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Pk !
0+ kU
Qk !
0+ kU
PGk ! kU
Q Gk ! kU
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QLk ! kU
V̇k ( kU
Ωk
k#
k
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* %& L%(
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)

( ( # , ! "
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%( 6 !
&& # 1-/ 1
< "

'

#
! = % !/& =
8&9 % >&* +? "
PG1 + j QG1 = V̇1 [ Ẏ11 V̇1 + Ẏ12 V̇2 + Ẏ13 V̇3 ]∗
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−PL3 − j QL3 = V̇3 [ Ẏ31 V̇1 + Ẏ32 V̇2 + Ẏ33 V̇3 ]∗
5 8&9
7 / / 9 @PG QG 1 1
A " . 9 @ V̇1 V̇2 V̇3 A " B/

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J
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J

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95

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4 1 . " +(4
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4
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8&4
& 8&9 & 1&+ 8& %

. % >&& G " 4
8&9
PG2 + j QG2 = V̇2 [ Ẏ21 V̇1 + Ẏ22 V̇2 + Ẏ23 V̇3 ]∗
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5 4 8&9 %
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&
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% >&& & 8&" * ; &
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∗
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m∈Ωk
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# + %& L9>M L9=M
"

Pk = gpk (Θ, V) = Vk Vm (Gkm cos θkm + Bkm sen θkm ) L9@M
m∈Ωk

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m∈Ωk

Θ ! ( O
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θkm = θk − θm L955M
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Pk = gp k (e, f ) =

= [ek (Gkm em − Bkm fm ) + fk (Gkm fm + Bkm em )] L957M
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= [fk (Gkm em − Bkm fm ) − ek (Gkm fm + Bkm em )] L959M
m∈Ωk

e ! (
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+ :" 4 4 &%& 8&9

4 " %
/&C
1&%& 1&%&
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Q5 = gq5 (Θ, V)
) ;
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99

6 6
Vθ

?

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97
+ B32 sen θ32 ) + V3 V4 (G34 cos θ34 + B34 sen θ34 )

gq3 (Θ, V) = −V32 B33 + V3 V1 (G31 sen θ31 − B31 cos θ31 ) + V3 V2 (G32 sen θ32
− B32 cos θ32 ) + V3 V4 (G34 sen θ34 − B34 cos θ34 )
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k − gqk (Θ, V) k ∈ ΩP Q L95;M

& +
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% 4

9;

ΩP Q P QU
ΩP V P V U
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T
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T
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k−1 n
V̇ki+1 = k
− V̇m
i+1
Y km − V̇mi Ykm⎦
Ykk (V̇ki )∗ m=1 m=k+1
k = 1, ..., n; k = ﬂutuante L97DM

i %& / !*%( !
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4 * # + *
x∞ = max |xi |
i

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&
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I(V̇) = Ẏ V̇ L975M
8 ! (
Pk − j Qk
Ik (V̇) = , k = 1, ..., n L977M
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Qmin
k Qmax
k

%(# Qespk %(
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⎧ ⎫
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k = V̇k
Qcal
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∗
⎭
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m∈Ωk
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i+1

. L97DM
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, V̇ki+1 ( "$ %( .
# # O
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+ %&
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θki+1 = arctan L97:M
ei+1
k
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9>
fki+1 ei+1

k (# ! #
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k

%( i#

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⎫
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k > Qk k k ⎬
⎪
k =⇒ {barra P Q} L97<M
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k < Qmin
k =⇒ Qcal
k = Qmin
k
⎭
8 %& Qk !

# (
k !
G
#
!! 1&+. 8& !/& = % "
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/ #&,1

1 P2esp − j(Qcal2 )
i
V̇2i+1 = − V̇1 Y21 − V̇3i Y23
Y22 i
(V̇2 )∗

1 P3esp − jQesp3
V̇3i+1 = − V̇1 Y31 − V̇2i+1 Y32
Y33 (V̇3i )∗
∗
(Qcal
2 )
i+1
= V̇2i+1 V̇1 Y21 + V̇2i+1 Y22 + V̇3i+1 Y23
i 9 V̇1 P2esp P3esp Qesp

3 V2esp "
## & 01

(2
BC.# ,

0$ + %(

(.
# .
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f (x) = 0 L97>M
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f (x) ≈ f (x0 ) + f (x0 )[x − x0 ] L97=M
9=

f (x) f (x)
6 6

- 3 2 1 -
x3 x2 1 x x0
x x x x x0
x
LM LM
9:E 8
%( + %( (.

BC.

f (x0 )
x = x0 − L97@M
f (x0 )
!
x

L97@M ' %(
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+

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f (xi )
xi+1 = xi − i i = 0, 1, ... L99DM
f (x )
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+ ! + f (xi )

f (x0 ) !
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.
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8 + %(
f (x) = 0 L995M
T
f (·) = f1 (·) f2 (·) · · · fn (·)
T
x = x1 x2 · · · xn
/ '( 2J

" %& $
∂f1 (x) ∂f1 (x)
f1 (x) = f1 (x0 ) + ∂x1
0
x=x0 Δx1 + ··· + 0
∂xn x=x0 Δxn =0
∂f2 (x) ∂f2 (x)
f2 (x) = f2 (x0 ) + 0 + ··· + 0
∂x1 x=x0 Δx1 ∂xn x=x0 Δxn =0
L997M

∂fn (x) ∂fn (x)
fn (x) = fn (x0 ) + ∂x1
0
x=x0 Δx1 + ··· + ∂xn
0
x=x0 Δxn =0

9@
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f (x0 ) + J(x0 )Δx0 = 0 L999M
J(x0 ) $ L995M

x0
! .
# (#
xi+1 = xi + Δxi L99:M
−1
Δxi = − J(xi ) f (xi ) L99;M
! + f (xi ) ∞ ≤ ε# ε !
+

O ,!

%(
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W5;X + BC.
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f (xi ) + 4 %& 6 * +
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!

,- "
#

B # + %&
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ΔPk = Pkesp − gpk (Θ, V) = 0, k ∈ ΩP Q ∪ ΩP V L99<M
ΔQk = Qesp
k − gqk (Θ, V) = 0, k ∈ ΩP Q L99>M

!

