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▲✐♥❡❛r ❉✐s❝r✐♠✐♥❛♥t ❋✉♥❝t✐♦♥✿ t❤❡ ❧✐♥❡❛r ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥✿ g(x) = wtx + ω0 x ✐s t❤❡ ♣♦✐♥t✱ w ✐s t❤❡ ✇❡✐❣❤t ✈❡❝t♦r✱ ❛♥❞ ω0 ✐s t❤❡ ❜✐❛s ✭t ✐s t❤❡ tr❛♥s♣♦s❡✮✳ ❚✇♦ ❈❛t❡❣♦r② ❈❛s❡✿ ■♥ t❤❡ t✇♦ ❝❛t❡❣♦r② ❝❛s❡✱ ✇❡ ❤❛✈❡ t✇♦ ❝❧❛ss✐✜❡rs ✭s❛❧♠♦♥ ❛♥❞ s❡❛ ❜❛ss✮✳ ❲❡ ❞❡❝✐❞❡ ✇❤❡t❤❡r ✐t ❜❡❧♦♥❣s t♦ ❡❛❝❤ ❝❧❛ss✐✜❡r ❜② t❛❦✐♥❣ t❤❡ ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥✱ ❛♥❞ ❛ss✐❣♥✐♥❣ ♣♦✐♥ts t♦ ω1 ♦r ω2✱ ❜❛s❡❞ ✉♣♦♥ ✇❤❡t❤❡r g(x) > 0 ♦r g(x) < 0✳ ❲❤❛t t❤✐s ❛❝t✉❛❧❧② ❜♦✐❧s ❞♦✇♥ t♦ ✐s ✇❤❡t❤❡r wtx ✐s ❣r❡❛t❡r ♦r ❧❡ss t❤❛♥ ω0✱ ♦r ✇❤❡t❤❡r t❤❡ ✈❛❧✉❡ ♦❢ t❤❡ ♣♦✐♥t ♠✉❧t✐♣❧✐❡❞ ❜② t❤❡ tr❛♥s♣♦s❡ ♦❢ t❤❡ ✇❡✐❣❤t ✈❡❝t❡r ✐s ❣r❡❛t❡r ♦r ❧❡ss t❤❛♥ t❤❡ ❜✐❛s✳ ❚❤❡ ❛r❡❛ ✇❤❡r❡ g(x) = 0 ✐s t❤❡ ❞❡❝✐s✐♦♥ s✉r❢❛❝❡✱ ❝r❡❛t✐♥❣ t✇♦ r❡❣✐♦♥s ✭R1 ❛♥❞ R2✮✳ ■❢ ❛ ♣♦✐♥t t❤❛t ✐s ❧♦❝❛t❡❞ ♦♥ t❤❡ ❞❡❝✐s✐♦♥ s✉r❢❛❝❡ H✭✇❤❡r❡ wtx = ω0✮✱ t❤❡ ♣♦✐♥t ✐s tr❡❛t❡❞ ❛s ❛♠❜✐❣✉♦✉s✱ ❛♥❞ ♥♦t ♥❡❝❛ss❛r✐❧② ❜❡❧♦♥❣✐♥❣ t♦ ❡✐t❤❡r s❡t✳ ■❢ t✇♦ ♣♦✐♥ts ❛r❡ ♦♥ t❤❡ ❞❡❝✐s✐♦♥ s✉r❢❛❝❡ t❤❡♥ t❤❡② ❜♦t❤ ❤❛✈❡ ❛♥ ❡q✉❛❧ ♦✉t♣✉t ✭wtx1 + ω0 = wtx0 + ω0 ♦r✱ wt(x1 − x2) = 0✮✳ g(x) ❛❧s♦ ❛❝ts ❛s ❛ ♠❡❛s✉r❡ ♦❢ t❤❡ ❞✐st❛♥❝❡ ❢r♦♠ t❤❡ ❞❡❝✐s✐♦♥ s✉r❢❛❝❡✳ ❳ ❝❛♥ ❜❡ ❡①♣r❡ss❡❞ ❛s t❤❡ ❢♦❧❧♦✇✐♥❣ ❢✉♥❝t✐♦♥✿ x = xp + r(w/||w||) ❲❤❡r❡ xp ✐s t❤❡ ♣r♦❥❡❝t✐♦♥ ♦❢ ① ♦♥t♦ t❤❡ ❤②♣❡r♣❧❛♥❡ H✱ ❛♥❞ r ✐s t❤❡ ❞✐st❛♥❝❡ ❞❡s✐r❡❞ ✭♣♦s✐t✐✈❡ ❢♦r ♠❡♠❜❡rs❤✐♣ ✐♥ R1✱ ♥❡❣❛t✐✈❡ ❢♦r ♠❡♠❜❡rs❤✐♣ ✐♥ R2✮✳ ❇❡❝❛✉s❡ xp ✐s ♣r♦❥❡❝t❡❞ ♦♥ H✱ g(xp) = 0✳ ❆s ❛ r❡s✉❧t✱ g(x) = r||w||✱ ✐♥ ♦t❤❡r ✇♦r❞s✿ r = g(x)/||w|| ❆ ✈❡❝t♦r ❢r♦♠ t❤❡ ♦r✐❣✐♥ t♦ H✱ V ❝♦✉❧❞ ❜❡ ❡①♣r❡ss❡❞ ✉s✐♥❣✿ V = ω0/||w|| ❆s ②♦✉ ❝❛♥ s❡❡✱ w s❡ts t❤❡ ❞✐r❡❝t✐♦♥ ♦❢ H ✇✐t❤ r❡s♣❡❝t t♦ t❤❡ ♦r✐❣✐♥✱ ❛♥❞ ω0 s❡ts t❤❡ ❞✐st❛♥❝❡ ♦❢ H ❢r♦♠ t❤❡ ♦r✐❣✐♥✳ ▼✉❧t✐❝❛t❡❣♦r② ❈❛s❡✿ ♦♥❡ ✐❞❡❛ ✐s t♦ s♣❧✐t ❡❛❝❤ r❡❣✐♦♥ Ri ✐♥t♦ ♠❡♠❜❡rs❤✐♣ ✐♥ ❛ s❡t✳ ❋♦r ❡①❛♠♣❧❡✱ Ri ✐s s♣❧✐t ✐t ✐♥t♦ s❛❧♠♦♥✱ tr♦✉t✱ ❛♥❞ s❡❛ ❜❛ss✱ ✇✐t❤ r❡❣✐♦♥s ❢♦r ♥♦t tr♦✉t✱ tr♦✉t✱ s❛❧♠♦♥✱ ♥♦t s❛❧♠♦♥✱ s❡❛ ❜❛ss✱ ❛♥❞ ♥♦t s❡❛❜❛ss✱ ❛❧♦♥❣ ✇✐t❤ ❛♥ ❛♠❜✐❣♦✉s r❡❣✐♦♥✳ ❛ ❝❧❛ss✐✜❡r Hi s❡♣❛r❛t✐♥❣ Ri ✐♥t♦ ωi ❛♥❞ !ωi ❆♥♦t❤❡r ❛♣♣r♦❛❝❤ ✐s t♦ ❤❛✈❡ s♣❧✐t t❤❡♠ ❜② ♣❛✐rs✱ s♦ t❤❛t ✇❤❡♥ tr♦✉t ❜♦r❞❡rs s❛❧♠♦♥✱ ✇❡ s♣❧✐t t❤❡ r❡❣✐♦♥ ✐♥t♦ tr♦✉t ❛♥❞ s❡❛ ❜❛ss✱ ❜✉t st✐❧❧ ❤❛✈❡ t❤❡ ❛♠❜✐❣✉♦✉s r❡❣✐♦♥ ✇❤❡r❡ ❛❧❧ ♦❢ t❤❡ ❜♦✉♥❞❛r✐❡s ♠❡❡t✳ ■♥ t❤✐s ❛♣♣r♦❛❝❤✱ ✇❡ ✇✐❧❧ ❤❛✈❡ c(c − 1)/2 ❝❧❛ss✐✜❡rs✱ ♦♥❡ ❢♦r ❡❛❝❤ ♣❛✐r ♦❢ s✉❜s♣❛❝❡s s♦ ✇❡ ❣❡t Hij =t❤❡ ❧✐♥❡❛r ❞✐s❝r✐♠✐♥❛♥t ❜❡t✇❡❡♥ ωi❛♥❞ ωj ✶

