Week 9 ②

Max (x y z) ,
,
=
X+ + yz + z2

Stz2 - x2 -
y2 : 0

L = f(x) -

2xm9m(x) X -
2z = 3

-> ( = X* + yz + za -
x(t2 - x* -
y2) - xz(X 2z 3) - -

.
1 Maximize f(x y) , =
4x" + 5y u =
2x + 2xx -
x1 = 0 ... 0

S t .
2x -

3y = 14 y 2y = + 24x1 = 0 ②

Jawab= = 27 -
27x1+ 242 : 0 ③

( = yx2 + 5ya - x, (2x 3y -

-
14) =z2 -
xz -
yz=0 ④
a Sx =
-
2x1 =
0 ...
1) y X =
-
27 -
3 = 0 ⑤
10y+ 3x1 : 0. · 2yx1 = -

zy 20 + 24x1 : 0

a 2X 3y 14 =
- - = 0 ... (3) x1 = - 2) 11 + x1) : 0

2y( 1) 2Y x1 1
8X
= -

2x1
-
=
=
o

xi = UX -
2y =
1Y

1
3(4x) 0 y
-
=
·
10y + =

10y + 12X = 0

I8YX-Y
y :
-

30 + 12X = 0

12X = 38

X = 215

X : 10 70 -
memenuhi

- (2 , 5 ; 3) +
U(2 52) + 5) 3)
,
-
=
78

H(x) :

[
-

[8 io]
det Mi = S 2 +)

Mc =
80 -
0 : 80 (t)

Strictly convex

titik +(2 . 5; 3) addian global Optimum

 Week 10

9 (X) - 0 - convex

g(x) >0 - concave

9 (x) : 0 ->
linear/equality constrain

· maximization ·
minimization

X, x0 :
convex N = 0 Convex

= O : concave -
>o concave

Unrestricted linear unrestricted linear

max f(x y) , = 3x + by
S .
t X2 +y =Y

-
X= -
1

① Lagrange
My ya y)
*
( (x
( y) = 3x + -
X, (X +
-
-

x2) -
X+ 1)
① Candidate point
a 3 x2 Q
2xx1
= +
binding ↑ >0 X 8
-
...
=
x Condi
KKT 2
a = y -
24x1 ... X+ 0

3
x 1 (X* + ya -

y) = 0 ... G
3
KKT Condi 3 not binding X =0 Xo

x2( -
X + 1) = 0 ...
O
4
slag
it
in active
y solve
· Skenario I , all cons binding
X1 + 0 ,
X78 , +

-X + ya = U · X = 1

X1 70 420

12 + y2 = Y -> (1 ,
-
53)
y = 15 Subs Ke 2

-> (1 53) y + 253x1 : 0

,

Subs ke & subke Q 28351 :

-

Y
- not satisfied
y 28x1 0 3 2(1) + 12 0 41 -zo
↑
-
= - : :

-
ar3x1 = -
Y 42 :
- 30

x1
20
=

X , 10
g
X
X2 g
 3- not binding X1 0
skenario
=
cons ,

consa binding X2 * 0 X=0