Θi+1 Θi ΔΘi
Vi+1
=
Vi
+
ΔVi
L99=M

ΔPi Hi Ni ΔΘi
ΔQi
=
Mi Li ΔVi
L99@M

4 5 . 5 . $ ' f : IRn → IRn + *
⎡ ∂f1 (x) ∂f1 (x) ∂f1 (x)
⎤
∂x1 ∂x2
··· ∂xn
⎢ ∂f2 (x) ∂f2 (x)
··· ∂f2 (x) ⎥
J(x) = ⎢ ⎥

∂x1 ∂x2 ∂xn
⎣ ⎦
∂fn (x) ∂fn (x) ∂fn (x)
∂x1 ∂x2
··· ∂xn
:D

9 ( ! 0 ! !# .
! # $ Hi # Ni # Mi # Li *
∂gpk (Θi , Vi ) ∂gpk (Θi ,Vi )

Hi = Ni = ∂V L9:DM
∂Θ
∂gqk (Θi , Vi ) ∂gqk (Θi ,Vi )

Mi = Li = ∂V L9:5M
∂Θ
/ H# N# M# L (

∂Pk
Hkm = = Vk Vm (Gkm sen θkm − Bkm cos θkm )
∂θm
∂Pk
Hkk = = −Vk2 Bkk − Vk Vm (Gkm sen θkm − Bkm cos θkm )
∂θk m∈Ω k
∂Pk
Nkm = = Vk (Gkm cos θkm + Bkm sen θkm)
∂Vm
∂Pk
Nkk = = Vk Gkk + Vm (Gkm cos θkm + Bkm sen θkm ) L9:7M
∂Vk m∈Ω k
∂Qk
Mkm = = −Vk Vm (Gkm cos θkm + Bkm sen θkm )
∂θm
∂Qk
Mkk = = −Vk2 Gkk + Vk Vm (Gkm cos θkm + Bkm sen θkm )
∂θk m∈Ω k
∂Qk
Lkm = = Vk (Gkm sen θkm − Bkm cos θkm)
∂Vm
∂Qk
Lkk = = −Vk Bkk + Vm (Gkm sen θkm − Bkm cos θkm )
∂Vk m∈Ω k

Hkk # Nkk # Mkk Lkk # #
" %(
%& ! ! k
Hkk = −Qk − Vk2 Bkk
Nkk = (Pk + Vk2 Gkk )/Vk
Mkk = Pk − Vk2 Gkk
Lkk = (Qk − Vk2 Bkk )/Vk L9:9M

:5

#
ΔV ( !
!
! .
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M L B L99@M
"

ΔPi Hi (N )i ΔΘi
ΔQi
=
Mi (L )i ΔVi /Vi
L9::M

N L ( N L

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BC.
.
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6
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%\+ ΔP ∞ > εp ΔQ ∞ > εq

ΔP ΔQ

* L99@M

! L99@M ΔΘ ΔV
/
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Θ ← Θ + ΔΘ
V ← V + ΔV
6

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B + %&
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L959M#
ΔPk = Pkesp − gp k (e, f ) = 0, k ∈ ΩP Q ∪ ΩP V L9:;M
ΔQk = Qesp
k − gq k (e, f ) = 0, k ∈ ΩP Q L9:<M
L9:>M
1
ΔVk = Vkesp − (ek + fk ) = 0, 2 k ∈ ΩP V

!

ei+1 ei Δei
f i+1
=
fi
+
Δf i
L9:=M
⎡ ⎤ ⎡ ⎤
ΔPi J1 J2 i

⎢ ⎥ ⎢ ⎥ Δe
⎣ ΔQi ⎦ = ⎣ J3 J4 ⎦
Δf i
L9:@M
ΔVi J5 J6
B + %& # ! e# f # P# Q V
0 * L9:;M L9:>M
#
!% ) !/& = = 8&9

4 " 5 -,+.
+

⎡ ⎤⎡ ⎤⎡ ⎤
ΔP2 H22 | H23 N23 | | H25 N25 Δθ2
⎢ ⎥⎢
H32 | H33 N33 |

| ⎥⎢ ⎥
⎢ ΔP3 ⎥⎢ H34 N34 ⎥⎢ Δθ3 ⎥
⎢ ⎥⎢ ⎥⎢ ⎥
⎢
⎢ ΔQ3 ⎥⎢
⎥⎢
M32 | M33 L33 | M34 L34 | ⎥⎢
⎥⎢ ΔV3 /V3 ⎥
⎥
⎢ ΔP4 ⎥⎢
| H43 N43 |

H44 N44 | H45 N45 ⎥

⎢ Δθ4 ⎥
⎢ ⎥⎢ ⎥⎢ ⎥
⎢ ⎥⎢ ⎥⎢ ⎥
⎢ ΔQ4 ⎥⎢ | M43 L43 | M44 L44 | M45 L45 ⎥ ⎢ ΔV4 /V4 ⎥
⎢ ⎥⎢ ⎥⎢ ⎥
⎣ ΔP5 ⎦⎣ H52 | | H54 N54 | H55 N55 ⎦ ⎣ Δθ5 ⎦

ΔQ5 M52 | | M54 L54 | M55 L55 ΔV5 /V5
/&+
H N M L %
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L9;DM
ΔQ = L ΔV
V
+ %& # #

* "
! .
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/2 #
%& ' ( !

cos θkm 1.0
Gkm sen θkm Bkm L9;5M

Qk Bkk Vk2
/
%& L9;5M ( *
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%(
Bkm /Gkm
!
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#
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L # .

Hkk = Lkk = −Vk2 Bkk

L9;7M
Hkm = Lkm = −Vk Vm Bkm

$
#'( 9 $ ( !"
% #. : ( !"

