L THUYT QUY HOCH PHI TUYN

o Mnh Khang - V Anh Khoa

Ngy 17 thng 11 nm 2013

Chng 1

NH NGHA V TNH CHT

CA NN
Trong phn trnh by ny, nhm s gii thiu dy nn tip tuyn Bouligand (sequential Bouligand tangent
cone), cn c gi l contingent cone v chng minh mt s tnh cht c bn lin quan c trch
ra t quyn Introduction to the Theory of Nonlinear Optimization (3rd Edition), Johannes
Jahn, Springer, 2007.
u tin, ta s nh ngha v nn.
nh ngha 1.0.1. Cho C l mt tp con khc rng ca khng gian vector X.
a) Tp C c gi l nn nu
x C, 0 = x C.

(1.0.1)

x C, x C = x = 0X .

(1.0.2)

b) Nn C c gi l nhn nu

V d 1.0.2.
a) Tp hp
C :=

n

o
p
x, y, x2 + y 2 | (x, y) R2

l nn nhn trong R3 .
b) Mt khng gian vector con M bt k ca X u l nn.
c) Tp hp


C := x C [0, 1] | x (t) 0 vi mi t [0, 1]
l nn nhn trong C [0, 1].
Trong l thuyt ti u, nn li c mt s tnh cht c bit. c im ca n ta s thy r qua nh
l sau
nh l 1.0.3. Nn C trong khng gian vector l li nu v ch nu vi mi x, y C th x + y C.
Chng minh.
Nu C li th vi mi x, y C, ta c
1
1
x + y C,
2
2
3

CHNG 1. NH NGHA V TNH CHT CA NN

suy ra

2

1
1
x+ y
2
2


= x + y C.

o li, vi mi t [0, 1], v C l nn nn tx v (1 t) y thuc C vi mi x, y C. Kt hp vi gi

thit C ng di php tnh +, ta c
tx + (1 t) y C.
Vy C li.

Nhn xt 1.0.4. Qua nhng nh ngha v nh l trn, ta thy c s lin h gia khng gian vector
v nn nh sau.
khng gian vector nn li nn.
Tip theo, cng nh khng gian vector, ta s nh ngha nn sinh bi tp hp.
nh ngha 1.0.5. Cho S l tp khc rng ca khng gian vector X. Tp hp


cone (S) := s | 0 v s S ,

(1.0.3)

c gi l nn sinh bi S.
Nhn xt 1.0.6. T nh ngha trn ta d dng thy nu S1 S2 th cone (S1 ) cone (S2 ) v nu C l
nn th C = cone (C).
V d 1.0.7.
a) Cho B 0 (0, 1) l qu cu ng trong khng gian nh chun (X, k.kX ), khi hnh nn sinh bi
0

B (0, 1) bng chnh c khng gian X.

b) Cho S l th ca hm f : R R vi

x sin 1
x
f (x) =
0

vi x 6= 0,
vi x = 0.

Khi hnh nn sinh bi S c dng



cone (S) = (x, y) R2 | |y| |x| .
Tht vy, d thy



cone (S) = (x, f (x)) | 0 v x R (x, y) R2 | |y| |x| ,



1 

v || |x| sin  || |x| = |x| vi mi 0, x R\ {0}.
x
o li, cho (x, y) vi |y| |x|. Nu x = 0 th y = 0, hin nhin (x, y) cone (S). Vy ta xt x 6= 0,
khi h phng trnh

x = s,
y

1
= s sin .
s

s c nghim

(s, ) =

1
arcsin

|y|
|x|

, x arcsin

|y|
,
|x|

dn n (x, y) cone (S). Vy



cone (S) = (x, y) R2 | |y| |x| .
Ta tip tc vi khi nim nn tip tuyn.
nh ngha 1.0.8. Cho S l tp khc rng ca khng gian nh chun (X, k.kX ) .
a) Cho x cl (S). Vector h X c gi l vector tip tuyn ti S ti x nu c dy {xn } trong S v
dy s thc dng {n } tha
x = lim xn ,

(1.0.4)

h = lim n (xn x) .

(1.0.5)

v
n

b) Tp hp T (S, x) gm tt c nhng vector tip tuyn ti S ti x c gi l dy nn tip tuyn

Bouligand ti S ti x hoc l contingent cone ca S ti x.
Nhn xt 1.0.9.
a) nh ngha trn, ta cn x thuc bao ng ca S, tuy nhin sau ny ta s gi s x S.
b) Hin nhin, 0 lun l vector php tuyn ca S v contingent cone ca S ti x l nn.
V d 1.0.10. Cho f : R R l hm kh vi, t S = E (f ), x = (x, f (x)) cl (S), khi h = (1, f 0 (x))
l mt vector tip tuyn ti S ti x. Tht vy, v f lin tc nn



1
1
x + ,f x +
(x, f (x)) ,
n
n
v vi n = n , ta c

1
f 0 (x)

1
lim n . ,
n
 


1
= lim n . f x +
f (x) .
n
n

Nhn xt 1.0.11. Cho x thuc bao ng ca S khc rng trong khng gian nh chun (X, k.kX ).
a) Tp hp

TCl (S, x)

:=

h X | vi mi {xn } S tha xn x v vi mi R+ {n } 0,

tn ti {hn } hn h v xn + n hn S vi mi n N .

c gi l (dy) nn tip tuyn Clarke ti S ti x.

b) Hin nhin, nn tip tuyn Clarke TCl (S, x) cng l nn. Tht vy, cho h TCl (S, x) v 0,
ta s chng minh h TCl (S, x) .