❤♦✇❡✈❡r ❜♦t❤ ❛♣♣r♦❛❝❤❡s ❞♦ ❧❡❛✈❡ ❛♠❜✐❣✉♦✉s r❡❣✐♦♥s✱ s♦ ✇❡ ✉s❡ t❤❡ ❧✐♥❡❛r ♠❛❝❤✐♥❡✿ ✐♥ t❤✐s ❝❛s❡ ✇❡ ✉s❡ ❛ ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥ ❢♦r ❡❛❝❤ ❝❧❛ss✐✜❡r✱ ❡❛❝❤ ✐♥❞❡♣❡♥❞❡♥t ♦❢ t❤❡ ♦t❤❡r✱ ❛♥❞ ❡❛❝❤ ✇✐t❤ ✐ts ♦✇♥ r❡❣✐♦♥✳ ❚❤✐s ✐s ❞✐✛❡r❡♥t ❢r♦♠ t❤❡ ✜rst ❛♣♣r♦❛❝❤ ❜❡❝❛✉s❡ ♥♦✇✱ ❡✈❡r② ♣♦✐♥t ✐♥ t❤❡ r❡❣✐♦♥ ✐s ❣✐✈❡♥ ♠❡♠❜❡rs❤✐♣ ✇✐t❤✐♥ ❛ s❡t✱ t❤❡r❡ ❛r❡ ♥♦ ♠♦r❡ r❡❣✐♦♥s ♦❢ t❤❡ ❢♦r♠ !ωi✱ ✇❤✐❝❤ r❡♠♦✈❡s t❤❛t ❧❛r❣❡ ❛♠❜✐❣✉♦✉s r❡❣✐♦♥✱ ❜✉t st✐❧❧ ❧❡❛✈❡s ❛♠❜✐❣✉✐t② ✇❤❡♥ ♣♦✐♥ts ❛r❡ ❧♦❝❛t❡❞ ❞✐r❡❝t❧② ♦♥ t❤❡ ❞❡❝✐s✐♦♥ ❜♦✉♥❞❛r✐❡s✳ ■t ✐s ❞✐✛❡r❡♥t ❢r♦♠ t❤❡ s❡❝♦♥❞ ❛♣♣r♦❛❝❤ ❜❡❝❛✉s❡ ✐♥st❡❛❞ ♦❢ ❤❛✈✐♥❣ c(c − 1)/2 ❞✐s❝r✐♠✐♥❛♥ts✱ ✇❡ ♥♦✇ ❤❛✈❡ c ❞✐s❝r✐♠✐♥❛♥ts✱ ❡❛❝❤ ♦❢ ✇❤✐❝❤ ❝❛♥ ♣♦ss✐❜❧② ❜❡ ♠♦r❡ ❝♦♠♣❧❡①✳ ■♥ t❤✐s ✈❡rs✐♦♥ ❛ ♣♦✐♥t ✐s ❡✈❛❧✉❛t❡❞ ❢♦r ❡❛❝❤ ❝❧❛ss✐✜❡r ♦♥❡ ❜② ♦♥❡✳ gi(x) = wt

ix + ωi0 i = 1, ...., c✱ ωi = x ✐❢ gi(x) > gj(x)❢♦r ❛❧❧ j = i t❤❡ ❞✐s❝r✐♠✐♥❛♥t Hij