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+ ) $)
%
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%

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::

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(#
⎡ ⎤ ⎡ ⎤⎡ ⎤
ΔP1 V12 B11 V1 V2 B12 · · · V1 Vn B1n Δθ1
⎢ ⎥ ⎢ V V B V22 B22 · · · V2 Vn B2n ⎥ ⎢ Δθ ⎥
⎢ ΔP2 ⎥ ⎢ 1 2 12 ⎥⎢ 2 ⎥
⎢
⎣ ···
⎥ = −⎢
⎦
⎥⎢
⎣ ⎦⎣ ··· ⎦
⎥ L9;9M
ΔPn V1 Vn B1n V2 Vn B2n · · · Vn2 Bnn Δθn
⎡ ⎤ ⎡ ⎤⎡ ⎤
ΔQ1 V12 B11 V1 V2 B12 · · · V1 Vn B1n ΔV1 /V1
⎢ ⎥ ⎢ V V B V22 B22 · · · V2 Vn B2n ⎥ ⎢ ΔV2 /V2 ⎥
⎥ ⎢
⎢ ΔQ2 ⎥ ⎢ 1 2 12 ⎥
⎢
⎣ ···
⎥ = −⎢
⎦ ⎣ ⎦⎣
⎥⎢
···
L9;:M
⎥
⎦
ΔQn V1 Vn B1n V2 Vn B2n · · · Vn2 Bnn ΔVn /Vn

⎡ ⎤ ⎡ ⎤⎡ ⎤
ΔP1 /V1 V1 B11 · · · Vn B1n
V2 B12 Δθ1
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M inimizar z = c1 PG1 + c2 PG2 + · · · + cn PGn L;5DM

1&
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
θ1 PG1 −PD1
⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ θ2 ⎥ ⎢ PG2 ⎥ ⎢ −PD2 ⎥
⎢
⎢ B̄ ⎥⎢
⎥⎢ ⎥−⎢
⎥ ⎢ ⎥=⎢
⎥ ⎢ ⎥
⎥ L;55M
⎣ ⎦⎣ ⎦ ⎣ ⎦ ⎣ ⎦
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PGmin
i
≤ PGi ≤ PGmax
i
, i = 1, 2, ..., n L;57M
1
(θi − θj ) + sij = fijmax , ij ∈ Ωr L;59M
xij
0 ≤ sij ≤ 2fijmax , ij ∈ Ωr L;5:M
θref =0 L;5;M

n E 4 U
ref E 0
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ci E
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PDi E ! i LQMU
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, PGmax
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>>

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c1 = 80 R$/M W h; PGmin
1
= 0 MW ; PGmax
1
= 50 M W ;
c2 = 100 R$/M W h; PGmin
2
= 0 MW ; PGmax
2
= 50 M W ;
max = 10 M W ;
f12 max = 50 M W ;
f13 max = 50 M W.
f23
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' z = 80PG 1 + 100PG2
1&
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
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⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ −10, 0 30, 0 −20, 0 ⎦ ⎣ θ2 ⎦ − ⎣ PG2 ⎦ = ⎣ 0 ⎦
−12, 5 −20, 0 32, 5 θ3 0 −0, 80
0 ≤ PG1 ≤ 0, 50
0 ≤ PG2 ≤ 0, 50
1
(θ1 − θ2 ) + s12 = 0, 10
0, 10
1
(θ1 − θ3 ) + s13 = 0, 50
0, 08
1
(θ2 − θ3 ) + s23 = 0, 50
0, 05
0 ≤ s12 ≤ 0, 20
0 ≤ s13 ≤ 1, 00
0 ≤ s23 ≤ 1, 00
θ1 =0
>=

+%
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9 /&
; /&+ & G 8&9 C
' z = 80PG 1 + 100PG2
1&
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⎢ ⎥⎢ ⎥ ⎢ ⎥
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⎢ ⎥⎢ ⎥ ⎢ 0 ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ −12, 5 −20, 0 32, 5 ⎥⎢ θ3 ⎥ ⎢ −0, 80 ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ ⎥⎢ PG1 ⎥ ⎢ ⎥
⎢ 10, 0 −10, 0 1 ⎥⎢ ⎥ = ⎢ 0, 10 ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ ⎥⎢ PG2 ⎥ ⎢ ⎥
⎢ 12, 5 −12, 5 1 ⎥⎢ ⎥ ⎢ 0, 50 ⎥
⎢ ⎥⎢ s12 ⎥ ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ 20, 0 −20, 0 1 ⎥ ⎢ ⎥ ⎣ 0, 50 ⎦
⎣ ⎦⎣ s13 ⎦
1 s23 0
0 ≤ PG1 ≤ 0, 50
0 ≤ PG2 ≤ 0, 50
0 ≤ s12 ≤ 0, 20
0 ≤ s13 ≤ 1, 00
0 ≤ s23 ≤ 1, 00
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8
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PG2 s12 max
f12 r12
⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ max ⎥ ⎢ ⎥
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⎢
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fmn rmn
PGmin
i
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i
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0 ≤ sij ≤ 2fijmax , ij ∈ Ωr L;5@M

⎡ ⎤ ⎡ ⎤⎡ ⎤
r12 PD2
⎢ r13 ⎥ ⎢ ⎥⎢ ⎥
⎢ ⎥ ⎢ ⎥ ⎢ PD3 ⎥
⎢ ⎥=⎢
⎦ ⎢
β ⎥⎢
⎥⎢ ⎥
⎥ L;7DM
⎣ ⎣ ⎦⎣ ⎦
rmn PDn
#
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' z = 80PG 1 + 100PG2

1&
PG1 + PG2 = 0, 80
⎡ ⎤ ⎡ ⎤ ⎡ ⎤ ⎡ ⎤
−0, 5652 −0, 3478 s12 0, 10 −0.2782
⎢ ⎥ PG2 ⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ −0, 4348 −0, 6522 ⎦ + ⎣ s13 ⎦ = ⎣ 0, 50 ⎦ + ⎣ −0.5218 ⎦
0
0, 4348 −0, 3478 s23 0, 50 −0.2782
0 ≤ PG1 ≤ 0, 50
0 ≤ PG2 ≤ 0, 50
0 ≤ s12 ≤ 0, 20
0 ≤ s13 ≤ 1, 00
0 ≤ s23 ≤ 1, 00
8&
+ ; +" & +%
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=5
' z = c1 PG 1 + c2 PG2
1&
⎡ ⎤⎡ ⎤ ⎡ ⎤
1 1 0 0 0 PG1 0, 8000
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ ⎥⎢ PG2 ⎥ ⎢ ⎥
⎢ 0 −0, 5652 1 0 0 ⎥ ⎢ ⎥ ⎢ −0, 1782 ⎥
⎢ ⎥⎢ s12 ⎥= ⎢ ⎥
⎢ ⎥⎢ ⎥ ⎢ ⎥
⎢ 0 −0, 4348 0 1 0 ⎥ ⎢ ⎥ ⎢ −0, 0218 ⎥
⎣ ⎦⎣ s13 ⎦ ⎣ ⎦
0 0, 4348 0 0 1 s23 0, 2218
0 ≤ PG1 ≤ 0, 50
0 ≤ PG2 ≤ 0, 50
0 ≤ s12 ≤ 0, 20
0 ≤ s13 ≤ 1, 00
0 ≤ s23 ≤ 1, 00

