
8
5
12

Nc

B5
8
3
2
4
8

10
20
15
15

6.21.
A1
A2
A3
A4
Xrgc

B4
4
5
7
6
70

Nc

B5
3
4
9
7
30

50
40
100
100

6.22.
A1
A2
A3
A4
Xrgc

B1
2
7
10
9
150

B2
4
3
15
13
250

B3
1
9
14
12
200

B4
3
4
8
11
100

B5
5
1
4
7
90

Nc

100
290
250
150

6.23.
A1
A2
A3
A4
Xrgc

B1
16
30
13
3
70

B2
30
27
4
1
70

B3
17
26
22
5
70

B4
10
9
3
4
70

B5
16
23
1
24
20

Nc

40
60
100
100

6.24.
A1
A2
A3
A4
Xrgc

B1
15
21
26
21
190

B2
1
18
29
10
190

B3
22
11
23
3
190

B4
19
4
26
19
190

B5
1
3
24
27
40

Nc

200
200
200
200

6.25.

52

A1
A2
A3
A4
Xrgc

B1
30
5
16
13
60

B2
2
29
24
28
60

B3
5
9
14
4
130

B1
25
27
1
8
15

B2
28
5
25
6
20

B3
20
11
14
4
10

B4
6
5
6
25
120

Nc

B5
15
7
26
8
150

160
150
140
150

6.26.
A1
A2
A3
A4
Xrgc

B4
25
23
16
16
35

B5
7
10
16
18
20

Nc

160
120
140
180

Gradientin arguud

Daraax nxclt bi kstremumyn bodlogo awq ze.

f (x) min, x Rn ,

(7.1)

nd f : Rn R n tasraltg tuxan ulamjlaluudta funkc. f 0 (x) - funkcin gradient

f f
f
0
f (x) =
,
, ... ,
(7.2)
x1 x2
xn

(7.1) bodlogyn orqim minimuman cg x -g olox zorilgo tawa. f (x ) = minxRn f (x).

7.1

Gradientin argyn algoritm

Alxam 1. xk , > 0, 0 ggdsn. k = 0

Alxam 2. f 0 (xk )-g bodno.
Alxam 3. Xrw kf 0 (xk )k < bol iteracig zogsooj, x = xk gj zn.
Alxam 4. Alxam = 0 -g gn.
Alxam 5. xk () = xk f 0 (xk ) cg baguulna.
Alxam 6. Xrw f (xk ()) < f (xk ) (swl f (xk+1 ) f (xk ) < kf 0 (xk )k2 ) bol k = ba
xk+1 = xk (k ), k := k + 1 gj zd "alxam 2"-ruu iljix

Alxam 7. :=

gj zd "alxam 5"-ruu iljix

53

Teorem 7.1 f : Rn R funkc Rn dr dooroosoo zaaglagdsan ba gradient n Li... nxclig xangadag bolog. rr xlbl,
kf 0 (x) f 0 (y)k Lkx yk, x, y Rn , L > 0.
Tgwl duryn anxny dxltin cg xo Rn -s xlj gradientin argaar baguulsan
xk daraallyn xuwd
limk kf 0 (xk )k bielgdn.

Teorem 7.2 Xrw "Teorem 7.1"-yn nxcl dr nmlt f (x) funkc gdgr bol gradientin
argaar baguulsan xk daraalal n (7.1) bodlogyn bagasgagq daraalal bolno. rr
xlbl,
limk f (xk ) = minxRn f (x)
Sanamj. Xrw gradientin argyn algoritmyn Alxam 6 -dr k -g
f (xk (k ) = min0<< f (xk ()))
nxcls songowol n algortm rs buuraltyn argyn algoritm bolno.

7.2

Fletqer - Riwegin argyn algoritm

{xk } daraallyg daraax drmr baguulna.

do = f 0 (xo )
k1

kf 0 (xk )k2
= 0 k1 2
kf (x )k

(7.3)
(7.4)

dk = f 0 (xk ) + k1 dk1

(7.5)

f (xk + k dk ) = min f (xk + dk )

(7.6)

xk+1 = xk + k dk

(7.7)

>0

Drx iteracig zogsoox nxcl n:

kf 0 (xk )k ( > 0 ggdsn nariwqlal)
Bodloguud.
Gradientin (rs buuraltyn arga) bolon Fletqer Riwsin argaar daraax bodloguudyg
ggdsn anxny dxltin cg xo -s xlj bod.