s❤♦✇s ✉♣ ❜❡t✇❡❡♥ t✇♦ s✉❜s♣❛❝❡s ✇❤❡♥ gi(x) = gj(x) s♦ 0 = gi(x) − gj(x)❀ ✉s✐♥❣ t❤❡ ❢♦r♠✉❧❛ ❢♦r t❤❡ s♣❛❝❡ gi(x)✱ gi(x) = wt

ix + ωi0✱ ✇❡ ❣❡t 0 = (wi − wj)tx +

(ωi0 − ωj0)✱ Hij ✐s ♥♦r♠❛❧ t♦ wi − wj ❛♥❞ t❤❡ ❞✐st❛♥❝❡ ❛♥❞ ❞✐r❡❝t✐♦♥ ♦❢ ① ❢r♦♠ Hij✐s (gi(x) − gj(x))/||wi − wj|| s♦✿ Hij = ((wi − wj)tx + (ωi0 − ωj0))/||wi − wj|| ❜❡❝❛✉s❡ ♦❢ t❤❡ ♥♦r♠❛❧✐③❛t✐♦♥✱ ✐t ✐s t❤❡ ❞✐✛❡r❡♥❝❡ ❜❡t✇❡❡♥ ✇❡✐❣❤t ✈❡❝t♦rs✱ ❛♥❞ ♥♦t t❤❡ ♠❛❣♥✐t✉❞❡ ♦❢ ❛♥② ♦♥❡ ✈❡❝t♦r✱ t❤❛t ❜❡❝♦♠❡s ✐♠♣♦rt❛♥t ✐♥ ❞❡t❡r♠✐♥✐♥❣ t❤❡ ❧♦❝❛t✐♦♥ ♦❢ t❤❡ ❞✐s❝r✐♠✐♥❛♥t✳ ❚❤❡ ❞❡❝✐s✐♦♥ r❡❣✐♦♥s ❛r❡ ❝♦♥✈❡①✱ ❛s ✇❛s s❡❡♥ ✐♥ t❤❡ ✐♠❛❣❡s✱ ❛♥❞ t❤❛t ❧❡❛✈❡s ✐t ✇✐t❤ s♦♠❡ ❞❡✜♥✐t✐✈❡ r❡str✐❝t✐♦♥s✱ ❤♦✇❡✈❡r✳ ❚❤❡ ♠❛✐♥ r❡str✐❝t✐♦♥ ✐s t❤❛t ❞❡♥s✐t✐❡s ♥❡❡❞ t♦ ❤❛✈❡ ❛ s✐♥❣❧❡ ❛r❡❛ ✇✐t❤ ♠❛①✐♠✉♠ ❞❡♥s✐t② ✭✉♥✐♠♦❞❛❧✮✱ ✐♥st❡❛❞ ♦❢ ❤❛✈✐♥❣ ♠✉❧t✐♣❧❡ ♣♦✐♥ts ✇✐t❤ ❤✐❣❤ ❞❡♥s✐t② ✭♠✉❧t✐♠♦❞❛❧✮✳ ▲✐♥❡❛r ❉✐s❝r✐♠✐♥❛♥t ❋✉♥❝t✐♦♥ ❲❡ ❝❛♥ ❣❡♥❡r❛❧✐③❡ t❤❡ ❧✐♥❡❛r ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥ ❛s✿ g(①) = w0 + d

i=1 wixi

❲❤❡r❡ [wi] ✐s t❤❡ ✇❡✐❣❤t ✈❡❝t♦r✱ ❛♥❞ d ✐s t❤❡ ❞✐♠❡♥s✐♦♥❛❧✐t② ♦❢ ① ❛♥❞ ✇✳ ❚❤❡ s✉♠ ✐s ✇❤❛t ✇❡✬r❡ ✉s❡❞ t♦ s❡❡✐♥❣ ❛s ✇T ①✱ ❛♥❞ w0 ✐s t❤❡ ❜✐❛s t❡r♠✳ ❚❤❡ s✉r❢❛❝❡ ❞❡✜♥❡❞ ❜② g(①) = 0 ✐s ❛ ❤②♣❡r♣❧❛♥❡✳ ◗✉❛❞r❛t✐❝ ❉✐s❝r✐♠✐♥❛♥t ❋✉♥❝t✐♦♥ ❲❡ ❝❛♥ ❛❞❞ ❛ sq✉❛r❡❞ t❡r♠ t♦ ❣❡t t❤❡ q✉❛❞r❛t✐❝ ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥✿ g(①) = w0 + d

i=1 wixi + d i=1

d

j=1 wijxixj

◆♦t❡ t❤❛t ✇❡ ♥♦✇ ❤❛✈❡ ❛ ❲ ♠❛tr✐①✱ [wij]✱ ✐♥ t❤❡ t❤✐r❞ t❡r♠✳ ❇❡❝❛✉s❡ xixj = xjxi✱ ✇❡ ❧❡t wij = wji✱ s♦ ♦✉r ♠❛tr✐① ✐s s②♠♠❡tr✐❝✳ ❚❤❡ s✉r❢❛❝❡ ❞❡✜♥❡❞ ❜② g(①) = 0 ✐s ❤②♣❡rq✉❛❞r✐❝✳ ❙❡♣❛r❛t✐♥❣ ❙✉r❢❛❝❡ ▼♦r❡ ❛❜♦✉t t❤❡ s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡✿ ❙❝❛❧❡ t❤❡ ♠❛tr✐① t♦ ❣❡t ❛ ♥❡✇ ♠❛tr✐①✿ ¯ ❲ = ❲ ✇T❲✇−4w0 ■❢ ¯ ❲ = n■ ❢♦r n > 0✱ t❤❡♥ t❤❡ s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡ ✐s ❛ ❤②♣❡rs♣❤❡r❡✳ ■❢ ¯ ❲ ✐s ♣♦s✐t✐✈❡ ❞❡✜♥✐t❡✱ t❤❡♥ t❤❡ s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡ ✐s ❛ ❤②♣❡r❡❧❧✐♣s♦✐❞✳ ■❢ ¯ ❲ ❤❛s ❜♦t❤ ♣♦s✐t✐✈❡ ❛♥❞ ♥❡❣❛t✐✈❡ ❡✐❣❡♥✈❛❧✉❡s✱ t❤❡♥ t❤❡ s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡ ✐s ❛ ❤②♣❡r❤②♣❡r❜♦❧♦✐❞✳ ✷