&" +%
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rs #
km# %& (E
−ηfkm
max
≤ fkm
c
≤ ηfkm
max
L;75M
fkmc T ' -. η ≥ 1 "
0!
km# !
/ %& ;75
"
%& ;59 ;5:# E
1 1
(θk − θm ) + φD
km,rs (θr − θs ) + skm,rs = ηfkm
max L;77M
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0 ≤ skm,rs ≤ 2 η fkm
max
L;79M
φDkm,rs " %(
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Δf13 55, 56 − 38, 46
φD
13,23 = = = 0, 4116
f23 41, 54
5 +%
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. 5.9 η = 1 ;&
C
' z = 80PG 1 + 100PG2

=9
1&
⎡ ⎤⎡ ⎤ ⎡ ⎤ ⎡ ⎤
22, 5 −10, 0 −12, 5 θ1 PG1 0
⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎣ −10, 0 30, 0 −20, 0 ⎦ ⎣ θ2 ⎦ − ⎣ PG2 ⎦ = ⎣ 0 ⎦
−12, 5 −20, 0 32, 5 θ3 0 −0, 80
0 ≤ PG1 ≤ 0, 50
0 ≤ PG2 ≤ 0, 50
1
(θ1 − θ2 ) + s12 = 0, 10
0, 10
1
(θ1 − θ3 ) + s13 = 0, 50
0, 08
1
(θ2 − θ3 ) + s23 = 0, 50
0, 05
1 1
(θ1 − θ3 ) + 0, 4116 × (θ2 − θ3 ) + s13,23 = 0, 50 (∗)
0, 08 0, 05
0 ≤ s12 ≤ 0, 20
0 ≤ s13 ≤ 1, 00
0 ≤ s23 ≤ 1, 00
0 ≤ s13,23 ≤ 1, 00 (∗)
θ1 =0
LaM & 9

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f (x, u) L;7:M
g(x, u) = 0 L;7;M
=:

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ΩP E 2 ' T U
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L(x, u, λ) = f (x, u) + λT g(x, u) L;7<M
/ %( , +

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L;7:M L;7;M# / 3# %( 397#

∂L ∂f ∂g T
= + λ=0 L;7>M
∂x ∂x ∂x

∂L ∂f ∂g T
= + λ=0 L;7=M
∂u ∂u ∂u
∂L
= g(x, u) = 0 L;7@M
∂λ
L;7>M# E

" T #−1
∂g ∂f
λ = − L;9DM
∂x ∂x
+
# 0 L;7=M# $E
T " T #−1
∂L ∂f ∂g ∂g ∂f
∇u f (x, u) = = − L;95M
∂u ∂u ∂u ∂ "x ∂x
b
+
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%( ) !.
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(u) ! %( )+
+

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E u0
% + ∇u f (xk , uk ) >

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BC.
uk
%( xk

∇u f (xk , uk )

Δuk = −αk ∇u f (xk , uk )

uk+1 = uk + Δuk
/
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j
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j =
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j ukj + Δukj < umin
j L;97M
⎩ ukj + Δukj ,
B !,!

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i=1
ωi %( pi *# '

#
⎧
⎪ min 2
⎨ (xi − xi )
k xki < xmin
i
k
pi (x ) =
⎪
(xki − xmax
i )2 xki > xmax
i L;9:M
⎩ 0 ,
%& " # " %(
"
⎧
⎨ 0 hi (xk ) ≤ 0
pi (xk ) = 2 L;9;M
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=>
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θ2
u= P2 e x=
θ3
;&" % 4 :
f (θ2 , θ3 , P2 ) = α1 [P1 (θ2 , θ3 )]2 + α2 P22

P1 (θ2 , θ3 ) = G11 + G12 cos θ2 − B12 sen θ2 + G13 cos θ3 − B13 sen θ3
9 /&
" +
g1 (θ2 , θ3 , P2 ) = P2 − G22 − G21 cos θ2 − B21 sen θ2 − G23 cos (θ2 − θ3 ) +
− B23 sen (θ2 − θ3 ) = 0 L;9<M
g2 (θ2 , θ3 , P2 ) = −PD − G33 − G31 cos θ3 − B31 sen θ3 − G32 cos (θ3 − θ2 ) +
− B32 sen (θ3 − θ2 ) = 0 L;9>M
/&
+
P1 (θ2 , θ3 ) − P1max ≤ 0
−P1 (θ2 , θ3 ) + P1min ≤ 0
P2 − P2max ≤ 0
−P2 + P2min ≤ 0
# &'C

/ &'
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P2 +
$ %−1
∂f ∂g T ∂g T ∂f
∇u f (x, u) = ∂u − ∂u ∂x ∂x

⎡ ∂g ∂g1
⎤ ⎡ ∂g ⎤ ⎡ ⎤
1 1
∂g ⎣ ∂θ2 ∂θ3 ∂g ⎣ ∂P2 1
= ⎦; = ⎦=⎣ ⎦
∂x ∂g2 ∂g2 ∂u ∂g2
0
∂θ2 ∂θ3 ∂P2
⎡ ∂f ⎤ ⎡ ⎤
∂f ∂θ2 2α1 ∂P
∂θ2
1
∂f ∂f
=⎣ ⎦=⎣ ⎦; = = 2α2 P2
∂x ∂f
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4 /
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8"
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%( + %&

# 0#
# ! +
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+
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q = ax − bx L/99M
2
!
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+
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0 q / '(

