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FICHA CATALOGRÁFICA
Serviço de Processamento Técnico da UFPI
Biblioteca Comunitária Jornalista Carlos Castello Branco
C331a
Carvalho, Francisco Gilberto de Sousa.
Algoritmo do ponto proximal generalizado em espaços
de Hilbert para o problema de desigualdade variacional
/ Francisco Gilberto de Sousa Carvalho. Teresina:
2010.
63 f.
Orientador: Prof. Dr. Jurandir de Oliveira Lopes
Dissertação (Mestrado em Matemática)–Universidade
Federal do Piauí.
1. Algoritmo. 2. Ponto proximal. I. Título.
CDD: 005.1
T
C
T C
T
x C u T(x)
u x x x C
C H T : H H
S
T C
S
{x
k
} H
x H x
k
x
k+
T
k
(x
k+
)
T
k
(x) = T(x) + λ
k
(x x
k
) λ
k
( λ) λ >
{x
k
} T
C D
g
C
S
=
x ∈ S
g(x) g(y) x S S H
g
X Y
X Y X Y T
X
X
∗∗
x X
x X
∗∗
x(x
) = x
(x) x
X
x = kx
k X X
∗∗
X = k(X)
k(X) = X
∗∗
H
|| · ||
{x
k
} H x H x
k
x
=
k
||x
k
x|| =
k
x
k
x x
k
x
{x
k
} H x H x
k
x
=
k
x
k
x y y H
x
k
x x
k
x
ε > n N ||x
k
x|| <
ε
||y||
|x
k
x y| ||x
k
x||||y|| ε k n
H = l = {x = {x
k
}
k=
(x
k
) < } com x y =
k=
x
k
y
k
{e
k
} H e
k
n
= δ
kn
e
k
k
e
k
y =
k
e
k
y =
k
y
k
=
k=
(y
k
) <
||e
k
|| = k k = j e
k
e
j
= ||e
k
e
j
|| =
{e
k
}
C H
{x
k
} C
C C H
{x
k
} C C
H
H
[ ]
{x
k
} H {x
k
}
[ ]
C H H f : C R
f C
minf(x) sujeito a x Ck
C f
x C
f(x) f(x) x C
V x
f(x) f(x) x C V
x = x x
f : C R C
{x
k
} C ||x
k
|| x
k
x C k
k
f(x
k
) =
f : C R
x C H {x
k
} H x
k
x
k
k
f(x
k
) f(x)
f
k
f(x
k
) f(x)
f C
C
H C H
f : C R
f C f
x C
f(x ) =
xC
f(x)
C =
n=
f
(−n ) f
(−n )
C
C =
n
n=
f
(−n )
n N f(x) > n x C f
c =
xC
f(x) > c f(x) x C
{x
k
} C c =
k
f(x
k
) C
{x
k
} x
k
j
x C c =
k
j
f(x
k
j
) f(x ) f(x ) =
c
H f : H R
H f H
f R > f(x) f( )
x H ||x|| R
B
R
( )
f f : B
R
( ) R
x B
R
( ) f(x ) =
xH
f(x) R
C
H f : H R
x C f(x) =
xC
f(x)
f : C R c R
(c) = {x C f(x) c}
C H f : C R C
c R (c)
C H
C C C H
x y C α R α
αx + ( α)y C
α x + + α
k
x
k
α
i
i = k
k
i=
=
x x
k
αx + ( α)y C
H
H {x H a x c} a H c R
H {x H a x = c} a H c R
C H p N
x
i
C α [ ] i = p
p
i=
α
i
=
p
i=
α
i
x
i
C
() C H
p N
p N x
i
C e α
i
[ ]
p
i=
α
i
= x =
p
i=
α
i
x
i
p = α = e x = x C
p = n p = n +
n+
i=
α
i
=
n
i=
α
i
= α
n+
α
n+
= α
i
= i = n
x =
p
i=
x
i
+ x
n+
= x
n+
C
α
n+
[ ) ( α
n+
) >
x =
n+
i=
α
i
x
i
=
n
i=
α
i
x
i
+ α
n+
x
n+
= ( α
n+
)
n
i=
α
i
( α
n+
)
x
i
+ α
n+
x
n+
y =
n
i=
β
i
x
i
β
i
=
α
i
α
n+
i = n
n+
i=
α
i
= α
n+
=
n