7.1. f (x) = x31 x1 x2 + x22 2x1 + 3x2 4 min, xo = (0, 0)

7.2. f (x) = (x2 x21 )2 + (1 x1 )2 min, xo = (0, 0)
7.3. f (x) = [(x2 + 1)2 + x21 ][x21 + (x2 1)2 ] min, xo = (0, 0)
7.4. f (x) = (x22 + x21 1)2 + (x1 + x2 1)2 min, xo = (0, 1)
7.5. f (x) = x21 exp[1 x21 20.75(x1 x2 )2 ] min, xo = (0.1, 0.5)
7.6. f (x) = x1 x2 exp[(x1 + x2 )] min, xo = (0, 1)
54

7.7. f (x) = 4(x1 5)2 + (x2 6)2 min, xo = (8, 9)

7.8. f (x) = (x21 + x2 11)2 + (x1 + x22 7)2 min, xo = (0, 0)
7.9. f (x) = 2x21 + x1 x2 + x22 min, xo = (0.5, 1)
Kwadratlag funkcin xuwd rs buuraltyn argyg xlbar badlaar xrgjlj bolno.

f (x) =

1
< Ax, x > < b, x >
2

(7.8)

nd A-n (n n) xmjst tg xmt erg todorxologdson matric, b, x Rn .

f 0 (x) = Ax b tul
<Axk b, Axk b>
k = <A(Ax
k b), Axk b>
Daraax bodloguudyg rs buuraltyn argaar ggdsn cgs xln ggdsn nariwqlaltagar bod.
f (x) = 12 < Ax, x > < b, x > min, x Rn .

4 2 1
2
1/3

7.10. A = 2 6 1 , b = 3 , xo = 1/5 , = 0.01

1 1 8

1/10

4 1 1
2
0

7.11. A = 1 4 1 , b = 3 , xo = 1/2 , = 0.001

1 1 4
4
1

7.12. A =

7.3

4
3
2
1

3
4
3
2

2
3
4
3

1
2
3
4

, b =

4
5
6
2

o
, x =

1
1
1
1

, = 0.001

Nxclt kstremumyn bodlogyn toon arguud

ugaman bi programmqlalyn daraax bodlogo awq ze.

f (x) min, x X Rn

(7.9)

X = {x | gj (x) 0, j = 1, ..., m},

x = (x1 , x2 , ..., xn )
f, gj , j = 1, ..., m funkcd 2 daxin tasraltg diffrencialqlagdana.

7.3.1

Torguulin funkcin arga

n argyn gol sanaa n (7.8) bodlogyg bodoxdoo torguulin funkcin tuslamjtagaar

daraalsan nxclt bi kstremumyn bodlogo bodox wdal m. Tuslax funkcig daraax
xlbrr zoxiono.

55

F (x, rk ) = f (x) + P (x, rk )

nd P (x, rk ) torguulin funkc, rk 0 -torguulin parametr. Torguulin funkc doorx
xlbrt baj bolno.
P (x, rk ) = rk

P (x, rk ) = rk

Pm

1
j=1 gj (x)

Pn
j=1

ln[gj (x)]

Alxam 1. xk X, rk > 0, C > 1, > 0, k = 0 ggdn.

Alxam 2. Tuslax qanaryn funkc F (x, rk )-g zoxiono. F (x, rk ) = f (x) rk
F (x, rk ) = f (x) rk

Pm

j=1

Pm

1
j=1 gj (x)

(swl

ln[gj (x)])

Alxam 3. F (x, rk ) min, x Rn bodlogo bodoj x (r ) injig olno. F (x (r ), rk ) =

minxRn F (x, rk )

Alxam 4. P (x (r )) utgyg olno.

Alxam 5. Xrw |P (x (r ), rk )| bol iteracig zogsoono. x = x (rk ) id bolno.
Alxam 6. srg toxioldold rk+1 =

rk
,
C

xk+1 = x (rk ), k := k + 1 "Alxam 2"-ruu iljin.