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Q = x A x − bT x L/9;M
2

,-
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min f (x), x ∈ IRn , f (x) : IRn → IR
x
L/9<M
/
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,#
+
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599
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xk+1 = xk − αk pk , k = 0, 1, 2, ... L/9=M

pk E %( 4 U
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/ "
pk
αk $%(

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*
pk = −∇f (xk ) L/9@M
αk = {α | f (x − αk p ) = min f (x − α p )}
k k
α
k k
L/:DM
/
L/9@M L/:DM
* L/9;M# W77X
pk = b − Axk L/:5M
(pk )T (Axk − b)
αk = L/:7M
(pk )T A pk
59:

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&/
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(pi )T A pj = 0 , i = j , ∀ i, j L/:9M
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xk+1 = xk − αk pk , k = 0, 1, 2, ..., L/::M
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!,
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455 & /

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√
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√
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U

59;

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r k+1 = r k + αk A pk
8 ||rk+1 ||22 ≤ , # (# /
8(# "%
β k = (r k+1 , r k+1 )/(r k , r k )
pk+1 = r k+1 + β k pk
\
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?
κ = cond (A) = λn /λ1 U
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x L/;5M
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59<

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#
.
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r̂ 0 x = b̂ − Âx̂0 L/;9M
= Sb − SAS S T −T 0
x L/;:M
= S(b − Ax) 0
L/;;M
= Sr 0 L/;<M

p̂0 x = sr 0 L/;>M
(r̂ 0 , r 0 ) = (Sr 0 )T (Sr 0 ) = (S T Sr 0 )r 0 L/;=M

r 0 T
= (S S) −1 0
r̂ = M r̂ 0
L/;@M
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+
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8 ||rk+1 ||22 ≤ , # ( /
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x0

r 0 = b − Ax0
% r̃ = r 0
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k = 1, 2, . . .

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s = r k−1 − αk v k

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ω k = (t, s)/(t, t)
xk = xk−1 + ak p̃ + ω k s̃
rk = s − ωk t
8 ||r ||2 ≤ # ( /
k 2
8(#

ρk = (r̃, r k )
β k = (ρk /ρk−1 )/(αk /ω k )
pk+1 = r k + β k (pk − ω k v k )
\
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%( B(.1 LB1M
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min
x
f (x) L35M
s. a g(x) = 0 L37M
h(x) ≤ 0 L39M

x ∈ IRn ! !,! (U
f : IRn → IR " %( !U
g : IRn → IRp ( %&
U
h : IRn → IRq ( %&

/ %&

X
IRn G,!
*
X = {x | g(x) = 0, h(x) ≤ 0} L3:M
#
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min f (x) = x21 + x22 + 2x2
x
s. a h1 (x) = x21 + x22 − 1 ≤ 0
h2 (x) = x1 + x2 − 0, 5 ≥ 0
h3 (x) = x1 ≥ 0
h2 (x) = x2 ≥ 0
x = [x1 x2]T
59@
5:D

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2,- &&
8 " %& L35M L39M "
# 1 +

min f (x) = cT x
x
L3;M
s. a Ax = b L3<M
x≥0 L3>M
c ! & ) !,! ( A $
* %&

2,- 9 . 9
B # " %( ! + , + %& (

K
min f (x) = cT x + xT Q x
x
L3=M
s. a Ax = b L3@M
x≥0 L35DM
Q $ * !
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B
!,!# 0!
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5:5
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6 + "
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4
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Y ;&" f (x) : & &%& ; . S ⊂ IRn & &
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1 f (x) : & 4'. δ x∗ ∈ IRn " f (x)
& (

x∗ * & 0 ≤ ≤ δ
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0 ≤ |x − x∗ | ≤ , f (x) ≥ f (x∗ )
5:7

# 0= .
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min f (x)
x
L355M
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%(

∇f (x∗ ) = 0 L357M
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#
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min f (x) = x21 + x22 + 2x2
x
"
%
∂f (x) "
2x1 x∗1 = 0
∇f (x) = ∂x1 = =0 ⇒
∂f (x) 2x2 + 2 x∗2 = −1
∂x2
) /& 8& +

&" +%

" &:
⎡ ⎤
∂ 2 f (x) ∂ 2 f (x)
2 ∂x21 2 0
∇ f (x) = ⎣ ⎦=
∂x1 ∂x2
∂ 2 f (x) ∂ 2 f (x) 0 2
∂x2 ∂x1 ∂x22
'
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[0 − 1]T
&" +%

# 0= . *"

8 B1 *
min
x
f (x) L35:M
s. a g(x) = 0 L35;M

4 J $ ' f : IRn → IR + *
⎡ ∂ 2 f (x) ∂ 2 f (x)
⎤
∂x2
···
⎢
∂x1 ∂xn
⎥

1
H(x) = ∇2 f (x) = ⎣ ⎦
2 2
∂ f (x) ∂ f (x)
∂xn ∂x1
··· ∂x2n

- 4 +
# * xTA x > 0 ∀ x
= 0;
#
#; ")
#

5:9
8 " %( L(x, λ)# !&" R// & R// #
*
L(x, λ) = f (x) + λT g(x) L35<M

p
= f (x) + λi gi (x) L35>M
i=1
λ = [λ1 λ2 ...λp ]T ! &

+
R//
W5:X + %( , + x∗

%( L35:M L35;M +
∇L(x∗ , λ) = 0 L35=M
#
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p
∂L(x∗ , λ∗ )
= + λj = 0, i = 1, ..., n L35@M
∂xi ∂xi j=1
xi
∂L(x∗ , λ∗ )
= gi (x∗ ) = 0, i = 1, ..., p L37DM
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+ %& * L35@M L37DM n + p + %&

4 !,! # #
!

x∗ λ∗
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p
∗
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j=1
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/ + %( 375 + #
%(# " %( !
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%&
'
3:
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#
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min f (x) = x21 + x22 + 2x2
x
s. a g1 (x) = x1 + x2 − 0, 5 = 0
R//
L(x, λ) = x21 + x22 + 2x2 + λ(x1 + x2 − 0, 5)
5::