i=
α
i
n
i=
β
i
=
α
n+
n
i=
α
i
=
α
n+
( α
n+
) =
y C
y
x = ( α
n+
)y + α
n+
x
n+
C x =
n+
i=
α
i
x
i
C x =
p
i=
α
i
x
i
C p
N com x
i
C e α
i
[ ]
p
i=
α
i
=
()
p
i=
α
i
x
i
C p N com x
i
C e α
i
[ ]
p
i=
α
i
=
p =
i=
α
i
x
i
= α x + α x C comx x C e α α [ ] tal que α + α =
α = α ( α )x + α x = α x + α x C
C
C
j
H j I I
C =
jI
C
j
x y C C C
j
x y C
x y C
j
j I C
j
j I
α [ ] αx + ( α)y C
j
j I αx + ( α)y C
C
C C C
x y C α [ ] {x
k
}
kN
{y
k
}
kN
k
x
k
= x
k
y
k
= y C αx
k
+
( α)y
k
C k R αx + ( α)y C αx + ( α)y =
k
[αx
k
+ ( α)y
k
] αx + ( α)y C C
x y C ε > ε > B(x ε ) C B(y ε ) C
ε = {ε ε } B(x ε) C B(y ε) C
αx + ( αy) C
B(αx + ( α)y ε) C
z B(αx + ( α)y ε) ||z αx ( α)y|| < ε q = z αx ( α)y
z = αx + ( α)y + q ||q|| < ε z = αx + αq + ( α)y + q αq =
α(x + q) + ( α)(y + q) ||x + q x|| = ||q|| < ε x + q B(x ε) C
||y + q y|| = ||q|| < ε y + q B(y ε) C
C z = α(x + q) + ( α)(y + q) C z C B(αx + ( α)y ε) C
αx + ( α)y C C
C H C
C H C
H C
C C H C
C C
K H
d K td K t >
K K
C H x C
x C
N
C
=
{d H d x x x C} x C
x ∈ C
K H
K
= {y H y d d K}
d H
C x C
dist(x + td C) = o(t) t >
T
C
(x) C x
= K H
(K
)
= conv (K)
K K = (K
)
= C H
(N
C
(x))
= ((T
C
(x))
)
= T
C
(x)
C H f :
C R {} C x y C α [ ]
f(αx + ( α)y) αf(x) + ( α)f(y)
f
x = y α ( )
f γ > x y C
α [ ]
f(αx + ( α)f(y)) αf(x) + ( α)f(y) γα( α)||x y||
f : R R f(x) = x
f : R R f(x) = e
x
f : R R f(x) = x
D(f) = {x H f(x) < }
f
E
f
= {(x c) C × R f(x) c}
f
f D(f) =
f : H R {}
H × R
C H f : C R {}
C f H × R
f E
f
x y C (x f(x)) E
f
(y f(y)) E
f
f E
f
α [ ]
(αx + ( α)y αf(x) + ( α)f(y) = α(x f(x)) + ( α)(y f(y)) E
F
f(αx + ( α)y) αf(x) + ( α)f(y)
f
f (x c ) E
f
(y c ) E
f
f(x) c f(y) c f α [ ]
f(αx + ( α)y) αf(x) + ( α)f(y)
αc + ( α)c
α(x c ) + ( α)(y c ) = (αx + ( α)y αc + ( α)c ) E
f
f E
f
f(x) sujeito a x C
C H f : C R {}
C
C H f : C R
C
f
x
C
y C f(y) < f(x
)
x(α) = αy + ( α)x
f α ( ]
f(x(α)) αf(y) + ( α)f(x
)
= f(x
) + α(f(y) f(x
))
< f(x
)
α > x(α)
x
f(x(α)) < f(x
) x C
x
S C v
R
f(x
) = v
x
S x x
S α [ ] f
f(αx + ( α)x
) αf(x) + ( α)f(x
)
= αv
+ ( α)v
= v
f(αx + ( α)x
) = v
αx + ( α)x
S
S
f x x
S x = x
α ( ) x x
αx+ ( α)x
C
C
f(αx + ( α)x
) f(x) = f(x
) = v
f(αx + ( α)x
) < αf(x) + ( α)f(x
)
= αv
+ ( α)v
= v
f x
H f(x) d H
α
f(x + αd) f(x)
α
= d f(x)
f(x) f
x f x
d f
(x d)
f(x) f
(x d) d H
f
(x d) = d f(x)
f x
f x f
(x ·) : H R
C H
f : C R C
f C
x C y C