Teorem 7.3 f (x), gj (x), j = 1, ..., m funkcd gdgr bgd tgsglg bolog. (7.8) bodlogyn injdin olonlog X zaaglagdsan ba xooson bi, tnqln gj (xo ) < 0, j =
1, ..., m bax xo X cg orino. Tgwl torguulin funkcin argaar baguulsan

{x(rk )}
k=0 daraallyn bx xzgaaryn cgd n X -d xaralagdana. rr xlbl,
limi x(rki ) = x, x X
Torguulin funkcin argyg matematik programmqlalyn ernxi bodlogod xrglj
bolno.
f (x) min, x X Rn
(7.10)
X = {x | gj (x) = 0, j = 1, ..., m; gj (x) 0, j = m + 1, ..., p; m < n}
Tuslax qanaryn funkc F (x, rk )-g daraax xlbrt zoxiono.
P
Pp
1
2
k
F (x, rk ) = f (x) + 2r1k m
j=1 gj (x) r
j=m+1 gj (x)
swl
Pp
P
k
2
F (x, rk ) = f (x) + 2r1k m
j=m+1 ln[gj (x)]
j=1 gj (x) r

Daraax bodloguudyg ggdsn anxny cgs xln torguulin funkcin argaar bod.
7.13. f (x) = x21 + x22 min,
5x1 + 4x2 0,
x1 2x2 0,
x1 4x2 + 3 0,
xo = (2/5; 3/5).
56

7.14. x21 + x22 2x1 min,

x1 2x2 2 0,
2x1 + x2 0,
x1 4x2 + 4 0, xo = (2/5; 9/10)
7.15. x21 + x22 x1 x2 34 x2 min,
x1 x2 + 1 0,
x1 2x2 0,
2x1 + x2 0,
xo = (1/4; 7/12)
7.16. x21 + 2x22 min,
x1 x2 + 32 0,
x1 2x2 + 1 0,
2x1 + x2 0,
xo = (7/12; 3/4)

Daraax bodloguudyg ggdsn anxny cgs xln torguulin funkcin argaar bod.
7.17. x1 2x22 + 4x2 max,
3x1 2x2 = 6
7.18. 4x21 8x1 + x2 + 3 max,
x1 x2 = 2
7.19. 13 (x1 + 1)3 + x2 min,
x1 1 0, x2 0
7.20. x41 + x92 + x1 + x2 min,
x1 + x2 6,
x1 0, x2 0
7.21. 4x21 + 4x1 + x22 8x2 + 5 min,
2x1 x2 = 6
7.22. 8x21 + 4x1 x22 + 12x2 7 max,
2x1 + 3x2 = 6
7.23. (x1 + 4)2 + (x2 4)2 min,
2x1 x2 2
x1 0, x2 0
7.24. ln x1 x2 min,
1 x1 0,
x21 + x22 4 = 0

57

7.3.2

Bolomjit qigllin arga

x X Rn

f (x) min,

(7.11)

X = {x | gj (x) 0, j = 1, ..., m}
{xk } daraallyg daraax drmr baguulna.
xk+1 = xk + tk hk ,

k = 0, 1, ...,

xk X, Jk = {j | k < gj (xk ) 0}

(7.12)
(7.13)

tk 0 n doorx bodlogyn id:

f (xk + tk hk ) min,
gj (xk + tk hk ) 0,
tk = min{tk , t
k },

(7.14)

j = 1, ..., m

(7.15)

tk 0, t
k 0

(7.16)

tk , t
k n daraax nxclig xangana:
f (xk + tk hk ) = mintk 0 f (xk + tk hk )
j
k
k
t
k = min{tk }, gj (x + tk h ) = 0, tk 0
hk wektor n ugaman programmqlalyn bodlogyn id bolno.
z min
< f 0 (xk ), hk > Z,
< gj0 (xk ), hk > Z, j Jk
khki k 1, i = 1, ..., n Bolomjit qigllin argaar daraax bodloguudyg ol.
7.25. 3x21 + 4x1 x2 + 5x22 min,
x1 0, x2 0, x1 + x2 4
7.26. (x1 4)2 + (x2 2)2 min,
x1 + x2 3, x1 0, x2 0, x1 + 2x2 4
7.27. x1 x2 min,
x21 + x22 25
7.28. 2x21 + x22 x1 x2 x1 min,
x1 + 2x2 1 0
x1 x2 + 1 0
7.29. x21 + x22 2x2 min,
2x1 x2 + 1 0, 2x1 x2 + 2 0