"
%
∂L
= 2x1 + λ = 0
∂x1
∂L
= 2x2 + 2 + λ = 0
∂x2
∂L
= x1 + x2 − 0, 5 = 0
∂λ
%
&" +%
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f (x) = 0, 125
++ / +%

4 * +
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min
x
f (x) L379M
s. a g(x) = 0 L37:M
h(x) ≤ 0 L37;M

$

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%( 4 4 ;
/
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x
f (x) L37<M
s. a gi (x) = 0, i = 1, ..., p L37>M
hi (x) + vi2 = 0, i = 1, ..., q L37=M
B # 1

p
q
L(x, λ, μ, v) = f (x) + λi gi (x) + μi [hi (x) + vi2 ] L37@M
i=1 i=1

5:;
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%( ,* '
3:
v = [v1 v2 ...vq ]T

/ %( ,

∂f (x∗ ) ∂gj (x∗ )
p
∂L
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∂xi

q
∂hj (x∗ )
+ μj = 0, i = 1, ..., n L39DM
j=1
∂xi
∂L
= gi (x∗ ) = 0, i = 1, ..., p L395M
∂λi
∂L
= hi (x∗ ) + vi2 = 0, i = 1, ..., q L397M
∂μi
∂L
= 2vi μi = 0, i = 1, ..., q L399M
∂vi
B x∗ #
%&
( 4 Lhi (x∗ ) = 0M
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vi = 0, μi > 0, i = 1, ..., l
(.!
vi = 0, μi = 0, i = l + 1, ..., q

4 ' μi > 0
'( # + /062
5:<

l < q
B # %&

∂f (x∗ ) ∂gj (x∗ )
p
∂L
= + λj +
∂xi ∂xi j=1
∂xi

l
∂hj (x∗ )
+ μj = 0, i = 1, ..., n L39:M
j=1
∂xi
∂L
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∂λi
∂L
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∂L
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∂μi
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! (.! .

hi (x∗ ) ≤ 0, i = 1, ..., q L39=M
μi ≥ 0, i = 1, ..., q L39@M

q
μi hi (x∗ ) = 0 L3:DM
i=1
.
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p
q
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i=1 i=1
g(x∗ ) = 0 L3:7M
∗
h(x ) ≤ 0 L3:9M
μ≥0 L3::M
T ∗
μ h(x ) = 0 L3:;M
#
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min f (x) = x21 + x22 + 2x2
x
s. a h1 (x) = x1 + x2 − 0, 5 ≥ 0
h2 (x) = x1 ≥ 0
h3 (x) = x2 ≥ 0
8&

+%
* +
6 * +
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/ +%
% 8& 9 h1 h3
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&" 8& " h2 4 ) +

5:>
%
R// 4 9

R//
L(x, μ1 , μ3 ) = x21 + x22 + 2x2 + μ1 (−x1 − x2 + 0, 5) + μ3 (−x2 )
%
∂L
= 2x1 − μ1 = 0
∂x1
∂L
= 2x2 + 2 − μ1 − μ3 = 0
∂x2
∂L
= x1 + x2 − 0, 5 = 0
∂μ1
∂L
= x2 = 0
∂μ3

&" +%
x = [0, 5 0]T μ1 = 1 μ3 = 2
++ / +%

4 * +
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& !/& 6 = = 5 :/& + % 4 8&
,
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8& 90o −∇f x∗ :/&
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+ 4
8& −∇f x∗

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−∇f x∗ = μ1 ∇h1 x∗ + μ3 ∇h3 x∗

μ1 , μ3 ≥ 0
( ./

7
4
/
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!.
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0
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%(
$%(

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>

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xk ∈ IRn " #

min f (xk + λdk )

λ
L3:>M
B 3;
$%(

*.

#
3) ;&"
f (x) = x21 + 4x22 − 4x1

5:@
3:E '

%( B1
' + + x0 " d0 : /&

0 2 0 1
x = d =
1 −3
+
/ " + +

0 0 2 1 2+λ
(x + λd ) = +λ =
1 −3 1 − 3λ
1&%& ;&"

f (x0 + λd0 ) = (2 + λ)2 + 4(1 − 3λ)2 − 4(2 + λ)
= 37λ2 − 24λ
( , +

df (x0 + λd0 )
= 74λ − 24 = 0
dλ
% λ = 0, 32

2 1 2, 32
x1 = + 0, 32 =
1 −3 0, 04
5;D

3;E %( ,*

$%( .

3<E %( !

: ,- 8+

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[a b]
2ρ !
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! !,!
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ρ# %(

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[a b] +
f (λi+1 ) ≥ f (λi ) L3:=M
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3<

%(
3:5

5;5
% i = 0, λ0 = 0

f (λi )
%\+ f (λi+1 ) < f (λi)

λi+1 = λi + ρ

f (λi+1 )
\"%\+
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b = λi+1
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aWD#DXW59 #< X
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0
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8%( d

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3:5
8
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1
f (λ) f (λ0 ) + f (λ0 )(λ − λ0 ) + f (λ0 )(λ − λ0 )2 L3:@M
2
0 3:@ "$.E
d f (λ)
= f (λ0 ) + f (λ0 )(λ − λ0 ) = 0 L3;DM
dλ

f (λ0 )
λ∗ = λ0 − L3;5M
f (λ0 )
5;7

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νi = ai + 0, 6180 li
8 f (ωi) < f (νi )
% ai+1 = ai , bi+1 = νi
8(#
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2

5;9

x0
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∇f (xi )
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λi
+
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B " %& + ,# . L! '
3>M +
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%&
%(
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di = −[∇2 f (xi )]−1 ∇f (xi ) L3;>M
λi
= 1 L3;=M
! , + '

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&
%(# !
$
λi = min f (xi − λ di )
λ
L3;@M
5;:

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f (x) = x21 + 25x22
+ & + x0 = [ 2 2 ]T / ' 7

&

x0 " +

2x1 2 2 0
∇f (x) = ; ∇ f (x) =
50x2 0 50
+

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1 2 0, 5 0 4 2 2 0
x = − = − =
2 0 0, 02 100 2 2 0
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& +
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4
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F(x) = f (x) + ωp(x) L3<DM

⎧
⎪
⎨ 0 se x ∈ [a, b]
p(x) = (x − a)2 se x < a
⎪
⎩ (x − b)2 se x > b
ω %(
B

np
F(x) = f (x) + ωi pi (x) L3<5M
i=1
pi (x) = min [ 0 , hi (pi (x)) ]2 L3<7M

8 3 &2
'
355 LM
F(x) = f (x) − μ[ln(x − a) + ln(−x + b)] L3<9M
μ O
5;<

' !"