f(y) f(x) + ∇f(x) y x
x C y C
∇f(y) f(x) y x
(a) (b) (c)
f x y C α ( ] d = y x
f(x + αd) = f(αy + ( α)x) αf(y) + ( α)f(x)
α(f(y) f(x)) f(x + αd) f(x)
α >
α
+
f(y) f(x)
α
+
f(x + αd) f(x)
α
= ∇f(x) d = ∇f(x) y x
f(y) f(x) ∇f(x) y x f(y) f(x) + ∇f(x) y x
x y
f(x) f(y) + ∇f(y) x y
(c) (b) (a)
x y C α ( )
f(y) f(x) = ∇f(x + α(y x)) y x
(x + α(y x))
∇f(x + α(y x) y x = α
∇f(x + α(y x)) α(y x)
α
f(x) α(y x)
= ∇f(x) y x
d = y x
f(x) f(x + αd) α∇f(x + αd) d
f(y) f(x + αd) + ( α)∇f(x + αd) d
(b) x x + αd x + αd
α α
( α)f(x) + αf(y) ( α)(f(x + αd) α∇f(x + αd) d)
+α(f(x + αd) + ( α)f(x + αd) d)
= f(x + αd)
= f(( α)x + αy)
f
f : H R x H
d D(f(x)) ∇f(x) d
d H ∇f(x) d < d D(f(x))
D(f(x)) = {x H f(x) < } f x
d D(f(x)) t >
> f(x + td) f(x) = t(∇f(x) d + o(t)/t)
t >
t
+
∇f(x) d
∇f(x) d <
f(x + td) f(x) = t(∇f(x) d + o(t)/t)
t >
∇f(x) d + o(t)/t ∇f(x) d/ <
f(x + td) f(x) < d D(f(x))
f : H R
x
k
x
f(x
k
) f(x) x H
f E
f
E
f
H ×R H ×R
H × R H R f
H f : H R {}
C H D(f)C =
f C
H f : H R {}
||x||
f(x) =
f H
{f(x) x H} >
R >
{f(x) x H} = {f(x) ||x|| R}
f {x ||x|| R}
H
f : H R {}
x D(f)
y H f x
f(x) f(x ) + y x x x H
f x f
x ∂f(x ) x ∈ D(f) ∂f(x) =
∂f
D(∂f) = {x H ∂f(x) = }
f
f f x
f : H R {}
x H ∂f(x)
d H
f
(x d) = {y d y ∂f(x)}
[ ]
f : H R x H
∂f(x) ∂f(x) =
{f(x)}
f x H
f(z) f(x) + ∇f(x) z x z H
f(x) ∂f(x) f
x
y ∂f(x) d H
f(x) + y d f(x + d) = f(x) + ∇f(x) d + o(||d||)
y f(x) d o(||d||)
y f(x) d
o(||d||)
||d||
||d||
d
y f(x) d d H
d = y f(x)
y f(x) y f(x)
y f(x) = ∂f(x) =
{f(x)}
∂f(x) = {y}
∂f(x)
∂d
= y d d H
d H
y
i
= ∂f(x)/∂x
i
i N
∂f(x)
∂d
d f
x
f e g
H (D(f)) D(g) =
(f + g) = ∂f + ∂g
∂f + ∂g (f + g)
(f+g) ∂f+∂g x D(∂f)D(∂g) w (f+g)(x )
w = w + w w ∂f(x ) e w ∂g(x )
x = w = e f( ) = g( ) =
f e g x f(x + x ) f(x ) z x e x g(x + x ) g(x ) z x
∂f( ) + ∂g( )
E = {(x λ) H × R f(x) λ}
E = {(x λ) H × R g(x) λ}
(f + g)( )
= (f + g)( ) = {f(x) + g(x) x H}
E E = [ ]
H × R E e E w α H × R
x w + αλ (x λ) E
x w + αλ (x λ) E
α =
{x H x w = } D(f) e D(g)
α =
x w λ f(x) x D(f)
x w λ g(x) x D(g)
w ∂f( ) w ∂g( )
f : H R C H
x H f C
y ∂f(x) tal que y x x x C
∂f(x) + N
C
(x)
x f H
∂f(x)
y x x x C y N
C
(x)
x H f(x) f(x) + y x x f(x)
x f C
x f C d T
C
(x)
d = {t
k
} {d
k
} H
{d
k
} d {t
k
}
+
k x + t
k
d
k
C k k
f(x + t
k
d
k
) f(x) = t
k
∂f(x)
∂d
k
+ o(t
k
)
t
k
> k
∂f
∂d
(x) d T
C
(x)
y H y ∂f(x)
y N
C
(x)
(−∂f(x)) N
C
(x) =
∂f(x) N