CHNG 1. NH NGHA V TNH CHT CA NN

Cho dy {xn } S tha lim xn = x v dy {n } R+ hi t v 0. Khi , dy {n } R+ cng

n

hi t v 0. V h TCl (S, x) nn tn ti {kn } lim kn = h v xn + n kn S.

n

Chn hn = kn th {hn } tha lim hn = h v xn + n hn = xn + n kn S.

n

Vy h TCl (S, x) .
c) Nu x S th nn tip tuyn Clarke TCl (S, x) s cha trong contingent cone T (S, x). Ta chng
minh iu ny nh sau:
Cho h TCl (S, x), ta chn dy {xn } tha xn = x S v dy {n } R+ bt k hi t v 0. Khi ,
c {hn } tha hn h khi n v x + n hn S vi mi n. Khi , t
yn := x + n hn ,
v
tn :=

1
,
n

n N,

n N,

th ta c yn S vi mi n v yn x khi n . Hn na,
lim tn (yn x) = lim

1
(x + n hn x) = lim hn = h.
n
n

Vy h l vector tip tuyn ti S ti x.

d) Nn tip tuyn Clarke TCl (S, x) l tp li ng. Ta s khng chng minh m tha nhn kt qu
ny. Kt qu ny rt c bit v n vn ng m khng cn tnh cht c bit no ca S.
Tip theo, ta s tm hiu s lin h ca contingent cone T (S, x) v nn sinh bi S {x}.
nh l 1.0.12. Cho S l tp con khc rng trong (X, k.kX ) . Nu S l tp hnh sao vi x th ta c
cone (S {x}) T (S, x) .
Chng minh. Cho x bt k thuc S. Khi , t
xn := x +



1
1
1
(x x) = x + 1 x ,
n
n
n

n N.

V S l tp hnh sao ng vi x nn xn S vi mi n N. Suy ra

lim xn = x,

v
lim n (xn x) = x x.

Vy x x l vector tip tuyn, dn n

S {x} T (S, x) .
T ta c
cone (S {x}) cone (T (S, x)) = T (S, x) .

nh l 1.0.13. Cho S l tp khc rng trong (X, k.kX ) . Khi , vi mi x S th

T (S, x) cl (cone (S {x})) .
Chng minh. Cho x bt k thuc S v h thuc T (S, x) . Khi , tn ti dy {xn } S v {n } R+
tha
lim xn = x,

v
h = lim n (xn x) .
n

M n (xn x) cone (S {x}) nn h cl (cone (S {x})).

Nhn xt 1.0.14. Qua hai nh l trn, ta thy nu S l tp hnh sao ti x S th

cone (S {x}) T (S, x) cl (cone (S {x})) .
nh l 1.0.15. Cho S l tp khc rng ca (X, k.kX ). Vi mi x S th contingent cone T (S, x) l
ng.
Chng minh. Cho dy {hn } vector tip tuyn n S ti x v
lim hn = h X.

Vi mi hn , c dy {xni } X v {ni } R+ sao cho

x = lim xni ,
i

v
hn = lim ni (xni x) .
i

Dn n vi mi n N, c i (n) N
kxni xk

1
,
n

v
kni (xni x) hn k

i i (n) ,

1
,
n

i i (n) .

Ta t {yn } S v {tn } R+ tha

yn := xni(n) S,

n N,

tn := ni(n) > 0,

n N,

th ta c lim yn = x v
n

1
ktn (yn x) hk = ni(n) xni(n) x hn + hn h + khn hk .
n

CHNG 1. NH NGHA V TNH CHT CA NN

Suy ra
h = lim tn (yn x) .
n

Vy h T (S, x) nn ta c iu phi chng minh.