P♦❧②♥♦♠✐❛❧ ❉✐s❝r✐♠✐♥❛♥t ❋✉♥❝t✐♦♥ ❲❡ ❝❛♥ ❝♦♥t✐♥✉❡ t♦ ❛❞❞ ♠♦r❡ t❡r♠s t♦ t❤❡ ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥ t♦ ❣❡t ❛ ♣♦❧②♥♦♠✐❛❧ ♦❢ t❤❡ nt❤ ❞❡❣r❡❡✳ ❋♦r ❡①❛♠♣❧❡✱ t❤❡ t❤✐r❞ t❡r♠ ✇♦✉❧❞ ❧♦♦❦ ❧✐❦❡✿ d

i=1

d

j=1

d

k=1 wijkxixjxk

❚❤✐s ❣❡ts ✉♥✇✐❡❧❞② ❢❛✐r❧② q✉✐❝❦❧②✱ s♦ ❧❡t✬s ❞❡✜♥❡ ❛ ✈❡❝t♦r ② t❤❛t ❝♦♥s✐sts ♦❢ ˆ d ❢✉♥❝t✐♦♥s ♦❢ ①✱ ❛♥ ❛ ❣❡♥❡r❛❧ ✇❡✐❣❤t ✈❡❝t♦r ❛✳ ❚❤❡♥ ✇❡ ❤❛✈❡✿ g(①) = ˆ

d i=1 aiyi(①)

g(①) = ❛T ② ❚r❛♥s❢♦r♠❛t✐♦♥ ❲❤❛t ❤❛♣♣❡♥❡❞❄ ❲❡ ♣❡r❢♦r♠❡❞ ❛ tr❛♥s❢♦r♠❛t✐♦♥ ❢r♦♠ t❤❡ d✲❞✐♠❡♥s✐♦♥❛❧ ①✲ s♣❛❝❡ t♦ ˆ d✲❞✐♠❡♥s✐♦♥❛❧ ②✲s♣❛❝❡✳ ❇② ♣✐❝❦✐♥❣ t❤❡ yi(①) ❢✉♥❝t✐♦♥s ✐♥t❡❧❧✐❣❡♥t❧②✱ ✇❡ ❝❛♥ t❤✉s tr❛♥s❢♦r♠ ❛♥② ❢❡❛t✉r❡ s♣❛❝❡ ✇✐t❤ ♣❛✐♥❢✉❧❧② ❝♦♠♣❧❡① s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡s ✐♥t♦ ❛ ②✲s♣❛❝❡ ✇❤❡r❡ t❤❡ s❡♣❛r❛t✐♥❣ s✉r❢❛❝❡ ✐s ❛ ❤②♣❡r♣❧❛♥❡ t❤❛t ♣❛ss❡s t❤r♦✉❣❤ t❤❡ ♦r✐❣✐♥✳ Pr♦❜❧❡♠s ❚❛❦❡ t❤❡ q✉❛❞r❛t✐❝ ❡①❛♠♣❧❡✳ ❲❡ ❤❛✈❡ d(d+1)

2

t❡r♠s ✐♥ ❲✱ d t❡r♠s ✐♥ ✇✱ ❛♥❞ ✶ t❡r♠ ✐♥ t❤❡ ❜✐❛s✱ w0✳ ❆❞❞✐♥❣ ❛❧❧ t❤❡s❡ t♦❣❡t❤❡r ❣✐✈❡s ✉s (d+1)(d+2)

2

t❡r♠s ✐♥ ˆ d✳ ■❢ ✇❡ ❣❡♥❡r❛❧✐③❡ t♦ t❤❡ kt❤ ♣♦✇❡r✱ ✇❡ ❤❛✈❡ O(dk) t❡r♠s✳ ❲♦rs❡✱ ❛❧❧ ♦❢ t❤❡ t❡r♠s ✐♥ ❛ ♥❡❡❞ t♦ ❜❡ ❧❡❛r♥❡❞ ❢r♦♠ tr❛✐♥✐♥❣ s❛♠♣❧❡s✳ ❚❤✐s ✐s s✐♠♣❧② t♦♦ ♠✉❝❤ t♦ ❞❡❛❧ ✇✐t❤✳ ▲✐♥❡❛r ❉✐s❝r✐♠✐♥❛♥t ❋✉♥❝t✐♦♥ ❚❤❛t✬s ♥♦t t♦ s❛② t❤✐s ❛♣♣r♦❛❝❤ ✐s ✉s❡❧❡ss✳ ❘❡❝❛❧❧ t❤❡ ♦r✐❣✐♥❛❧ ❧✐♥❡❛r ❞✐s❝r✐♠✲ ✐♥❛♥t ❢✉♥❝t✐♦♥✿ g(①) = w0 + d