C
(x)
a H { } c R
a y > c > a d y ∂f(x) d N
C
(x)
N
C
(x) c > a y < c < y ∂f(x)
∂f
∂a
(x) =
y∂f(x)
a y <
a d > d N
C
(x) td N
C
(x) t >
t c R
a d d N
C
(x)
a (N
C
(x))
= ((T
C
(x))
)
= T
C
(x)
C = H
∂f(x)
S H g : H R
D
g
: S × S R
+
D
g
(x y) = g(x) g(y) ∇g(y) x y
g(y) g y
g D
g
g
B ) g S
B ) g S
B ) Γ (y δ) = {x S D
g
(x y) δ} Γ (x δ) = {y S D
g
(x y) δ}
δ > y S x S
B ) {x
k
} {y
k
} S x
k
x y
k
x
k
D
g
(x
k
y
k
) =
k
[D
g
(x x
k
)−
D
g
(x y
k
)] =
B ) {x
k
} S {y
k
} S y
k
y
k
D
g
(x
k
y
k
) =
x
k
y
g B B
B ) {x
k
} S {y
k
} S x
k
x y
k
y x = y
k
|∇g(x
k
) g(y
k
) x y| >
g B B
B ) y H x S g(x) = y
g B B
B ) {y
k
} S S x
S
k
D
g
(x y
k
) = x S S g
D
g
(x y) x S y S D
g
(x y) =
x = y
g : H R g(x) = ||x|| D
g
(x y) = ||x y||
S = R
n
++
g(x) =
n
i=
x
i
x
i
R
n
++
=
D
g
(x y) =
n
i
(x
i
x
i
y
i
+ y
i
x
i
)
g S
D
g
(x y) D
g
(x z) D
g
(z y) = ∇g(y) g(z) x y x S y z S
x
D
g
(x y) = g(x) g(y) x y S
D
g
(x y) y S
x S y z S
D
g
(x y) D
g
(x z) D
g
(z y) = g(x) g(y) ∇g(y) x y
g(x) + g(z) + ∇g(z) x z
g(z) + g(y) + ∇g(y) z y
= ∇g(y) z y + y x + ∇g(z) x z
= ∇g(y) z x ∇g(z) z x
= ∇g(y) g(z) z x
x z S D
g
(x y) = g(x) g(y) ∇g(y) x y
x
D
g
(x y) = g(x)
∂x
g(y) x y ∇g(y)
∂x
(x y)
= g(x) x y ∇g(y)
= g(x) g(y)
y S
G : S R
x − G(x) = D
g
(x y)
x x S x = x G(x ) = g(x ) g(y) G(x ) =
g(x ) g(y)
∇G(x ) G(x ) x x = ∇g(x ) g(y) g(x ) + g(y) x x
= ∇g(x ) g(x ) x x >
g S G = D
g
(· y) S
y S
D
g
( y)
g D
g
( y)
g(x) = D
g
(x y) = x ∈ S
g S
y S
x
D
g
(x y) =
{g(x) g(y)} x S
x ∈ S
x
D
g
(x y) x S
x ∈ S
x
D
g
(x y) =
x S
f
y
(·) = D
g
(· y) x ∂S ξ ∂f
y
(·)
f
y
g f
y
B
S
g B z S f
y
(z) = g(z)
g(y) = ξ
= ξ ξ z x = ∇f
y
(z) ξ z x com ξ ∂f
y
(x)
f
y
x = z z S x S S
∂f
y
(x) =
g
{ε
k
} ( )
k
ε
k
= x
k
= ( ε
k
)x + ε
k
y S
x
k
S k
ε
k
ξ y x = ξ x
k
x
f
y
(x
k
) f
y
(x)
= g(x
k
) g(y) ∇g(y) x
k
y [g(x) g(y) ∇g(y) x y]
= g(x
k
) g(x) + ∇g(y) x x
k
g(x
k
) x x
k
+ ∇g(y) x x
k
= ∇g(y) g(x
k
) x x
k
= ∇
g
(x
k
)
g
(y) x
k
x
x
k
= ( ε
k
)x + ε
k
y
x
k
ε
k
x
k
= ( ε
k
)x + ε
k
y ε
k
x
k
x
k
x =
ε
k
ε
k
(y x
k
)
∇g(u) g(v) u v = Dg(u v) + Dg(v u)
u v S
ε
k
ξ y x ∇g(x
k
) g(y)
ε
k
ε
k
(y x
k
)
=
ε
k
ε
k
∇g(x
k
) g(y) y x
k
=
ε
k
ε
k
∇g(x
k
) g(y) x
k
y
=
ε
k
ε
k
(D
g
(x
k
y) + D
g
(y x
k
))
ε
k
ξ y x
ε
k
ε
k
(D
g
(x
k
y) + (D
g
(y x
k
))
ε
k
ε
k
> k
( ε
k
)ξ y x −(D
g
(x
k
y) + D
g
(y x
K
))
( ε
k
)ξ y x + D
g
(x
k
y) D
g
(y x
k
)