T Nhn xt 1.0.14, v kt qu nh l 1.0.15, ta suy ra kt qu sau.
H qu 1.0.16. Cho S l tp khc rng ca (X, k.kX ). Nu S l tp hnh sao ti x S th ta c
T (S, x) = cl (cone (S {x})) .
Ta nhn thy nu S l tp hnh sao ti x S th theo H qu 1.0.16, mun xc nh contingent cone
ca S ti x th ta ch cn quan tm n cc tia pht t x qua S.
Cui cng, ta s chng minh contingent cone ti x ca tp li khc rng th cng li.
nh l 1.0.17. Nu S l tp li khc rng ca (X, k.kX ) th contingent cone T (S, x) li vi mi x S.
Chng minh. Cho x S v h1 , h2 6= 0 bt k thuc T (S, x), khi c dy {xn } , {yn } S v
{n } , {n } R+ tha
x = lim xn , h1 = lim n (xn x) ,
n

v
x = lim yn , h2 = lim n (yn x) .
n

Tip theo, t {n } v {zn } tha

n := n + n ,
v
zn :=
Do S li nn ta c
zn =

n N,

1
(n xn + n yn ) ,
n

n N.

n
n
xn +
yn S,
n + n
n + n

n N.

T , dn n
1
(n xn + n yn )
n n
1
= lim
(n xn n x + n yn n x + n x + n x)
n n


n
n
= lim
(xn x) +
(yn x) + x ,
n n
n

lim zn = lim

v
lim n (zn x) = lim (n xn + n yn n x)

= lim (n (xn x) + n (yn x))

n

= h1 + h2 .
Vy h1 + h2 T (S, x) , ta li c T (S, x) l nn, t nh l 1.0.3 ta suy ra T (S, x) l li.

Chng 2

BI TP
Bi 1. Cho C l nn li trong (X, k.kX ) v int (C) 6= . Chng minh
int (C) = int (C) + C.
Chng minh. Hin nhin int (C) int (C) + C v 0 C. Ta s chng minh int (C) + C int (C). Tht
vy, cho x int (C), khi c r > 0 B (x, r) C hay ni cch khc, vi mi x tha kx xk r th
x C. Dn n vi mi y C v vi mi z X tha
kx + y zk = kx (z y)k r,
th z y C. Hn na C l nn li, p dng nh l 1.0.3 ta c
z = (z y) + y C.
Vy B (x + y, r) C nn x + y int (C). Vy int (C) + C int (C).

Bi 2. Cho X l khng gian nh chun. Chng minh hm f : X R l di tuyn tnh khi v ch

khi E (f ) l nn li.

Chng minh. Cho f : X R l hm di tuyn tnh. Khi vi mi a, b X v t R+ th ta c

f (a + b) f (a) + f (a)
.
f (ta)
= tf (a)
Hin nhin E (f ) l nn do nu (x, ) E (f ) th f (x) , dn n vi t > 0 th
f (tx) = tf (x) t.
Suy ra
t (x, ) = (tx, t) E (f ) .
9

10

CHNG 2. BI TP

Ta s chng minh E (f ) l tp li. Tht vy, cho (x, ) v (y, ) thuc E (f ), khi

f (x)
.
f (y)
Suy ra, vi mi t [0, 1] th
f (tx + (1 t) y) f (tx) + f ((1 t) y)
= tf (x) + (1 t) f (y)
t + (1 t) .
Dn n (tx + (1 t) y, t + (1 t) ) E (f ). Vy ta chng minh xong chiu thun.
o li, cho E (f ) l nn li, ta s chng minh f l di tuyn tnh. Tht vy, v (a, f (a)) E (f )
vi mi a X v do E (f ) l nn nn vi mi t R+ th
t (a, f (a)) = (ta, tf (a)) E (f ) ,
tc l f (ta) tf (a). Tng t, ta c (ta, f (ta)) E (f ), suy ra
1
(ta, f (ta)) =
t
dn n f (a)


1
a, f (ta) E (f ) ,
t

1
f (ta), ngha l tf (a) f (ta). Vy
t
tf (a) = f (ta)

a X, t R+ .

Tip theo, vi mi a, b X th (a, f (a)) , (b, f (b)) E (f ). M E (f ) l nn li, kt hp vi nh l 1.0.3

th
(a + b, f (a) + f (b)) = (a, f (a)) + (b, f (b)) E (f ) .
Vy
f (a + b) f (a) + f (b) .

Bi 3. Cho S l tp li khc trng ca (X, k.kX ). Chng minh cone (S) l li.
Chng minh. Cho a, b l hai phn t bt k trong cone (S), ta s chng minh a + b cone (S). Tht vy,
c x, y S v , R+ sao cho a = x v b = y. Khi v S li nn

x+
y=
+
+


1


x+

yS
+

suy ra
a+b =
=

x + y

( + )

x+
y
+
+


cone (S) .

11

Theo nh l 1.0.3 ta c iu phi chng minh.

Bi 4. Cho S l tp con khc trng ca khng gian (X, k.kX ) vi phn trong int (S) khc trng. Vi
mi x int (S), chng minh T (x, S) = X.
Chng minh. Cho x int (S), khi c r > 0 B (x, r) S. Cho h X, chn
xn = x

1
.h
n

th vi n ln th xn B (x, r) S, hn na th xn x khi n . Chn n = n, suy ra

n (x xn ) = h.
Vy ta c h T (x, S) hay ni cch khc, T (x) = X.