58

(7.17)

7.30. x21 + 3x22 x1 + 2x2 min,

x1 4x2 0, 2x1 + x2 + 1 0
7.31. x21 + 2x22 4x1 min,
x21 x2 0, x1 5x2 + 4 0

Dasgal
7.1.
Daraax bodlogyn xuwd xo cg n al nxclig xangaxyg alga. nd: A. xo id bolno.
B. Bodlogo idg. C. xo cgig bodwol ix utga olgodog oro orino.
a)
2x1 + 5x2 7x3 + ax4 + 3x5 max,
3x1 + x2 + 2x3 + bx4 + 4x5 = 15,
x1 + cx2 x3 + 2x4 x5 = 4,
xj 0, j = 1, ..., 5;
x0 = (1, 0, 0, 0, 3) :
Xsngt 4.28a
a b c

1
2
3
4
5
b)

1
0
2
1
1

-1
-7
-1
-1
-5

1
1
1
-1
-2

6
7
8
9
10

a
1
2
1
5
3

b c
-7 2
-1 -1
2 1
-6 1
-1 1

11
12
13
14
15

a
2
-1
1
6
2

b c
-5 -2
-6 -3
-5 2
-7 3
-5 2

16
17
18
19
20

a
b c
3 -1 -1
-2 -8 1
-1 -6 3
3 -5 -2
7 -6 2

x1 + x2 + x3 3x4 + x5 max,
x1 + ax2 + x3 3x4 + 4x5 = 3,
x1 bx2 x3 + cx4 = 1,
xj 0, j = 1, ..., 5;
x0 = (2, 0, 1, 0, 0) :
Xsngt 4.28b
a b c

1
2
3
4
5

-1 5 2
0 1 2
-1 0 -3
6 1 -2
4 2 3

6
7
8
9
10

a
b c
0 2 3
-2 -1 1
-6 2 3
2 -1 3
-4 1 -4

11
12
13
14
15

a
b c
2 1 -3
-3 -2 1
0 2 -3
-1 2 1
-5 3 -3

59

16
17
18
19
20

a
b c
-2 1 2
2 3 1
-1 3 -5
2 1 5
3 -4 1

w)

x1 3x2 + x3 + x4 + x5 max,
2x1 + 3x2 + ax3 + 7x4 + 9x5 = b,
x1 x2 + x4 + cx5 = 2,
xj 0, j = 1, ..., 5;
x0 = (0, 0, (b 14)/a, 2, 0) :
Xsngt 4.28w.
a
b c

1
2
3
4
5

-1 5 2
-6 12 3
2 18 3
-4 10 5
-3 8 4

6
7
8
9
10

a
b c
-7 12 6
-6 10 3
2 15 2
3 19 1
1 19 3

11
12
13
14
15

a
b c
-2 8 2
-8 12 3
-3 10 6
-7 8 2
3 15 4

16
17
18
19
20

a
b c
-6 8 2
4 19 1
-1 12 3
-2 5 2
5 16 2

7.2.
x = (1, 2, 0, 1, 0) cg n daraax bodlogyn id bax k parametrin bx utgyg ol.
3x1 + ax2 + kx3 5x4 2kx5 max,
x1 + x2 + 3x3 x4 + 2x5 = 0,
3x1 x3 + 2x4 x5 = 5,
bx1 + cx2 + x3 + x5 = b + 2c,
xj 0, j = 1, ..., 5 :
Xsngt 4.29
a b c

