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# OPTIMASI MULTIVARIABEL DENGAN

KENDALA KESAMAAN
Fungsi kontinu Min f(x)
Kendala gj = 0, di mana j = 1, 2, ... m
x

x1
x
2

...

xn

## Penyelesaian dengan 3 cara :

Contohnya

Contoh:
Minimumkan f(x1, x2, x3)= (x12+ x22+ x32)
Kendala
g1= x1- x2 = 0
g2= x1+x2+x3-1
Jawab:
g1= 0 x1= x2
g2= 0 x1+x1+x3-1=0 x3=1-2x1
2
2
2
2
2
f(x
,
x
,
x
)=
(x
+
x
+
(1-2x
)
)=(2x
+(1-2x
)
) f(x1)
1
2
3
1
1
1
1
1
f
= (4x1+2(1-2x1)(-2)) = 2x1-2(1-2x1)

x1
f
= 0 x1-(1-2x1)= 0 x1-1+2x1= 0 3x1= 1
x1
x1= 1/3, x2= 1/3
2
x3= 1-2/3 = 1/3
f
= 2+4=6>0,
f(1/3,1/3,1/3)= 1/6 Optimum Minimum
2
x1

## 2. Metode Constrained Variation

a. Untuk n = 2, m = 1 agar f(x1*, x2*)
merupakan optimum x1*, x2* harus
f g
f g

1

optimum
f
x k
g1
x k

f f
f
....
x1 x2
xm
g 2
f
..........
x1
xm

...

...

g g
g m
m
m

.........
x m
xk x1

Contohnya

## Minimumkan f = 9-8x1- 6x2- 4x3+ 2x12+2x22+ x32+ 2x1

x2+2x1x3
Kendala x1+x2+2x3= 3
Jawab:
g 3, m
g = 1, Ambil y = x , y = x sehingga y = x
nj =

j
3
3
2
2
1
1

1 1 0
g1

x1

k=m+1=2

f
y 2
g
y 2

f
f f
y1 x 2 x1

g
g g
y1 x 2 x1

-6+4x2+ 2x1
4x1+2x2+2x3
1

-8+
1

= -6+4x2+2x1+8-4x1-2x2-2x3
Lanjutkan
= 2+2x2+2x1-2x3 = 0 x1 x2 + x3 1 = 0 ...(1)

k=m+2=3=n
f
y 3
g
y 3

f
y1

g
y1

-4+2x3+2x1

-8+ 4x1+2x2+2x3

= -4+2x3+2x1+16-8x1-4x2-4x3
= 12-2x3-6x1-4x2
= 2(6-x3-3x1-2x2)= 0 3x1+2x2+x3-6= 0 ... (2)
3x1+2x2+x3-6 = 0 ... (2)
x1 x2+x31 = 0 ...(1)(2x1+ 3x2 - 6 = 0
)
x2 = 5 2x1 3

x1 x2+x31 = 0
x1

5 - 2x1
+x31 = 0
3

3x15+2x1+3x33= 0
5x1+3x3 8= 0
x3 = 8 - 5x1
3
x1 x2+2x2 = 3
5 - 2x1
8 - 5x1
x1
+2
=3
3
3
3x1 + 5 - 2x1 + 16 - 10x1 = 9
9x1= 12
x1 = 4 ; x2 = 7 ; x3 = 4
3
9
9

3. Metode Multiplikator
Jika titik-titik ekstrem dari fungsi Z = f(x;y) harus ditentukan
dengan restriksi (x;y)=0, maka berlaku persyaratan sebagai
berikut:
(x;y)=0; [ f ( x; y ) ( x; y )] 0

[ f ( x; y ) ( x; y )] 0
y
R

## Penentuan Titik Ekstrem

2
2
( f )
2 ( f ) 2 ( f )

2
.
.
2
2

y
x

Catatan:

< 0 max

> 0 min

f f ( x; y ); ( x; y )

## Metode tersebut juga berlaku untuk n variabel bebas

dan m restriksi (n + m persamaan)
Contohnya

Contoh:
Fungsi Z = f(x;y) = x2 + xy + y2
Restriksi : (x;y) = xy 9 = 0
Tentukan titik ekstrimnya!
Jawab :
x ; y 0
Xy 9 =

f
x
;
y

x
;
y

0
0

2x + y + y= 0 x
x + 2y + x= 0

f
x
;
y

x
;
y

0
y

x1;2 = 3
y1;2 = 3
= - 3
Nilai ekstrem adalah P1 (3;3;27) & P2 (-3;-3;-27)

Ekstrem
:

( f )
( f )