i=1 wixi

▲❡t ② = [ 1 ① ] ❛♥❞ ❛ = [ w0 ✇ ]✳ ❲❡✬✈❡ ❞❡✜♥❡❞ ❛ ✈❡r② s✐♠♣❧❡ ♠❛♣♣✐♥❣ ❢r♦♠ d✲❞✐♠❡♥s✐♦♥❛❧ ①✲s♣❛❝❡ t♦ d + 1✲ ❞✐♠❡♥s✐♦♥❛❧ ②✲s♣❛❝❡✳ ❇✉t ♥♦✇ ♦✉r ❞❡❝✐s✐♦♥ ❤②♣❡r♣❧❛♥❡✱ ˆ H✱ ✇❤✐❝❤ ❝♦✉❧❞ ❜❡ ❛♥②✇❤❡r❡ ✐♥ t❤❡ ❢❡❛t✉r❡ s♣❛❝❡✱ ♣❛ss❡s t❤r♦✉❣❤ t❤❡ ♦r✐❣✐♥✳ ❆♥❞✱ ✐♥ ❧✐♥❡ ✇✐t❤ s❡❝t✐♦♥ ✺✳✷✱ t❤❡ ❞✐st❛♥❝❡ ❢r♦♠ ② t♦ ˆ H = |❛T ②|/||❛|| = g(①)/||❛||✳ ❙♦ ✇❡ ♥♦ ❧♦♥❣❡r ♥❡❡❞ t♦ ✜♥❞ ❜♦t❤ w0 ❛♥❞ ✇✱ ❜✉t r❛t❤❡r ❛ s✐♥❣❧❡ ✇❡✐❣❤t ✈❡❝t♦r ❛✳ ❚✇♦✲❈❛t❡❣♦r② ▲✐♥❡❛r ❙❡♣❛r❛❜❧❡ ❈❛s❡ ❙✉♣♣♦s❡ ✇❡ ❤❛✈❡ ♥ s❛♠♣❧❡s − → y1, − → y2, . . . , − → yn✱ ✇❤❡r❡ ❡❛❝❤ s❛♠♣❧❡ ✐s ❡✐t❤❡r ❧❛❜❡❧❡❞ ω1♦r ω2✳ ❖✉r ❣♦❛❧ ✐s t♦ ✉s❡ t❤❡s❡ s❛♠♣❧❡s t♦ ✜♥❞ ✇❡✐❣❤ts ✐♥ ❛ ❧✐♥❡❛r ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥✳ ▲❡t t❤❡ ✇❡✐❣❤ts ❜❡ r❡♣r❡s❡♥t❡❞ ❜② t❤❡ ✈❡❝t♦r − → a ✳ ▲❡t t❤❡ ❞✐s❝r✐♠✐♥❛♥t ❢✉♥❝t✐♦♥ ❜❡ g(− → x ) = − → at · − → y ✳ ■❞❡❛❧❧②✱ ✇❡ ✇❛♥t ❛ s✐♥❣❧❡ ✇❡✐❣❤t ✈❡❝t♦r t♦ ❝❧❛ss✐❢② ❝♦rr❡❝t❧② ❛❧❧ t❤❡ s❛♠♣❧❡s✳ ■❢ ✇❡ ❝❛♥ ♦❜t❛✐♥ t❤❡ ✐❞❡❛❧ ❛♥❞ ✜♥❞ ♦♥❡ s✉❝❤ ✈❡❝t♦r t❤❡♥ t❤❡ s❛♠♣❧❡s ❛r❡ ❧✐♥❡❛r❧② s❡♣❛r❛❜❧❡✳

• ✐✈❡♥ ❛ s❛♠♣❧❡ −

→ yi✱ ✇❡ ❦♥♦✇ ✐t ✐s ❝❧❛ss✐✜❡❞ ❝♦rr❡❝t❧② ✐❢ − → at · − → yi > 0 ❛♥❞ − → yi ✐s ❧❛❜❡❧❡❞ ω1 ♦r ✐❢ − → at · − → yi < 0 ❛♥❞ − → yi ✐s ❧❛❜❡❧❡❞ ω2 ✸

