最大最小對偶ppt課件

1、x Xy YF x yminmax( , ) F x yxX yY( , ),x Xy YF x ymaxmin( , ) x Xy YF x yF x yF x yxX yY1)min( , )( , )max( , ), x Xx Xy Yy YF x yF x y2)maxmin( , )minmax( , ) x Xx Xy Yy YgapF x yF x y3)minmax( , )maxmin( , ) min maxinfsupx Xy YF x yminmax( , )2 xXyY1,2 ,1,2 , x Xy YF x ymaxmin( , )2 xyF x ya( , ),

2、 ijAa12()43 gap0 ijAa12()41 x Xy YF x yminmax( , )2 x Xy YF x ymaxmin( , )1 gap10( , ),F x yxX yY x Xy YF x yF x yF x yxX yY1)min( , )( , )max( , ), x Xx Xy Yy YF x yF x y2)maxmin( , )minmax( , ) x Xx Xy Yy YgapF x yF x y3)minmax( , )maxmin( , ) *,xX yYF xyF xyF x yxX yY*(, )(,)( ,), x Xx Xy Yy YF x

3、 yF x y4)minmax( , )maxmin( , ) xy*(,)f xs tg(x)h xmin ( ). . 0, ( )0 TTL x u vf xu g xv h xu( , , )( )( )( )(0) nTTx Ru vf xu g xv h xu ( , )min( )( )( ) ,0 其其中中nnuvuvuvx Rx RL x u vu vL x u v 0,0,0,2)maxmin ( , , )max ( , )minmax ( , , ) nuvx Rf xxSL x u vL x u vf xL x u vxS0,( ),min ( , , )( , ,

4、)( )max ( , , ), xS uv1),0, , nnuvuvx Rx RL x u vL x u v0,0,3)minmax ( , , )maxmin ( , , ) 原規(guī)劃原規(guī)劃uvu v 0,max ( , ) 凹函數(shù)凹函數(shù)xs tx2min . . 10 20,2min . . 10 xxs tx nnuvuvx Rx RL x u vL x u v0,0,minmax ( , , )maxmin ( , , ) xxs txxxx22121212min . . 40,0 xxs txxxx121212min -2. . 30(,)(0,0),(0,4),(4,4),(4,

5、0),(1,2),(2,1) 22121212min . . 40,0 xxs txxxx 像集像集22121211min. .40,0 xxs txxx x2( )4 ,02uuu u f xs tg(x)h xmin ( ). . 0, ( )0 x,u vf xs tg(x)h xmin ( ). . 0, ( )0 TTL x u vf xu g xv h xu( , , )( )( )( )(0) x u vxL x u vs tL x u vu, ,max ( , , ). . ( , , )0,0. 1min2. .0nTTx Rx Qxc xs tAxd1min2. .00nTTx Rx Qxc xs tAxbCxd1min2. .00nTTx Rx Qxc xs tAxbCxdlxu1min2. .0nTTTx Rx HH xc xs txC,1min2. .,0nTT