( ε
k
)ξ y x + f
y
(x
k
) D
g
(y x
k
)
x
k
x ∂S S f
y
S
k
ξ y x + D
g
(x y) B
∂f
y
(x) =
T : H H
x y T( x) T (y) x y H
D(T) = {x H T (x) = } T {(x u) x
H u T(x)} T
T = f f
T = f
T : H H
H H
x H H
T : H H
T : H H
x y u v x y H u T (x) v T(y)
T = ∂f f
T T : H H D(T )D(T ) =
T + T
T
T
T T(x) T(x) x T = T
T
f : H R {}
T = ∂f
C
Proj
C
: H C x H
C x H
C
T T : H H
D(T ) (D(T )) = T + T
G(T) = {(y v) y H v T(y)} R(T) =
xH
T(x)
T
T : H H
u R(T) e x D(T)
(y v)G(T )
v u x y <
T = ∂f f T
[ ]
T T : H H
R(T + T ) =
uD(T )D(T )
(T u + T u)
R(T ) + R(T ) =
uD(T ) vD(T )
(T u + T v)
X conv(X) X
T : H H F H
u F x H
(v y)G(T )
v u x y <
conv(F) R(T )
(conv(F)) R(T )
u conv(F)
u =
λ
i
u
i
u
i
F λ
i
x
i
H e c
i
R
v u
i
x
i
y c
i
(y v) G(T )
v x
i
v y + u
i
y c
i
+ u
i
x
i
x =
λ
i
x
i
u conv(F)
F R(T ) e F R(T )
u F y
ε
εy
ε
+ T y
ε
= u
y = y
ε
e v = u εy
ε
u εy
ε
u x y
ε
d
ε||y
ε
|| k d e k u R(T )
F R(T )
u F
o
e B(u r) F ||w|| < r x(w) H e c(w) R x
c w
v u w x(w) y < c(w) (v y) G(T )
(u εy
ε
y
ε
) G(T )
εy
ε
w x(w) y
ε
< c(w)
w y
ε
c (w)
|w y
ε
| T ||y
ε
|| T
y
ε
y u εy
ε
u u εy
ε
T (y
ε
)
u T (y) (conv(F)) R(T )
T T
T
D(T ) D(T ) = e R(T ) = H
T + T
R(T + T ) = H
F = R(T ) + R(T ) T = T + T
F
F = R(T ) + R(T ) u R(T ) + R(T )
x D(T ) D(T ) w T (x)
u = w + (u w)
w T (x)
R(T ) = H y H u w T (y) T
u w R(T ) e x D(T ) γ R
(z s)G(T )
s (u w) x z γ
(z s) G(T )
s (u w) x z γ
v T (z) z D(T ) D(T ) T
v w z x
w T (x) ) e ( )
(s + v) u x z γ
s T (z) v T (z) s + v (T + T )(z)
(z t)G(T +T )
t u x z +
F = R(T ) + R(T ) T = T + T
R(T + T ) = H
y C
x
D
g
(· y) D
g
(· y) T : H H
C g
C y C e λ > T(·) = T(·) + λ∂
x
D
g
(· y)
D(T) C =
T
R(T) = H
T T
T = λ∂
x
D
g
(· y) T = T
T = λ∂
x
D
g
(· y) D(T ) D(T ) = T = T + T
T = T T = λ∂
x
D
g
(· y)
λ∂
x
D
g
(· y)
D(T) C = R(
x
D
g
(· y)) = H B
T
R(T) = H
T : H H D(T )
T
[ ]
T : H H T
u v x y = u T(x) v T(y) u T(y) v T (x)
T = ∂f(x) f : H R T
∂f x y H
u v x y = u ∂f(x) v ∂f(y) f : H R
f(z) := f(z) + u x z
f z w H α [ ]
f(αz + ( α)w) = f(αz + ( α)w) + u x αz ( α)w
αf(z) + ( α)f(w) + u x + αx αx αz ( α)w
= αf(z) + ( α)f(w) + αu x z + ( α)u x w
= α[f(z) + u x z] + ( α)[f(w) + u x w]
= αf(z) + ( α)f(w)
f
∂f(z) = ∂f(z) {u} = {w u w ∂f(z)} z = x f(x) = f(x)
w = u ∂f(x) ∂f(x) x f H
u v x y =
u x y = v x y
u ∂f(x)
u y x f(y) f(x)
f(x) f(y) u x y
v ∂f(y)
v x y f(x) f(y)
f(x) f(y) u x y = v x y f(x) f(y )