1
2
3
4
5

12 -1 -3
7 1 1
15 2 3
5 0 -1
3 -2 -5

6
7
8
9
10

a
b c
3 0 -1
17 2 3
8 1 1
0 -1 -3
21 2 3

11
12
13
14
15

a
b c
8 -1 -3
7 -2 -5
9 1 1
15 -3 -7
-1 0 -1

16
17
18
19
20

a
b c
10 1 1
1 -2 -5
9 0 -1
19 2 3
-5 -1 -3

7.3.
Daraax bodloguudyg ggdsn oron cgs xln simpleks argaar bod.

ax1 + x2 + x3 + x4 + x5 max,
2x1 + 3x2 + 5x3 + 7x4 + 9x5 = b,
x1 x2 + x4 + 2x5 = c,
xj 0, j = 1, ..., 5;
x0 = (0, 0, (b 7c)/5, c, 0) :

60

Xsngt 4.30a
a
b c

1
2
3
4
5

2
1
5
4
3

8 1
9 1
10 1
11 1
12 1

6
7
8
9
10

a
3
2
1
5
4

b
32
33
34
35
36

c
4
4
4
4
4

11
12
13
14
15

a
4
2
3
5
1

b
15
16
17
18
19

c
2
2
2
2
2

a
5
1
4
3
2

16
17
18
19
20

b
22
23
24
25
26

c
3
3
3
3
3

x1 + ax2 2x3 + x4 + 2x5 x6 max,

x1 + x2 + x3 + (b 6)x4 + (c + 1)x5 + x6 = 3,
2x1 + x2 + 2x3 2(b + 3)x4 + (2c + 1)x5 + 5x6 = 6,
3x1 + x2 + 2x3 3(b + 2)x4 + (2c + 1)x5 + 6x6 = 6,
xj 0, j = 1, ..., 6;
x0 = (0, 0, 3, 0, 0, 0),
Xsngt 4.30b
a b c
1 -1 4 5 6
2 -3 3 4 7
3 -4 2 3 8
4 -5 1 2 9
5 -2 5 1 10

xni suur: {a1 , a2 , a3 }

a
-5
-4
-1
-2
-3

b
4
3
2
1
5

c
1
2
3
4
5

11
12
13
14
15

a
-2
-3
-4
-1
-5

b
3
4
5
2
1

c
2
3
4
5
1

16
17
18
19
20

a
-4
-3
-2
-1
-6

b
4
3
2
1
5

c
4
3
2
1
5

ax1 + x3 + x5 + 6x6 max,

2x1 + x2 + x3 + (b + 1)x4 + (c 3)x5 2x6 = 1,
3x1 + 3x2 + x3 + bx4 + (c 12)x5 11x6 = 3,
x1 + 2x2 x3 (b + 3)x4 (c + 11)x5 12x6 = 2,
xj 0, j = 1, ..., 6;
x0 = (0, 1, 0, 0, 0, 0),
Xsngt 4.30w
a b c
1 -4 2 2 6
2 -6 3 2 7
3 -3 2 1 8
4 -7 4 2 9
5 -9 3 1 10

a1 , a2 , a3 -anxny suur bolno.

a
-4
-7
-8
-5
-8

b
3
5
6
4
7

c
3
3
2
1
5

11
12
13
14
15

a
-7
-5
-6
-4
-9

b
6
3
5
3
6

c
4
2
5
1
3

16
17
18
19
20

a
-6
-7
-5
-8
-7

b
4
2
4
5
3

c
2
2
3
1
1

7.4.
Daraax bodlogyg kanonik xlbrt iljlj simpleks argaar bod.

x1 x2 x3 + ax4 max,
x1 + 2x2 x3 + x4 2,
bx1 + x2 + x3 2x4 12,
2x1 + cx2 + 4x3 + 2x4 6,
xj 0, j = 1, ..., 4,
61

Xsngt 4.31
a b c

1
2
3
4
5

2
3
4
7
8

3
1
2
2
3

-1
1
-1
3
4

6
7
8
9
10

a
5
4
6
2
5

b
2
3
1
2
3

c
3
6
5
2
7

11
12
13
14
15

a
2
3
5
7
6

b c
1 2
3 4
2 -1
1 5
3 8

a
3
4
3
4
5

16
17
18
19
20

b
3
1
1
1
2

c
1
2
0
3
6

7.5.
Daraax sistemr ggdsn polidrin orog zoxiomol suurin argaar ol.

x1 + ax2 2x3 x4 = b,
x1 + 5x2 x3 x4 = c,
4x2 + x3 + x4 = 8,
xj 0, j = 1, ..., 4 :
Xsngt 4.32
a b c

