f
(1)
x
(i1)
= x
(i)
− ˆq
i,1
f
(1)
.
ˆ
Q V
ˆ
V = S −
ˆ
Q
ˆ
Q
t
.
Q, V
F q x
x
(i)
k
=
q
X
j=1
q
i,j
f
(j)
k
+ u
(i)
k
, i = 1, ..., p, k = 1, ..., n.
ˆ
F
k
= (
ˆ
Q
t
ˆ
V
−1
ˆ
Q)
−1
ˆ
Q
t
X
k
, k = 1, ..., n.
c
i,j
ˆ
F =
CX
n
X
k=1
q
X
i=1
M(f
(i)
k
−
p
X
j=1
c
i,j
x
(k)
j
)
2
→ min
C
.
f
(i)
k
M
X
F
X
F
t
!
=
QQ
t
+ V Q
Q
t
I
.
ˆ
F
k
= (I +
ˆ
Q
t
ˆ
V
−1
ˆ
Q)
−1
ˆ
Q
ˆ
V
−1
X
k
, k = 1, ..., n.