❚♦ ✏♥♦r♠❛❧✐③❡✑ s♦♠❡t❤✐♥❣✱ ✐s t♦ ♠❛❦❡ ❡✈❡r②t❤✐♥❣ ✏♥♦r♠❛❧✑✳ ❚❤❛t ✐s✱ ❡✈❡r②✲ t❤✐♥❣ ✐♥ q✉❡st✐♦♥ ✇✐❧❧ ❜❡ t❤❡ s❛♠❡ ♦r s✐♠✐❧❛r ✐♥ s♦♠❡ r❡❣❛r❞✳ ❍❡r❡ ✇❡ ✇✐❧❧ ♥♦r♠❛❧✐③❡ t❤❡ s❛♠♣❧❡s ❜② t❛❦✐♥❣ t❤❡ ♥❡❣❛t✐✈❡s ♦❢ t❤❡ ♦♥❡s t❤❛t ❤❛✈❡ ❛ ♥❡❣❛t✐✈❡ s✐❣♥✳ ❚❤✐s ♠❛❦❡s t❤❡ ❡①♣r❡ss✐♦♥ − → at · − → yi > 0 ❢♦r ❛❧❧ ✐✳ ❲❤② ❞♦ t❤✐s❄ ❍❛✈✐♥❣ ❞♦♥❡ t❤✐s ✇❡ ❝❛♥ ♥♦✇ ✐❣♥♦r❡ t❤❡ ❧❛❜❡❧s ❛♥❞ ❢♦❝✉s ♠♦r❡ ♦♥ ✜♥❞✐♥❣ − → a ✳ ◆♦♥❡ ♦❢ t❤❡ ❡ss❡♥t✐❛❧ ✐♥❢♦r♠❛t✐♦♥ ❤❛s ❜❡❡♥ ❧♦st ❜② t❤✐s tr❛♥s❢♦r♠❛t✐♦♥✳ ❚❤❡ s♣❛❝❡ ♣r✐♦r t♦ t❤❡ tr❛♥s❢♦r♠❛t✐♦♥ ✐s ❝❛❧❧❡❞ t❤❡ ❋❡❛t✉r❡ ❙♣❛❝❡ ❛♥❞ t❤❡ ♦♥❡ ❛❢t❡r ✐s ♥♦✇ ❝❛❧❧❡❞ t❤❡ ❲❡✐❣❤t ❙♣❛❝❡✳ ❙❡♣❛r❛t✐♥❣ ❱❡❝t♦r ❛✳❦✳❛✳ ❙♦❧✉t✐♦♥ ❱❡❝t♦r ■❢ t❤❡r❡ ❡①✐sts ❛ ✈❡❝t♦r − → a s✉❝❤ t❤❛t ❢♦r ❛❧❧ t❤❡ ♥♦r♠❛❧✐③❡❞ − → yi − → at · − → yi > 0 t❤❡♥ − → a ✐s t❤❡ s❡♣❛r❛t✐♥❣ ✈❡❝t♦r✳ ❚❤❡ ✈❡❝t♦r − → a ❝❛♥ ❜❡ ❧♦♦❦❡❞ ❛s ❛ s♣❡❝✐✜❡❞ ♣♦✐♥t ✐♥ ✇❡✐❣❤t s♣❛❝❡✳ ❆❧❧ − → yi ♣❧❛❝❡ ❝♦♥str❛✐♥ts ♦♥ ✇❤❡r❡ t❤❛t ♣♦✐♥t ♠❛② ❜❡✳ ❋♦r ❛❧❧ ✐✱ − → at · − → yi = 0 ❞❡✜♥❡s ❛ ❤②♣❡r♣❧❛♥❡ t❤r♦✉❣❤ t❤❡ ♦r✐❣✐♥ ♦❢ t❤❡ ❲❡✐❣❤t ❙♣❛❝❡✳ ❇② t❤❡ ❞❡✜♥✐t✐♦♥ ♦❢ ♥♦r♠❛❧ t❤❡♥✱ ❡❛❝❤ − → yi ✐s ♥♦r♠❛❧ t♦ ✐ts ❝♦rr❡s♣♦♥❞✐♥❣ ❤②♣❡r♣❧❛♥❡✳ ◆♦✇✱ ❢♦r ❛❧❧ − → yi ❛♥❞ ❡❛❝❤ ❝♦rr❡s♣♦♥❞✐♥❣ ❤②♣❡r♣❧❛♥❡✱ ✐❢ − → a ❡①✐sts t❤❡♥ ✐t ✐s ♦♥ t❤❡ ♣♦s✐t✐✈❡ s✐❞❡ ♦❢ ❡✈❡r② ❤②♣❡r♣❧❛♥❡✳ ❚❤✉s ✇❡ ❦♥♦✇✱ ✐❢ ❛ s♦❧✉t✐♦♥ ❡①✐sts✱ ✐t ♠✉st ❧✐❡ ✐♥ t❤❡ ✐♥t❡rs❡❝t✐♦♥ ♦❢ t❤❡ ♥✲❤❛❧❢ s♣❛❝❡s✳ ❚❤❡ r❡❣✐♦♥ ✐♥ ✇❤✐❝❤ ✐t ❝❛♥ ❡①✐st ✐s ❝❛❧❧❡❞ t❤❡ ❙♦❧✉t✐♦♥ ❘❡❣✐♦♥✳ ❙✐♠♣❧✐❢②✐♥❣ ✜♥❞✐♥❣ − → a ◆♦t❡✱ t❤❡ s♦❧✉t✐♦♥ ✈❡❝t♦r − → a ✐s ♥♦t ✉♥✐q✉❡✳ ❍❡r❡ ❛r❡ t✇♦ ✇❛②s t♦ ❝♦♥str❛✐♥ t❤❡ s♦❧✉t✐♦♥ s♣❛❝❡ s♦♠❡ ✇❤❡♥ ✜♥❞✐♥❣ t❤❡ s♦❧✉t✐♦♥ ✈❡❝t♦r − → a ✳ ✶✳ ❋✐♥❞ ❛ ✉♥✐t✲❧❡♥❣t❤ ✇❡✐❣❤t ✈❡❝t♦r t❤❛t ♠❛①✐♠✐③❡s t❤❡ ♠✐♥✐♠✉♠ ❞✐st❛♥❝❡ ❢r♦♠ t❤❡ s❛♠♣❧❡s t♦ t❤❡ s❡♣❛r❛t✐♥❣ ♣❧❛♥❡✳ ✷✳ ●✐✈❡♥ s♦♠❡ ♣♦s✐t✐✈❡ r❡❛❧ ♥✉♠❜❡r ❜✱ ✜♥❞ t❤❡ ♠✐♥✐♠✉♠ ❧❡♥❣t❤ ✇❡✐❣❤t ✈❡❝t♦r s❛t✐s❢②✐♥❣ − → at · − → x > b✳ ❜ ✐s ❝❛❧❧❡❞ t❤❡ ♠❛r❣✐♥✳ ❚❤✐s ♥❡✇ r❡❣✐♦♥ ✇✐❧❧ ❧✐❡ ❝♦♠♣❧❡t❧② ✐♥s✐❞❡ t❤❡ ♦❧❞ s♦❧✉t✐♦♥ r❡❣✐♦♥✳ ■t ✐s