1
2
3
4
5

2
3
4
5
6

1
2
3
4
5

2
3
4
5
6

6
7
8
9
10

a
7
8
2
3
4

b
1
2
3
4
5

c
3
4
5
6
7

11
12
13
14
15

a
5
6
7
8
2

b
1
2
3
4
5

c
4
5
6
7
8

16
17
18
19
20

a
3
4
5
6
7

b
1
2
3
4
5

c
5
6
7
8
9

7.6.
xld anxny orog zoxiomol suurin argaar olj, simpleks argaar bod.

x1 x2 + x3 3x5 max,
2x1 + x2 + x4 x5 = a,
b
2x1 x2 + x3 x4 b+1
x5 = 1,
c
x1 + x2 x3 + c+1 x4 + x5 = 8,
xj 0, j = 1, ..., 5 :
Xsngt 4.33
a b c

1
2
3
4
5

1
2
3
4
5

1
1
1
1
2

2
2
2
2
2

6
7
8
9
10

a
6
7
2
4
6

b
2
2
1
1
1

c
2
2
3
3
3

11
12
13
14
15

a
2
4
6
3
6

b
2
2
2
1
1

c
3
3
3
4
4

16
17
18
19
20

7.7.

62

a
3
6
3
6
3

b
2
2
3
3
4

c
4
4
4
4
4

Daraax bodlogyn xosmog bodlogyg y o = (0, 1, 1, 2, 0) oronoos xln simpleks argaar

bodox zamaar ndsn bodlogyn idig ol.

5x1 + 6x2 + 13x3 min,

5x1 + (5 a)x2 + (12 a)x3 2,
x1 + x2 2,
x2 + x3 3,
2x1 + 3x2 + 6x3 1,
bx1 (b + c)x2 cx3 15
Xsngt 4.34
a b c

1
2
3
4
5

1
3
5
7
9

1
1
1
1
1

4
4
4
4
4

6
7
8
9
10

a
1
3
5
7
9

b
1
2
2
1
2

c
3
3
3
3
3

11
12
13
14
15

a
9
7
5
3
1

b
1
2
3
4
1

c
2
2
2
2
2

16
17
18
19
20

a
1
1
1
1
1

b
5
4
3
2
1

c
1
1
1
1
1

7.8.
Daraax polidrin xo = (0, 1, 0, 1, 0, 0) oron bx suurig ol.

4x1 + 7x2 + 2x3 3x4 + x5 + 4x6 = 4,

x1 2x2 + x3 + x4 x6 = 1,
x2 3x3 x4 x5 + 2x6 = 0,
xj 0, j = 1, ..., 6.
7.9.
Daraax polidrin xo = (0, 0, 1, 0, 0) oron bx suurig k parametrs xamaaruulj ol.

kx1 + x2 + 3x3 + 5x4 + 6x5 = 3,

x2 + x3 + (k 5)x4 + 2x5 = 1,
3x1 + 2x2 + x3 + 5x4 + 2x5 = 1,
xj 0, j = 1, ..., 5.

Bodloguud
7.32. Daraax bodloguudad xo oro al nxclig xangaxyg simpleks argaar togtoo. nd:
A. xo id bolno. B. Bodlogo idg. C. xo cgig bodwol ix utga olgodog oro orino.
a) 2x1 4x2 + x3 x4 + 3x5 max,
b)
5x1 + 6x2 7x3 + x4 + 14x5 = 7,
x1 5x2 10x3 4x4 + 20x5 = 10,
xj 0, j = 1, ..., 5;
x0 = (2, 0, 0, 3, 0);
63

x1 + 5x2 + x3 + 4x4 + 2x5 max,

5x1 + x2 x3 4x4 = 1,
4x1 + x2 + 2x3 + 5x4 + 3x5 = 5,
xj 0, j = 1, ..., 5;
x0 = (0, 1, 0, 0, 1).

w) 3x2 7x3 + x4 x5 max,

g) x1 3x2 + 4x3 2x4 3x5 min,

2x1 + x3 + 2x4 + x5 = 1,
10x1 + 4x2 9x3 + 2x4 x5 = 3,
xj 0, j = 1, ..., 5;
x0 = (0, 1, 0, 0, 1).

x1 + x2 x3 + x4 = 1,
2x1 2x3 6x4 + 2x5 = 4,
xj 0, j = 1, ..., 5;
x0 = (2, 1, 0, 0, 0).