(
f(x) f(y) = u x y
f(x) = f(y) + u x y = f(y)
f(x) = f(x) f(x) = f(y) y f
∂f(y)
= w u w ∂f(y) u ∂f(y)
g : H R
g(z) := f(z) + v y z
f g ∂g(z) = ∂f(z) {v} = {w v w ∂f(z)}
z = y g(y) = f(y) w = v ∂f(y) ∂g(y)
y g H
( f(y) = f(x) + v y x = g(x) g(y) = f(y) g(y) = g(x)
x g H
∂g(x)
= w v w ∂f(x) v ∂f(x)
∂f u v x y = u ∂f(x) v ∂f(y)
u ∂f(y) v ∂f(x) T = ∂f
T : H H T : H H
D(T ) D(T ) = T + T
x y H u (T + T )(x) v (T + T )(y)
u (T + T )(x) = T (x) + T (x) u T (x) u T (x) u = u + u
v T (y) v T (y) v = v + v
T + T u v x y = u u v
v x y = u v x y + u v x y = T T
u v x y = u v x y = T T
u T (y) u T (y) v T (x) v T (x)
u = u + u T (y) + T (y) = (T + T )( y) v = v + v T (x) + T (x) =
(T + T )(x)
T + T
H G
D(T) H T : H H G
{x
k
} G x G
{w
k
} H w
k
T(x
k
) k
k
w
k
x
k
x
y G w T (x )
w x y
k
w
k
x
k
y
S e S T : S S
T S s
S V T(s ) S U s S
U V T(U) V
f : H R
T : H H T = ∂f T
D(T) H
{x
k
} D(∂f)
k
x
k
= x e
k
u
k
x
k
x
u
k
∂f(x
k
)
u
k
y x
k
f(y) f(x
k
) y D(∂f)
k H f
k
u
k
x
k
y
k
f(x
k
) f(y) = f(x) f(y)
f u ∂f(x) f(y) f(x) + u y x
u x y f(x) f(y)
u ∂f(x)
u x y
k
u
k
x
k
y
T = ∂f
T : H H
T S : H H
D(T) D(S) = T + S
{x
k
} D(T + S)
k
x
k
= x D(T + S)
k
u
k
x
k
x
u
k
(T + S)(x
k
)
y D(T + S)(x
k
) u
k
T
T(x
k
) u
k
S
S(x
k
)
u
k
= u
k
T
+ u
k
S
( )
k
u
k
T
+ u
k
S
x
k
x
k
u
k
T
x
k
x
k
u
k
T
+ u
k
S
x
k
x
k
u
k
S
x
k
x
k
u
k
T
+ u
k
S
x
k
x
T S u
T
T(x) u
S
S(x)
u
T
x y
k
u
k
T
x
k
x
u
S
x y
k
u
k
S
x
k
x
t D(T + S)
u
T
+ u
S
x y
k
u
k
T
+ u
k
S
x
k
x
u = u
T
+ u
S
T(x) + S(x) = (T + S)(x)
u x y
k
u
k
T
+ u
k
S
x
k
x
y D(T + S) T + S
C H g
C = {λ
k
}
λ
k
> T
x C
x
k
T
k
: H H T
k
(·) = T (·) + λ
k
D
g
(· x
k
)
x
k+
H
T
k
(x
k+
)
x
k+
T g
{x
k
} D(T)C =
g C {x
k
}
S
k
x C
x
k
C x
k+
C
B
k
(·) = λ
k
∂D
g
(· x
k
) T
k
= T + B
k
T
k
= TB
k
T B
k
g R(T
k
) = H T
k
D(T
k
)
x
k+
C D(T
k
) = D(T) C
x
k+
D(T
k
) x
k+
C {x
k
} C
{x
k
} D(T) C =
h
T C
(x) < A x C D(T)
g {x
k
} C
R(T
k
) = H
g
g h
T C
(x) C D(T )
k = x C
x
k
C x
k
D(T) C T
k
(x
k
)
x
k
D(T) C h
T C
h
T C
(x
k
) < h := h
T C
h(x
k
) =
v x
k
y y C e v T (y)
u T (x
k
) y C T
u v x
k
y
u y x
k
v y x
k
x
k
S
x
k+
:= x
k
T
k
(x
k+
)
T
k
(x
k+
) = T(x
k
) + λ
k
∂D
g
(x
k
x
k
)
= T (x
k
) + λ
k
(g(x
k
) g(x
k
))
= T (x
k
)
x D(T) C S
x T
x
k+
= x
k
C
h(x
k
) >
S
k
:= {x C D
g
(x x
k
)
h(x
k
)
λ
k
}
S
k
x
S
k
x C e D
g
(x x
k
) <
h(x
k
)
λ
k
x
k
S
k
D
g