b yi ❢r♦♠ t❤❡ ♦❧❞ r❡❣✐♦♥✳

✳ ❖✉r ♠♦t✐✈❛t✐♦♥ ❢♦r t❤❡s❡ t✇♦ ♠❡t❤♦❞s ✐s t♦ ✜♥❞ ❛ s♦❧✉t✐♦♥ ✈❡❝t♦r − → a ♠♦r❡ t♦✇❛r❞s t❤❡ ♠✐❞❞❧❡ ♦❢ t❤❡ s♦❧✉t✐♦♥ r❡❣✐♦♥✳ ❖✉r ♠❛✐♥ ❝♦♥❝❡r♥ ✐s t❤❛t ✇❡ ✇❛♥t t♦ ♣r❡✈❡♥t ❛♥ ✐t❡r❛t✐✈❡ ♣r♦❝❡ss tr②✐♥❣ t♦ ✜♥❞ − → a ❢r♦♠ ❝♦♠✐♥❣ ✉♣ ✇✐t❤ ❛ s♦❧✉t✐♦♥ ♦♥ t❤❡ ❜♦✉♥❞❛r②✳ ❲❡ ✇❛♥t ❛ s♦❧✉t✐♦♥ ✈❡❝t♦r ❝❧♦s❡r t♦ t❤❡ ♠✐❞❞❧❡ ❜❛s❡❞ ♦♥ t❤❡ ✐❞❡❛ t❤❛t ✐t ✐s ♠♦r❡ ❧✐❦❡❧② ♥❡✇ ❞❛t❛ ✇✐❧❧ ❜❡ ❝❧❛ss✐✜❡❞ ❝♦rr❡❝t❧②✳ ▼❡t❤♦❞s ❢♦r ✜♥❞✐♥❣ − → a ❲❡ ♥♦✇ ❤❛✈❡ ❛ s❡t ♦❢ ❧✐♥❡❛r ✐♥❡q✉❛❧✐t② ❡q✉❛t✐♦♥s − → at · − → yi > 0 ✇❤❡r❡ ✇❡ ✇❛♥t t♦ ✜♥❞ ❛ s♦❧✉t✐♦♥ ✈❡❝t♦r − → a t❤❛t s♦❧✈❡s t❤❡♠✳ ❲❡ ✇✐❧❧ ❞❡✜♥❡ ❛ ❝r✐t❡r✐♦♥ ❢✉♥❝t✐♦♥ J(− → a ) t❤❛t ✐s ♠✐♥✐♠✐③❡❞ ✐❢ − → a ✐s ❛ s♦❧✉t✐♦♥ ✈❡❝t♦r✳ ❚❤✐s ❝r✐t❡r✐♦♥ ❢✉♥❝t✐♦♥ ✇✐❧❧ ❜❡ t❤❡ ♠❡❛♥s ❜② ✇❤✐❝❤ ✇❡ ✜♥❞ t❤❡ s♦❧✉t✐♦♥ ✈❡❝t♦r✳ ❚❤❡ ♠❛t❤❡♠❛t✐❝❛❧ ♣r♦❝❡ss ✇❡ ✇✐❧❧ ✉s❡ t♦ ♠✐♥✐♠✐③❡ t❤❡ ❝r✐t❡r✐♦♥ ❢✉♥❝t✐♦♥ J(− → a ) t♦ ✜♥❞ t❤❡ s♦❧✉t✐♦♥ ✈❡❝t♦r − → a ✐s ❝❛❧❧❡❞ ❣r❛❞✐❡♥t ❞❡s❝❡♥t✳ ✹