7.33. Simpleks argyn onolyg aiglan x cg xargalzax bodlogyn id bax k parametrin

bx utgyg ol.
a) x1 + k 2 x2 2x3 + 2kx4 + 5x5 10x6 max, b)
2x1 x2 + x4 + 2x6 = 2,
2x1 + x2 + x3 = 2,
2x1 x3 + x4 + 2x5 = 2,
xj 0, j = 1, ..., 6;
x = (0, 1, 1, 3, 0, 0).

x1 + 3kx2 + 2x3 + 15x4 k 2 x5 + 5x6 max,

2x1 + x2 + 2x3 + x4 + x5 + x6 = 5,
x1 + x2 + x3 + 2x4 + x6 = 4,
x1 + x2 + 2x3 + x5 = 4,
xj 0, j = 1, ..., 6;
x = (0, 3, 0, 0, 1, 1).

w) 3x1 + kx2 + 2x3 + x4 2kx5 + 5x6 max,

5x1 3x2 x3 + 2x4 + x6 = 4,
2x1 + x3 + x4 + x5 + x6 = 4,
7x1 + 4x2 + 2x3 3x4 x6 = 5,
xj 0, j = 1, ..., 6;
x = (0, 0, 1, 2, 0, 1).
7.34. Daraax bodloguudyg ggdsn xo orogoos xln simpleks argaar bod.
a) 5x1 + x2 + 2x3 + x4 max, b)
x1 x2 + x3 = 1,
2x1 + x2 + x4 = 5,
xj 0, j = 1, ..., 4;
x0 = (0, 0, 1, 5);

x1 + 3x2 + x3 x4 max,
x1 + 2x2 + x4 = 3,
x1 + x2 + x3 = 1,
xj 0, j = 1, ..., 4;
x0 = (0, 0, 1, 3).

w) 3x1 + 7x2 + 4x3 3x4 + 2x5 + 2x6 max, g) x1 + 3x2 + 2x3 + 4x4 2x5 min,
x1 + 3x2 + 2x3 + x4 + x5 + 3x6 = 3,
4x1 2x2 3x3 4x4 + x5 7x6 = 2,
xj 0, j = 1, ..., 6;
x0 = (0, 0, 1, 0, 1, 0).

x1 + x3 2x4 = 2,
x2 x3 + x4 2x5 = 0,
2x1 + x2 + 5x4 + x5 = 7,
xj 0, j = 1, ..., 5;
x0 = (3, 1, 1, 0, 0).

d) 3x1 2x2 + x3 + 3x4 + 3x5 max, e) x1 + 3x2 2x3 x4 + x5 + 3x6 max,

2x1 x2 + x3 + x4 + x5 = 2,
4x1 + 3x2 x3 x4 3x5 = 4,
3x1 + 2x2 + 3x3 + 5x4 = 3,
xj 0, j = 1, ..., 5;
x0 = (1, 0, 0, 0, 0).

x2 + x3 + x4 x5 + x6 = 1,
x1 x2 x3 + x4 + 4x5 3x6 = 1,
x1 + x2 + x3 + x4 + x6 = 1,
xj 0, j = 1, ..., 6;
x0 = (0, 1, 0, 0, 0, 0).
64

7.35. Daraax bodloguudyg kanonik xlbrt iljlj simpleks argaar bod.

a) x1 + x2 2x3 + 3x4 + x5 max, b)
x1 + 2x2 x3 2x4 + x5 3,
x1 x2 + x3 + 2x4 + x5 1,
2x1 + x2 + x3 x4 1,
xj 0, j = 1, ..., 5;

x1 + 2x2 4x3 max,

x1 x2 x3 + x4 1,
2x1 x2 + x3 3,
x1 + 3x2 2x3 x4 2,
xj 0, j = 1, ..., 4.