(x
k
x
k
) = <
h(x
k
)
λ
k
x
k
C
N
k
:= N
S
k
S
k
D(N
k
) =
S
k
B B
k
(·) := N
k
(·) + λ
k
x
D
g
(· x
k
)
B
k
D(N
k
)
[D(
x
D
g
(· x
k
))] =
x
k
D(N
k
) C = S
k
D(∂D
g
(· x
k
)) D(N
k
)
[D(D
g
(· x
k
))] = B
k
D(B
k
) S
k
D(N
k
) =
S
k
R(B
k
) = H
A
k
:= T + B
k
A
k
D(T) (D(B
k
)) = D(T) (D(B
k
)) =
x
k
D(T) C S
K
= D(T) D(B
k
)
A
k
A
k
D(B
k
)
y D(A
k
) = D(T) D(B
k
) D(T) C
T(y) + N
k
(y) + λ
k
D
g
(y x
k
)
u
k
w
k
e v
k
H
u
k
T(y) w
k
N
k
(y) v
k
λ
k
∂D
g
(y x
k
)
= u
k
+ w
k
+ v
k
y S
k
y D(A
k
) D(B
k
) (
x
D
g
(· x
k
)) = C
x C D
g
(x x
k
) <
h(x
k
)
λ
k
D
g
(y x
k
) <
h(x
k
)
λ
k
D
g
(· x
k
)
= D
g
(x
k
x
k
) > D
g
(y x
k
) +
v
k
λ
k
x
k
v
λ
k
(u
k
x
k
y + w
k
x
k
y) > D
g
(y x
k
)
w
k
N
k
(y) e x
k
S
k
w
k
x
k
y
λ
k
D
g
(y x
k
) < u
k
x
k
y
u
k
x
k
y
zCD(T ) vT z
v x
k
z = h(x
k
)
D
g
(y x
k
) <
h(x
k
)
λ
k
y S
k
N
k
(y) = w
k
= = u
k
+ v
k
T
k
(y) T
k
y T
k
y = x
k+
y C x
k+
C
) e ( )
T : H H
C H g
C
D(T) C =
S
=
T
λ
k
( λ) λ >
g g h
T C
< x C D(T )
) e ( )
{D
g
(z x
k
)} z S
{x
k
}
k
D
g
(x
k+
x
k
) =
x {x
k
} u T(x) u x
u =
D
g
(z x
k+
) D
g
(z x
k
) D
g
(x
k+
x
k
) z S
z S
v
T(z)
v
x z para todo x C
e x
k+
C e u
k
T(x
k+
)
u
k
= λ
k
(g(x
k
) g(x
k+
))
y C
∇g(x
k
) g(x
k+
) x
k+
y = D
g
(y x
k
) D
g
(y x
k+
) D
g
(x
k+
x
k
)
( ) e ( )
u
k
x
k+
y = λ
k
D
g
(y x
k
) D
g
(y x
k+
) D
g
(x
k+
x
k
)
z S
T
u
k
x
k+
z v
x
k+
z
y = z
D
g
D
g
(z x
k+
) D
g
(z x
k
) D
g
(x
k+
x
k
)
D
g
(z x
k
) D(z x ) k e z S
z S
{x
k
} {x C D
g
(z x) D
g
(z x )} B
{x
k
}
k
D
g
(x
k+
x
k
) =
D
g
(x
k+
x
k
) D
g
(z x
k
) D
g
(z x
k+
)
z S
{D
g
(z x
k
)}
k
D
g
(x
k+
x
k
) =
{x
k
}
{x
k
} C
A H
A = A
w
A
w
A [ ]
C C C = C
w
C
C x
{x
k
j
} {x
k
}
x
k
j
x
y = x k = k
j
u
k
j
x
k
j
+
x = λ
k
j
D
g
(x x
k
j
) D
g
(x x
k
j
+
) D
g
(x
k
j
+
x
k
j
)
B e B
j
d ) {x
k
j
}
d ) x
k
j
x
d )
k
D
g
(x
k
j
+
x
k
j
) = B
{x
k
j
+
} e {x
k
j
}
x
k
j
+
x
(d ) e (d ) B {x
k
j
+
} e {x
k
j
}
j
D
g
(x x
k
j
+
) D
g
(x x
k
j
)
=
{λ
k
} (d ) ( ) em ( )
j
u
k
j
x
k
j
+
x =
x
k
j
+
x e u
k
j
T(x
k
j
+
) j
( ) e ( ) z S
u T(x)
u x z
j
u
k
j
x
k
j
+
z
y = z S
u
k
x
k+
z = λ
k
D
g
(z x
k
) D
g
(z x
k+
) D
g
(x
k+
x
k
)
D
g
(z x
k
)
{λ
k
}
j
u x z
u T (x) z S
v
T(z) v
y z y C
T
u x z v
x z
u x z =
D(T)
C T C
T : H H C
H g C
B B
D(T) C =
S
=
T D(T) H
λ
k
( λ] λ >
g g h
T C
(x) < x C D(T )
T C
{x
k
} ( ) e ( )
x
g {x
k
}
(b) {x
k
}
x {x
k