2;

x 2

x2;

x y

2 ( f 2 )
1 ; y ; x;
2
2
x
y
y

## Oleh karena itu:

2 x 2(1 ) xy 2 y
2

Untuk P1 berlaku:
= 2*9 2(1-3)*3*3 + 2*9 = 72 > 0 Minimum
Untuk P2 berlaku:
= 2*9 2(1+3)*(-3)*(-3) + 2*9 = -36 > 0 Maksimum

Metode Lagrange

f
g
x x
1
1

f
g
x x
2
2

g x1 , x2

*
1

, x2

*
1

, x2

2
*

x
x

i
j

x
i 1 j 1

i
j

Definit Positif

## 4. Optimasi multivariabel dengan kendala

pertidaksamaan
Prinsipnya adalah menambah variable slack tak
negatif yj2 sehinggaminimum f(x) dan kendala gj(x)
0, j = 1, 2, ... m menjadi Gj(x,y) = gj(x) + yj2 = 0, j =
1,f2,
... m g j 0 Dimana i = 1, 2, ... n, j 0,
j
*
*
j ji dengan syarat KuhnTitik
x
dimana
f(x
) minimum
xi

x
j j1
i
Tucker
J1 = kendala aktif
J = kendala tidak aktif

## Jika kumpulan kendala aktif tidak diketahui,

m
maka:
g j
f
j
0 , i = 1, 2, ... n
xi j 1 xi
, j = 1, 2, ... m
jg j 0
, j = 1, 2, ... m
gj 0
j 0

, j = 1, 2, ... m

Contoh:
1. Minimasi f(x1, x2, x3) = x12+x22+ x3+40x1+20 x2-3000
Kendala g1= x1-50 0
g2= x1+x2-100 0
g3= x1+x2+x3-150 0

Contoh:
1. Minimasi f(x1, x2, x3) = x12+x22+ x3+40x1+20 x2-3000
Kendala g1= x1-50 0
g2= x1+x2-100 0
g3= x1+x2+x3-150 0
Syarat Kuhn-Tucker
f
g1
g 2
g 3

0, i 1,2,3
x1
x1
x 2
x3
2x1+40+ 1+ 2+ 3 = 0 1(x1-50) = 0
2x2+20+ 2+ 3 = 0
2(x1+x2-100) = 0
2x3+ 3 = 0
3(x1+x2+x3-150) = 0
jgj = 0, j = 1, 2, 3 j 0, j = 1, 2, 3, 1 0, 2 0, 3
0
Dari 1(x1-50) = 0 1 = 0 atau x1 = 50

## (i) Jika x1 = 50 2x1+40+ 1+ 2+ 3 = 0

2x2+20+ 2+ 3 = 0
2x3+ 3 = 0
3 = -2x3
2 = -20-2x2-3 = -20-2x2+2x3
1 = -40-2x1-2-3 = -120+2x2
Substitusi:
Sehingga:
2(x1+x2-100) = 0
(-20-2x2+2x3)(x1+x2-100)
3(x1+x2+x3-150)
-2x3 (x1+x2+x3-150) = 0
=0
Sistem ini mempunyai 4 jawaban, yaitu:
1. -20-2x2+2x3 = 0, x1+x2+x3-150
x3 = 150-x1-x2
-10-x2+x3 = 0
x3 = 150-50-45 = 55
50+x2+x3-150 = 0
x1= 50, x2= 45, x3 = 55
90-2x2= 0
x2 = 0
x1= 50, x2= 45 melanggar x1+x2 100

## 2. -20-2x2+2x3 = 0, -2x3 = 0 x3 = 0, x2 = -10

x1= 50, x2= -10, x3 = 0, melanggar x1+x2 100
3. x1+x2-100 = 0, -2x3 = 0 x3 = 0, 50+x2 = 100 x2 = 50
x1= 50, x2= 50, x3 = 0, melanggar x1+x2+x3 150
4. x1+x2-100 = 0, x1+x2+x3 150 = 0
50+x2 = 100, 50+50+x3 =150
x2 = 50
x3 = 50
x1= 50, x2= 50, x3 = 50

## 3 = -2x3 = 100, 2 = -20-100+100= -20, 1 = -120+100 = -2

1 = -20, 2 = -20, 3 = -100
x1 = 50, x2 = 50, x3 = 50
Sehingga titik optimum :
x1* = x2* = x3* = 50

## 2. Maksimumkan f(x1, x2) = x1x2, x1>0, x2>0

Kendala g(x1,x2)= x12+x22-4 = 0
Jawab:
L(x1,x2,) = x1x2 + (x12+x22-4)
L
x
x2 2x1 0 2 2
x1
x1
L
x
x1 2x2 0 2 1
x2
x2
L
2
2
x1 x2 4 0

x22 = x12

(3)

x12+x22-4 = 0
2x12 = 4
x12 = 2
x1 = 2, x2 = 2
= 1/2