w) x1 + x2 + x3 2x4 min,
2x1 x2 + x4 3,
x1 + x2 + x3 x4 1,
x1 + 2x2 x3 1,
x1 + 3x2 2x3 + x4 1,
xj 0, j = 1, ..., 4;
7.36. 1.Zoxiomol suurin argaar daraax polidr olonloguudyg xooson bi sxig alga.
2.Polidr xooson bi bol tni oro xo -g olj, ugaman xamaaralta tgitgldig
zaluulan xo oron suurig todorxol.
a) x1 + x2 + 2x3 + 2x4 = 1, b) x1 + x2 + 2x3 + x4 = 4,
x1 x3 + 2 = 1,
x1 2x2 + 3x3 = 5,
xj 0, j = 1, ..., 4;
3x1 + 7x3 + 2x4 = 13,
xj 0, j = 1, ..., 4.

w) x1 + x2 + 2x3 2x4 = 3, g) 2x1 + x2 + x3 x4 + x5 = 5,

x1 x2 + x3 x4 = 0,
2x1 x2 + 2x3 + 3x4 = 6,
xj 0, j = 1, ..., 4.

4x1 2x2 + x3 + x4 + 3x5 = 9,

2x1 + 2x2 + 2x3 x4 + 3x5 = 12,
xj 0, j = 1, ..., 5.

d) x1 x2 + 2x3 + x4 = 3,

e) 3x1 + x2 + 7x3 + x4 = 6,
2x1 + 2x2 3x3 + x4 = 5,
x2 + x3 2x4 = 3,
x1 + x2 + x4 = 2,
x1 + 2x3 + x4 = 1,
xj 0, j = 1, ..., 4.
xj 0, j = 1, ..., 4.

7.37. Zoxiomol suurin argyg aiglan doorx bodloguudyg bod.

a) 2x1 + 2x2 + x3 + 2x4 3x5 max, b)
2x1 + x2 x3 x4 = 1,
x1 x2 + 2x3 + x4 + x5 = 4,
x1 + x2 x5 = 4,
xj 0, j = 1, ..., 5.

5x1 2x2 + 2x3 4x4 + x5 + 2x6 max,

2x1 x2 + x3 2x4 + x5 + x6 = 1,
3x1 + x2 + x4 x5 + x6 = 2,
5x1 + x2 2x3 + x4 x6 = 3,
xj 0, j = 1, ..., 6.

w) 5x1 + 4x2 + 3x3 + 2x4 3x5 max, g) 2x1 + x2 x3 + 3x4 2x5 min,
2x1 + x2 + x3 + x4 x5 = 3,
x1 x2 + x4 + x5 = 1,
xj 0, j = 1, ..., 5.

8x1 + 2x2 + 3x3 + 9x4 + 9x5 = 30,

5x1 + x2 + 2x3 + 5x4 + 6x5 = 19,
x1 + x2 + 3x4 = 3,
xj 0, j = 1, ..., 5.
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7.38. Daraax bodloguudyn xosmog bodlogond simpleks argyg xrglj ndsn bodlogyn idig
ol.
a) 3x1 + 2x2 + x3 max, b) 19x1 + x2 + 16x3 max,
2x1 x2 + x3 1,
2x1 x2 + 3x3 2,
x1 + x2 x3 1,
3x1 5x2 + 7x3 10,
x1 2x2 + 3x3 6,
4x1 + 3x2 + x3 3,
x1 + 3x2 + x3 2,
x1 + 2x2 x3 3,
2x1 + x2 3x3 12,
3x1 + 2x3 1;

w) 4x1 + 6x2 3x3 max,

3x1 x2 + x3 2,
2x1 4x2 + x3 5,
2x1 + 2x2 + x3 1,
x1 x2 + x3 3,
2x2 + x3 2.
7.39. Daraax sistemr ggdsn polidrt
radiusyg ol.
x1 + x2 + x3 1,
x1 x2 x3 1,
x1 x2 + x3 1,

bagtsan xamgin ix radiusta bmbrcgin

x1 + x2 x3 1,
x1 + x2 + x3 1,
x1 + x2 x3 0.

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