r Prr P

sst
r

Pr

r ts trt t t t t t t R rs

x1 = x1 x2 = x2 f (x) = x1 x1 = (x1 , x2 ) s s

2 x2

2
sr > 0 2 x2 ( ) x2 + 2 2 rr x1 = x2 = x2 + 2 2 s
s s st r
t t t t s > 0 < r x1 =
x2 = x2 + 2 2 t t t t s ss t s s t trt t
2

(x1 ) x2 0

t t t t

t t s t x = [x1 , x2 ]T t s rt d = [d1 , d2 ]T r trst s tt

min

st t

x,d () := x1 + d1
2

(x1 + d1 ) (x2 + d2 ) 0
0

s t r ts t s t s tt s t rst str t tt r rtt

( r1 ) ( r2 ) 0

t t rts t qrt qt () = 0 = r1 = r2 t tt s x1 x2 d1 d2 r t r1
r2 r t qt rtt s
0 st s sts qt s s
max (0 , min (r1 , r2 )) max (0 , max (r1 , r2 ))
|
|
{z
}
{z
}

sr tt l u qt s s s s l u r t s r1 r2 r t
s t s s t r

Pr
t s st t tt rst r s
M = {x Rn : Ax = b}

r Rn t srt f (x) t x = x t s t sts t qt

r x = x t t t st s t sts t qt

T (x x ) 0 ; x M

r t t r s r tt sts qt s t strtr

= AT z

r z Rm = AT y r s y Rm t qt sts t s t sts
qt sr tt
AT y s + w = 0

AT y = (s w )

qt rsts r t rst str t r z = y t = (s w ) t

= (s w ) s srt
Pr s tr sss

f (x) t x = x

sT (x + t )

(x + t )

sr t
f (x ) + T (x x )

eT t + T (x x )
T

e t + (s w ) (x x )

eT t + (s + w ) x + (s w ) x

eT t sT t wT t + (s w ) x

(e s w ) t + (s w ) x

(s w ) x

qt rsts r t t tt Pr Pr r qt f (x ) = eT t qt
s t s qts qt rsts r t s str t r
t r s
f (x) =

n
X

|xi | (s w ) x

i=1

t t ith t (s w ) i i = si wi si + wi = 1 t str t r
si , wi 0 tt 1 i = (si wi ) 1 qt s qt t
|x1 | + + |xi | + + |xn | 1 x1 + + i xi + + n xn

1 i 1 |xi | i xi rr qt qt s tr ts s
t r

Pr
P t r t r s t ts sss sst t r t
s s s

r st t r t
tt t t rst s t ts sss sst t rst s s s

r st t rst
sr t rst r t t t t s 10.2222 rrs t st

T

T
s x = 4.88889 0 0 5.33333 rqr srt s = s w = 1 0.148148 0.333333 1

Pr
tt r sr ts r s
min

st t

f (x) := 2x1 x2 + x3 x4 + x21

Ps t tt r t ttr r tt min f (x) > 1 t t t

f (x)

=
=
=

2x1 x2 + x21 x22 + x21

(x1 x2 1) + x21 1

sr tt r x1 , x2 R (x1 x2 1)2 + x21 > 0 s s s (x1 x2 1)2 + x21 = 0 t x1 = 0 x1 x2 = 1

t st f (x) = 1 s min f (x) > 1 s s t r r

(b
x1 x
b2 1) + x
b21 1 = 1 + 2

ss st t qt s xb1 =
> 0 x
bi R , i

xb2 =

b3 = x
b21 =
+ 1 x

(b
x1 x
b2 1) + x
b21 = 2

2
2

xb4 = xb22 =

+1

2

Pr
K K Rn s s
r ts r



K = y Rn : y T x 0 ; x K
K := {x Rn : 0 x1 x2 . . . xn }

1.0

x2
0.5

Line 1

Line 2

Line 4

Line 3

0.0

x1

-0.5

-1.0
-1.0

-0.5

0.0

0.5

1.0

r Pt s t K r t K r r n = 2
strt r t s n = 2 K s t r r trs t rt
t r ts s t s s t rtr r t y y T x 0 r x t
r t t s t r t t rr t
rst rr K s t r r t K
rtr t qt


 
0 1 x1
0
1 1 x2

tt t r n = 2 t

K qt s


K = s Rn : B T s 0

0
0

B = BT = .
..

0
1

0
0
0
..
.

.
..

1
1

0 0 1
0 1 1

1 1 1

.. .. ..
. . .

1 1 1
1 1 1

Pr s qt t r t t s
s Rn s t sts t qt B T s 0 t x K s tt sT x < 0
tt s Rn s t sts t kth qt B T s 0

Pr

n
X

si < 0

i=nk+1

t t x K s tt sT x < 0 sr tt qt qt rtt s

s T xo < 0

r xo =

1
|{z}

1
|{z}

nth t

(nk+1)th t

sr tt xo K ts s t r

s Rn stss qt
B T s 0 t sT x 0 ; x K

r s = s1 sn sts B T s 0 x = x1

Pr

0
|{z}

1st t


xn K t t r tt

s 1 x1 + s 2 x2 + s 3 x3 + + s n xn 0

ts sr tr = 1 n r i 0 : i t t ith r qt B T s 0 t i
t t rs s t t qt
s1 (1 ) + s2 (1 + 2 ) + s3 (1 + 2 + 3 ) + + sn (1 + 2 + 3 + + n ) 0

rr B s 0 i 0 : i t t qt tr r qt
t t t st t t qts
T

x1

1 + 2

x2

1 + 2 + 3
..
.

=
..
.

x3
..
.

1 + 2 + 3 + + n

x3

s t i s r t t r tt qt s tr st t t st r
qts s 1 = x1 2 = x2 x1 3 = x3 x2 n = xn xn1 x K x1 0
xi xi1 ; i = 2, . . . , n i 0 : i s s t r

Pr
tt r sr ts r s
min

st

1
q (x) := cT x + xT Qx
2
Ax b

sr t st ts x + d r 0
x s s t r t tt r Ax b Ad 0 t x + d s s
t r 0
Pr

A (x + d) = Ax + Ad b + 0 = b

s ts t r
dT Qd 0 (c + Qx)T d < 0 t q (x + d) s
sr t

q (x + d)

=
=
=

1
T
(x + d) Q (x + d)
2


1 T
cT x + cT d +
x Qx + 2dT Qx + 2 dT Qd
2


2
1
T
cT x + xT Qx + dT Qd + (c + Qx) d
{z
}
|
2
2
{z
} | nd{z }
|
3rd tr
cT (x + d) +

1st tr

tr

1st tr qt s t dT Qd 0 t 2nd tr 2 dT Qd s t rs t
strt rs r 0 (c + Qx)T d < 0 t 3rd tr (c + Qx)T d s strt t rs r
0 t t s q (x + d) s s ts t r
2

r rqr r ts r s rt sq