}
u T(x)
u x
x = x
S
x
u
T(x
)
u
x x
x C
x
u
x x
T u T(x) e u
T(x
)
u u
x x
= u x x
u
x x
u x x
u
x x
=
u u
x x
=
u T(x) e u
T(x
)
T
u T(x
) e u
T(x)
u
x x = u
x x
+ u
x
x
x x
{x
k
} {x
k
}
g
z S
β
k
(z) :=
∇g(x
k
) x
k
z g(z) β
k
(z) g(z) D
g
(z x
k
)
{β
k
(z)}
z z S
{x
j
k
} e {x
i
k
}
{x
k
} x
j
k
z e x
i
k
z {β
k
(z )} e {β
k
(z )}
l l R
k
β
k
(z ) = l e
k
β
k
(z ) = l
k
(β
k
(z ) β
k
(z )) =
k
∇g(x
k
) z z = l l
k = j
k
k = i
k
k
g(x
j
k
) g(x
i
k
) z z =
z = z
g {x
k
}
S
{x
k
}
{x
k
}
V N
V
D(N
V
)
{x
k
} {w
k
} x y x
k
y D(N
V
) = V
N
V
w
k
x
k
y N
V
(x )
N
V
(x
) w = w x y =
k
w
k
x
k
y
T C
{x
k
} S
= {x
k
}
{x
k
}
B H {x
k
} B T = T + N
B
N
B
B N
B
(x) = { } x B {x
k
}
T x = x
x
k
= x
k
k
k =
x
k
= x
k
T(x
k+
) + λ
k
x
D
g
(x
k+
x
k
) = T(x
k+
) + λ
k
x
D
g
(x
k+
x
k
)
T = T B x
k+
y
T(y) + λ
k
x
D
g
(y x
k
)
T(y) + λ
k
x
D
g
(· x
k
) y
x
k+
T (y) + λ
k
D
g
(y x
k
)
x
k+
= x
k+
T
T
T = T + (δ
B
)
N
B
T
T T
T + N
C
= T + N
B
+ N
C
D(T + N
C
) = D(T) C B B
B T + N
C
{x
k
} {x
k
}
T x
{x
k
} {x
k
} x
B T(x) = T (x) x B
T(x
) = T (x
) x
{x
k
}
{x
k
}
{x
k
} S
=
S
= x
{x
k
} S
S
= {x
k
}
S
=
S
=
C H δ
C
: C
R {}
δ
C
(x) =
x C
x ∈ C
C
x ∈ V δ
C
= d R
d < = δ
C
(x) (x d) ∈ E
δ
C
x C δ
C
(x) = δ
C
(x) d d [ +) (x d) E
δ
C
E
δ
C
= C × [ +)
δ
C
E
δ
C
C ×[ +) C
C E
δ
C
δ
C
x C δ
C
(x) = δ
C
(x) d d [ +)
s ∂f(x)
x ∈ C δ
C
(x) =
δ
C
(y) y H
∂δ
C
(x) =
x C δ
C
(x) =
δ
C
(y) s y x y H
y ∈ C
s y x +
y C δ
C
(y) =
s y x
∂δ
C
(x) = {s H s y x y C}
∂δ
C
(x) =
{s H s y x y C} x C
x ∈ C
δ
C
N
C
= ∂δ
C
C N
C
: H H
δ
C
x N
C
= x ∈ C N
C
= se x C N
C
(x)
D(T) = {x H Tx = }
T : H H
D(N
C
) = C
N
C
T : H H C =
H D(T) C =
h
T C
: D(T) C R {}
h
T C
:=
(x y)G
C
(T )
v x y
G
C
(T) = {(v y) v T(y) y C} T
h
T C
T C e h
T C
h
T C
D(T) C
h
T C
D(T ) H
h
T C
x = y A
h
T c
A H
D(T) C = h
T C
S
S
h
T C
h
T C
h = h
T C
A := T + N
C
D(A) = D(T) C
h(x) = A y D(T) C v T y
v x y
w N
C
(x) y C D(T)
w x y
N
C
x C A A
(v + w) x y
y D(T) C = D(A) v + w A(y) = T (y) + N + C
A A
A(x) = T(x) + N
C
(x)
A x S
x C S
y C v T x
v y x
w Ty
w y x
A
h(x) =
(y w)G
C
(T )
w x y
A A h(x) =
C
T = N
C
δ
C
x C = D(T)
h
N
C
C
(x) =
(y v)G
C
(N
C
)
v x y
N
C
h
N
C
(x) =
x C x ∈ C C =
α =
a y y y C
a x y > λa N
C
(y ) λ >
h
N
C
C
(x) =
(y v)G
C
(N
C
)
v x y λa x y
λ h
N
C
C
(x) = x ∈ C
h = δ
C
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