Tugas 01 - Spo - 2216202202
Tugas 01 - Spo - 2216202202
TUGAS 01
NRP 2216202202
Find the curvature matrix at the minimum. Sketch the contours, showing the gradient at
several points.
Solution:
Critical point :
L
2 x1 x2 3 0 (2)
x1
L
x1 2 x2 0 (3)
x2
x1 2 x2 0
x1 2x2
x1 2x2 (4)
2 x1 x2 3 0
2 x1 x2 3
2(2 x2 ) x2 3
4 x2 x2 3
3x2 3
x2 1 (5)
x1 2x2
x1 2(1)
L* 4 2 1 6
L* 3
Lx1 2 x1 x2 3 2L 2L
Gradien: ; Curvature matrix: Lxx 2
Lx 2 x1 2 x2 x x1x 2
L
2 x1 x2 3 f1
x1
L
x1 2 x2 f 2
x2
f1 f1
x x 2 2 1
Maka curvature matrixnya adalah L xx 1
f 2 f 2 1 2
x1 x 2
Problem 1.2-6
1 T 1 0 1 2 1
Linear Quadratic Case. Minimize : L( x, u ) x x uT
2 1 1
u
2 0 2 (6)
1 2 2
If: x u
3 1 0 (7)
Find x * , u * , * , L* !
Solution:
1 2 2
x u
3 1 0
2 2 1
Constraint: f ( x, u ) x u x Bu c 0 (8)
1 0 3
Fungsi Hamiltonian: H ( x, u) L( x, u) f ( x, u)
1 1
H x Qx u Ru ( x Bu c)
2 2 (9)
Q, R, dan B merupakan matrik dan c adalah matrik n vektor.
Diasumsikan bahwa:
Q 0 dan
Berdasarkan kedua keterangan di atas, maka kondisi untuk titik stasioner:
H
H x Bu c 0 (10)
H
Hx Qx 0 (11)
x
H
Hu Ru B T 0 (12)
u
Dari kondisi tersebut diperoleh:
x Bu c 0
x Bu c
Qx 0
Qx
Q( Bu c)
QBu Qc
Ru B T 0
u R 1 B T
u R 1 B T (QBu Qc)
u R 1 B T QBu R 1 B T Qc
u R 1 B T QBu R 1 B T Qc
(1 R 1 B T QB)u R 1 B T Qc
( R B T QB)u B T Qc
u ( R B T QB) 1 B T Qc
1. u * ( R B T QB) 1 B T Qc
1
2 1 2 2 T 1 0 2 2 2 2 T 1 0 1
u
*
1 1 1 0 0 2 1 0 1 0 0 2 3
1
2 1 2 2 T 1 0 2 2 2 2 T 1 0 1
u
*
1 1 1 0 0 2 1 0 1 0 0 2 3
1
2 1 2 1 1 0 2 2 2 1 1 0 1
u
*
2 0 0 2 1 0 2 0 0 2 3
1 1
1
2 1 6 4 2 2 1
u
*
4 4 2 0 3
1 1
1
8 5 8
u
*
5 5 2
1
8 5 8
u
*
5 5 2
1 5 5 8
u *
15 5 8 2
1 1
8
u * 3 3
1 8 2
3 15
1 1
u* 3 3 8
1 8
2
3 15
2
u* 8
5
2. x * ( I B( R B T QB) 1 B T Q)c
1 0 2 2 2 1 2 2 1 0 2 2 2 2 1 0 1
T 1 T
x
*
0 1 1 0 1 1 1 0 0 2 1 0 1 0 0 2 3
1 0 2 2 2 1 2 1 1 0 2 2 2 1 1 0 1
1
x
*
0 1 1 0 1 1 2 0 0 2 1 0 2 0 0 2 3
1 0 2 2 2 1 2 1 2 2 1 2 2 1
x
*
0 1 1 0 1 1 2 0 2 0 2 0 3
1 0 2 2 2 1 6 4 1 2 2 1
x
*
0 1 1 0 1 1 4 4 2 0 3
1 0 2 2 8 5 1 2 2 1
x
*
0 1 1 0 5 5 2 0 3
1 1
1 0 2 2 2 2 1
x *
3 3
0 1 1 0 1 8 2 0 3
3 15
2
1 0 2 2 0
x * 3 1
2
0 1 1 0 6 3
15 3
4
1 0 0 1
x * 5
0 1 0 2 3
3
1
0 1
x 5
*
0 1 3
3
1
x * 5
1
1
x 5
*
3. * Q 1 BR 1 B T 1
c
1
1 0
1
2 2 2 1 2 2
1 T
1
*
0 2 1 0 1 1 1 0 3
1
1 0
1
2 2 2 1 2 1
1
1
*
0 2 1 0 1 1 2 0 3
1
1 0 2 2 1 1 2 1
1
0
*
1
1 0 1 2 2 0 3
2
1
1 0 2 2 0 1 1
* 0 1
1 0 2 1 3
2
1
1 0 4 0 1
* 0 1
0 1 3
2
1
5 0 1
0
*
3
3
2
1
1
0 1
* 5
2 3
0
3
3
* 15
2
1 T
4. L* c
2
1 1
T 3
L 15
*
2 3 2
3
L 1 315
* 1
2 2
1 93
L*
2 15
93
L*
30
L 3.1
*