/ %( 1 L1M $%(
$

%(

%( # $%( #
B ( $ %& ,
) ".

%(
%(
1
%&
S
1
- ,

1 ! !

!,! ( + ' $ L $ M !

" %(
# %& + %&
+ %&
!,!

M aximizar z = c1 x1 + c2 x2 + · · · + cn xn
sujeito a a11 x1 + a12 x2 + · · · + a1n xn ≤ b1
a21 x1 + a22 x2 + · · · + a2n xn ≤ b2 L5M
·································
am1 x1 + am2 x2 + · · · + amn xn ≤ bm
xi ≥ 0, i = 1, ..., n

%&
%(# " %( ! z
! + x1 # x2 ## xn n .
# % , c1 # c2 ## cn # ! / %&

+ "%( # ,' #
+ b1 # b2 ##bm m + # n .
# + aij m / %& (.
! *! -!

1
"

M ax cT x
5;>
5;=

s.a Ax ≤ b L7M
x≥0

c = [c1 , c2 , ..., cn ]T U
x = [x1 , x2 , ..., xn ]T U
b = [b1 , b2 , ..., bn ]T U
AE $ Lm × nM
aij
#
4 * +
& + " / :
+%
)R & " ++
&"
+%
& 4 4 %*
M ax z = 2x1 + x2
s.a x1 − x2 ≤ 1
3x1 + x2 ≤ 7
x1 ≥ 0
x2 ≥ 0
!/& + & + " / : +%

5 + " /" +
(/ 4 +
6 + & + ;' 9 ,
G,!
8&

&" +%

;&" % 4 + +
+
. + ; 4

z @&4 (4
A
+ % 4" !/& ;

&, 8&
&"
B +%
+ & 4 4
8&
;&" %,
4 / & 4
* + 5 + ;&" % 4
& 4
z = 7 X&
8& &
;&" % 4 B
+
+ &

&" + ; &
4 4
+ & + * @4 A & 4 4
8&

+ ,
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+ & +
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+
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A ++
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)R

' &
+ * @4 +
+A /
&
/
&"
+%
)R
5
#,/-

1

(# +

5;@
5E %( ,*

1
M in cT x
s.a Ax = b L9M
x≥0
K
+
1
" ( !

( !,! * L!,! "
M
, +
+
m < n# # + %& .
# *
%&
1

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" %( !

!
0 / " (#
0!
$
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/U
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5<D

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,MU
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&" J 4
6 @4%AE
%( , !,.
! ( ( !
*%& ( "
!
$ +
+ %& L:M
! \# ! %&

+ %&# +
E

x1 + a1,m+1 xm+1 + a1,m+2 xm+2 + · · · + a1n xn = b1

x2 + a2,m+1 xm+1 + a2,m+2 xm+2 + · · · + a2n xn = b2

xm + am,m+1 xm+1 + am,m+2 xm+2 + · · · + amn xn = bm
L:M
! \ &
%( + %(
) " %( !

x1 + a1,m+1 xm+1 + a1,m+2 xm+2 + · · · + a1n xn = b1

x2 +a2,m+1 xm+1 + a2,m+2 xm+2 + · · · + a2n xn = b2

xm + am,m+1 xm+1 + am,m+2 xm+2 + · · · + amn xn = bm

−z + cm+1 xm+1 + cm+2 xm+2 + · · · + cn xn = bz
L;M
' !,!
(
%& !,! ,
* # 0!

%(

1 . !
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%& # 4
%& !,! ,
!
!,!

& .
,
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+
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E
L<M

cj ≥ 0, j = m + 1, ..., n
/

$ !
!

%(
1 +

# +
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#
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+
,
; +" 4 &" & 4 4 ;
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&
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K '( +
n!/(n − m)!m! F '(
##
xi < 0
+ .
"# $ .
#

5<5
x4A &
+
" ;&" % 4 + , @'"A
; +%
+
M in −z = −2x1 − x2 + 0x3 + 0x4
s.a x1 − x2 + x3 =1
3x1 + x2 + x4 = 7
xi ≥ 0, i = 1, ..., 4
Y ; \ & B%4 +%

+
x3 x1 − x2 = 1
x4 3x1 + x2 = 7
z −2x1 − x2 = 0

&" % 4 4
; \ x1 = x2 = 0
x3 = 1 x4 = 7 z = 0
&" "
&" B + *
: cj < 0 5 !/&
&" + 4

5 %& +

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% @x3 & x4A 4 + & 4 4
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. +
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+
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. x1

4 4

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&
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& % &
' 4 + 9 ,
8&9 ;

,
& ;
\ &
8& . : & & 8&9
&
+ " . ! +&'
:9 4 4 % /&C

x3 = b3 − a31 x1 = 1 − x1

x4 = b4 − a41 x1 = 7 − 3x1
4
8& x1 + & 8& x3 & x4 /4
x1 = 1 ) '" 4 4

. + * % x3
; /
4 ,
. + * % 4 4
% &

" br /a rs ( + ais > 0 r + 4 4
* % s 4 4

8& % 1 &
a is < 0 xs + & : & +
", /4 + 4 4
% 0 & 8
%(

4
'
# ' ars xs
* xs ,' * ##
,'( &
+ #+
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5<7

6
) &

/& a is = 0
+ & %

&" . & 8
%(
& ? +& ; 8Z +%

4 ; \ & +B 4 + /&
+
x3 +4x1 + x4 = 8
x2 +3x1 + x4 = 7
z + x1 + x4 = 7
cj > 0 ; \ + M
&" B
4 4 & 4
x1 = x4 = 0 x2 = 7, x3 = 8 z = 7
5 !/&
&" + 4
./ 0

/
%(
1 $ %( .
#
'
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' " $ ?3 $ +
*
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1 " $
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8
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. " S !,!

