研一上课程平时作业三四次.pdfVIP

第三次作业：

6.1.3

Solution：

UseLagrangrianRelaxationmethod:

n

q(λ)≡Lx(,λ)=f(x)−λx

iiii

i=1

Wherex={x,...,x}∈Sx,∈X,(i=1,...,n)andLx(,λ)=f(x)−λx.

1niiiiiiii

Fromthesubject,wecouldassumethatxisclosed,fisabsoluteprotruding,and

ii

limf(x)=∞,

i

|xi|→∞

n

q(λ)=inf{f(x)−λx}=inf{f(x)−λx}



iiiiiiii

i=1

n

Equivalently,q(λ)=g(λ)whereg(λ)=sup{λx−f(x)}andx∈X.

iiiiiiiiii