❍♦✇ ✐t ✇♦r❦s✳ ❚❛❦❡ ❛♥ ❛r❜✐tr❛r② ✇❡✐❣❤t ✈❡❝t♦r − − → a(1)✳ ❚❤❡♥ t❛❦❡ t❤❡ ❣r❛❞✐❡♥t ✈❡❝t♦r ♦❢ t❤❛t ❛r❜✐tr❛r② ✐♥✐t✐❛❧ ✇❡✐❣❤t ✈❡❝t♦r✱ ∇J(− − → a(1))✳ ❚❤❡♥ ♠♦✈❡ s♦♠❡ s♠❛❧❧ ❞✐st❛♥❝❡ ✐♥ t❤❡ ❞✐r❡❝t✐♦♥ ♦❢ ❣r❡❛t❡st ❞❡s❝❡♥t ❛✇❛② ❢r♦♠ − − → a(1) ❛♥❞ t❤✐s ✇✐❧❧ ❜❡ − − → a(2)✳ ❚❤❡ ❣r❡❛t❡st ❞❡s❝❡♥t ✐s t❤❡ ♥❡❣❛t✐✈❡ ♦❢ t❤❡ ❣r❛❞✐❡♥t ❜② ❞❡✜♥✐t✐♦♥✳ ❋♦r t❤❡ (k✰✶✮ st❡♣✱ − − − − − → a(k + 1) ✐s ❢♦✉♥❞ ❜②✿ − − − − − → a(k + 1) = − − → a(k) − η(k)∇J(− − → a(k)) η ✐s ❛ ♣♦s✐t✈❡ r❡❛❧ ♥✉♠❜❡r t❤❛t ✐s t❤❡ s❝❛❧✐♥❣ ❢❛❝t♦r ♦r ❧❡❛r♥✐♥❣ r❛t❡✳ ■t ✐s ✉s❡❞ t♦ s❡t ✉♣ t❤❡ st❡♣ s✐③❡✳ ❚❤❛t ✐s ❤♦✇ ❢❛r ❞♦✇♥ t❤❡ st❡❡♣❡st ❞❡s❝❡♥t ❢r♦♠ − − → a(k) t♦ − − − − − → a(k + 1) ✇❡ ✇✐❧❧ ❣♦✳ ❙❡tt✐♥❣ t❤❡ ▲❡❛r♥✐♥❣ ❘❛t❡ η ❚❤❡ ❜✐❣❣❡st ♣r♦❜❧❡♠ ✇❡ ❢❛❝❡ ✉s✐♥❣ t❤✐s ♠❡t❤♦❞ ❢♦r t❤❡ ♣✉r♣♦s❡ ♦❢ ✜♥❞✐♥❣ t❤❡ s♦❧✉t♦♥ ✈❡❝t♦r ✐s t❤❛t ✐❢ ♣♦♦r❧② s❡❧❡❝t❡❞ ♦✉r ❧❡❛r♥✐♥❣ r❛t❡ ❝❛♥ ♠♦✈❡ t♦♦ s❧♦✇ ♦r ✐t ❝❛♥ ♦✈❡r s❤♦♦t ❛♥❞ t❤❡♥ ❡✈❡♥ ♣♦ss✐❜❧② ❞✐✈❡r❣❡✳ ❚♦ ❛❞❞r❡ss t❤✐s ❝♦♥❝❡r♥ ✇✐t❤ t❤❡ ❧❡❛r♥✐♥❣ r❛t❡ ✇❡ ✇✐❧❧ ❣✐✈❡ ❛ ♠❡t❤♦❞ ♦❢ s❡tt✐♥❣ t❤❡ ❧❡❛r♥✐♥❣ r❛t❡✳ ❙t❛rt ✇✐t❤ t❤❡ ❛ss✉♠♣t✐♦♥ t❤❛t t❤❡ ❝r✐t❡r✐♦♥ ❢✉♥❝t✐♦♥ J(− → a) ❝❛♥ ❜❡ ❛♣♣r♦①✲ ✐♠❛t❡❞ ✇❡❧❧ ❜② t❤❡ s❡❝♦♥❞ ♦r❞❡r ❚❛②❧♦r s❡r✐❡s ❡①♣❛♥s✐♦♥ ❛r♦✉♥❞ t❤❡ ✈❛❧✉❡ ♦❢ − − → a(k)✳ J(− → a) ≃ J(− − → a(k)) + ∇Jt(− → a − − − → a(k)) + 1 2(− → a − − − → a(k))tH(− → a − − − → a(k)) H ✐s t❤❡ ❍❡ss✐❛♥ ♠❛tr✐① ♦❢ s❡❝♦♥❞ ♣❛rt✐❛❧ ❞❡r✐✈✐❛t✐✈❡s ❛❜♦✉t − − → a(k)✳ ❖✉r ♥❡①t st❡♣ ✐♥ t❤❡ ❞❡r✐✈❛t✐♦♥ ❢♦r ✜♥❞✐♥❣ ❛ ✇❛② t♦ ❝♦♠♣✉t❡ η ❡✣❝✐❡♥t❧② ✐s t♦ s✉❜st✐t✉t❡ − − − − − → a(k + 1) ✐♥t♦ t❤❡ ❛❜♦✈❡ ❡q✉❛t✐♦♥✳ ❚❤✐s ❣✐✈❡s J(− − − − − → a(k + 1)) ≃ J(− − → a(k)) − η(k)∇J2 + 1 2η2(k)∇JtH∇J ✳✳✳ ❖♣t✐♠❛❧ ▲❡❛r♥✐♥❣ ❘❛t❡ ■t ❢♦❧❧♦✇s t❤❛t J(− − − − − → a(k + 1)) ✐s ♠✐♥✐♠✐③❡❞ ✇❤❡♥ η(k) = ∇J2 ∇JtH∇J ❚❤✐s ✐s t❤❡ ❢♦r♠✉❧❛ ❢♦r t❤❡ ♦♣t✐♠✐③❡❞ ❧❡❛r♥✐♥❣ r❛t❡ η✳ ◆❡✇t♦♥✬s ❆❧❣♦r✐t❤♠ ❆♥♦t❤❡r ♠❡t❤♦❞ t❤❛t ❝♦✉❧❞ ❜❡ ✉s❡❞ ❜❡s✐❞❡s t❤❡ ❣r❛❞✐❡♥t ❞❡s❝❡♥t ✐s ◆❡✇t♦♥✬s ❛❧❣♦r✐t❤♠✳ ■♥ t❤✐s ✇❡ ❞♦ ♥♦t s♦❧✈❡ ❢♦r − − − − − → a(k + 1) ❜② t❛❦✐♥❣ ❛ s♠❛❧❧ st❡♣ ❞♦✇♥ t❤❡ ♥❡❣❛t✐✈❡ ❣r❛❞✐❡♥t ✇✐t❤ ❛ ❧❡❛r♥✐♥❣ r❛t❡✱ ❜✉t ✐♥st❡❛❞ ✇✐t❤ t❤❡ ✐♥✈❡rs❡ ❍❡ss✐❛♥✱ ❛♥❞ t❤✉s t❤❡ ❍❡ss✐❛♥ ♠✉st ❜❡ ♥♦♥s✐♥❣✉❧❛r✳ ■t s❤♦✉❧❞ ❜❡ ♥♦t❡❞ t❤♦✉❣❤ t❤❛t t❤❡ ✐♥✈❡rs✐♦♥ ✐s ♦❢ t✐♠❡ O(d3)✳ ❆ t✐♠❡ ✇❤✐❝❤ ❝❛♥ ❛❞❞ ✉♣ q✉✐❝❦❧② ❛♥❞ ♠❛❦❡ ✺

❣r❛❞✐❡♥t ❞❡s❝❡♥t ♠♦r❡ ❛♣♣❧✐❝❛❜❧❡✳ ◆❡✇t♦♥✬s ❛❧❣♦r✐t❤♠ ✇♦r❦s ✇❡❧❧ ♦♥ q✉❛❞r❛t✐❝ ❡rr♦r ❢✉♥❝t✐♦♥s ❜❡❝❛✉s❡ ②♦✉ ❛r❡ ♠✐♥✐♠✐③✐♥❣ − − − − − → a(k + 1) ❛ s❡❝♦♥❞ ♦r❞❡r ❡①♣❛♥s✐♦♥ ❜② ✐♥s❡rt✐♥❣ t❤❡ ❢♦❧❧♦✇✐♥❣ ✐♥ r❡♣❧❛❝❡ ♦❢ ❧✐♥❡ ✸ ✐♥ ❆❧❣♦r✐t❤♠ ✶✳ − − − − − → a(k + 1) = − − → a(k) − H−1∇J ✭■♥s❡rt ❆❧❣♦r✐t❤♠ ✷ ❤❡r❡✮ ✻