#
5 8
cj ≤ 0 L bj > 0M# ( 0!
! !

z
7 8 cj ≤ 0# !,!
Lxs M L M
!

cs = min(cj < 0)
j
9 / !,!
+ ', !
!. +
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%&

x1 = b1 − a1s xs

+ , ) F+
D . , # +

G H
0IM6
> # 8 :#. +
)# #
:

" &
+ $ N
"
, ' :

+ 3 N

5<9

x2 = b2 − a2s xs

xm = bm − ams xs

z = bz − cs xs
: / !
Lxs M# !
z #
%(

%& (.! !.
,! B a is ≤ 0# i = 1, ..., m# xs (
+ + # +
&"

; 8
a is > 0# !,!
' Lxr M

b bi
x∗s = r = min
a rs a is >0 a is

x∗s !
! !,!
,
< / ! " S # xr 0 xs .
!,! ,#
$. %( !.
ars xs

B 7 T ' 8

'
. ./ 0

8 !,!
! !,! ,.
LxB M (., LxD M $ A # ! #

A = [B D] L>M
B $ Lm × mM#
) !,!
,# D $ L(n − m) × mM
)
!,! ( , (#
1 " (
T T
M ax z = cB xB + cD xD
s.a BxB + DxD = b L=M
xB ≥ 0, xD ≥ 0
/
%( ,# +
!,!
# )
$ B x = [xTb 0T ]T xB = B −1 b
#
xB = B −1 b − B −1 DxD L@M
5<:

!"

-
?
# s $
cs = min cj
j = m + 1, ..., n
?
cs < 0
*
- %#
%&' (
%
?
ais ≤ 0 %
- %#
i = 1, ..., m %)
*
?

-/
0
bi
ais ∀ ais > 0
?
&'( r $
br bi
ars = min ais
ais > 0
?
&'( " ) *
"+
,-.
," arsxrs
7E
' 8
'

5<;
+
# 0 L3=M $
z = cTB (B −1 b − B −1 DxD ) + cTD xD
= cTB B −1 b + (cTD − cTB B −1 D)xD L5DM
/ ! r = cTD −cTB B −1 D ( &
4
π = cTB B −1 ( &
+
1+
*
"
$%
&

A b B D b
cT 0
=
cTB cTD 0
L55M
+
( , " S (
%&
8
' " S

! %&
! + $ 3 "
$ "
# " *

I B −1 D B −1 b
T =
0 cD − cB B D cB B −1 b
T T −1 T L57M
' !,!

!
!,! L, (.,M %& !
$ !
+

L:M
#
!
&" +%
)R + * +

+&' ;
/& + ; \
+
x3 x4 x1 x3 b
⎡ ⎤
1 0 1 −1 1
⎢ ⎥
⎣ 0 1 3 1 7 ⎦
0 0 −2 −1 0
+B 4 4 % @x3 + x2 A 4 %
& +
x3 x2 x1 x4 b
⎡ ⎤
1 −1 1 0 1
⎢ ⎥
⎣ 0 1 3 1 7 ⎦
0 −1 −2 0 0
)
4 %
& & ; \ ; &
+ 9 @ HA 8& +&' ; \ 4
%
& + 9 "

4 1
cTD − cTB B −1 D = −2 0 − 0 1 = 1 1
3 1
5<<

1 1 1
−1
B b= = 8 7
0 1 7

−1 1 1 1 0 4 1
B D= =
0 1 3 1 3 1

cTB B −1 b = 0 1 8 7 =7
+&' %
& /&
x3 x2 x1 x4 b
⎡ ⎤
1 0 4 1 8
⎢ ⎥
⎣ 0 1 3 1 7 ⎦
0 0 1 1 7
/ "
%(

%(

1
8
'# 0!

!

%(
1# 8
' .
! +

# :+
5 !
λ = cB B −1 ! $ r =
CD − λD U
7 8 r ≥ 0# / E
%(
- 8(# ri !
r# (

i D

uU
9 v = B −1uU
:

%& B −1b B −1 u# .
! B −1 u 8 ( ' !#
0 −∞U
%( k#
(
k B U
; /
$ $ B L B −1M
%( x = B −1 b
5
"
%& 8
' ! .
"
%( 5# 9 ; .
B , " . %& !
$ LB M %&
$
• ,

! '
0 B −1 U
• %( B −1 " ! " U
• %( LU B # # B = LU

5<>
6
/
1 '
1
)%
&

#

)%,
)

0E
!
!
L ' $%( × $%(MU
&

(
Lm !,! n
%&MU + %& ( ! L≤ ≥MU
* " %( !
(
U '
( ! !,!

'
#

+
L5M
M inimizar w = b1 π1 + b2 π2 + · · · + bm πm
sujeito a a11 π1 + a21 π2 + · · · + am1 πm ≥ c1
a12 π1 + a22 π2 + · · · + am2 πm ≥ c2 L59M
·································
a1n π1 + a2n π2 + · · · + amn πm ≥ cn
πi ≥ 0, i = 1, ..., m

W5@XE
• 8

%( - #
( L

M
%(

# # ,' z
0
w
# ( ,
%( - #

E !,! ( !$

!$

• / !,!

Lπ1 , π2 , ..., πm M
.

'

LcTB B −1 M $(#
0
LπM "
$
#
% +%
&
+ +%
)R + ,
* +
+
M in w = π1 + 7π2
s.a π1 + 3π2 ≥ 2
−π1 + π2 ≥ 1
π1 ≥ 0
π2 ≥ 0

&" +%
π1 = 0, π2 = 1 e w = 7 +
% 4 4
;&" % 4 +%
+
5<=

' #* -
/ ,

!
" %( ! z #

%(
1# ! + ' !%& +
! LcM %&

LbM / ' !%& + +
%( -

$ ' !,!
!

" %( ! )
%( -
z ∗ = cTB [B ∗ ]−1 b = π L5:M
!%( Δb $
%( π∗ Δb z

8
'#
%(

# π∗ ( *
.
!%( !
" %( !
!%&
b# #
∂z
π= = cTB B −1 L5;M
∂b

8
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+
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