Imroatul Hudati (07111750020003)

TUGAS 1
1.1-2 Find the minimum value of

𝐿(𝑥1 , 𝑥2 ) = 𝑥12 − 𝑥1 𝑥2 + 𝑥22 + 3𝑥1

Find the curvature matrix at the minimum. Sketch the contours, showing the gradient at
several points
Answer:
 Gradien matriks

𝐿(𝑥1 , 𝑥2 ) = 𝑥12 − 𝑥1 𝑥2 + 𝑥22 + 3𝑥1 (1)

2𝑥 − 𝑥2 + 3
∇𝐿(𝑥1 , 𝑥2 ) = [ 1 ] (2)
−𝑥1 + 2𝑥2
Dengan eliminasi
2𝑥1 − 𝑥2 + 3 = 0 × 1 2𝑥1 − 𝑥2 = −3 (3)
| |
−𝑥1 + 2𝑥2 = 0 × 2 −2𝑥1 + 4𝑥2 = 0 (4)
3𝑥2 = −3
𝑥2 = −1
Substitsikan pada Persamaan (4)

−2𝑥1 + 4𝑥2 = 0
−2𝑥1 + 4(−1) = 0
−2𝑥1 − 4 = 0
−2𝑥1 = 4
𝑥1 = −2
Diperoleh
𝑥2 −1
𝑥 ∗ = [𝑥 ] = [ ]
1 −2
 Curvatur matrix didapatkan dari Jacobian matrix
2 1
𝐻(𝑥) = [ ]
2 4
|𝐻1 | = 2 > 0
|𝐻2 | = (2)(4) − (2)(1) = 6 > 0
Nilai tiap minor dari matriks Hessian adalah definit posistif sehingga menunjukkan titik
optimal tersebut merupakan titik minimum.
 Imroatul Hudati (07111750020003)

0
X2

-1

-2

-3

-4

-5

-6
-6 -5 -4 -3 -2 -1 0 1 2 3 4
X1

Contour

100

80

60

40

20

-20
5
4
0
2
0
-5 -2
-4
X2 -10 -6
X1

Gradient
 Imroatul Hudati (07111750020003)

1.2-6 Linear Quadratic Case. Minimize

1 1 0 1 2 1
𝐿 = 𝑥𝑇 [ ] 𝑥 + 𝑢𝑇 [ ]𝑢
2 0 2 2 1 1
1 2 2
𝑖𝑓 𝑥 = [ ] + [ ]𝑢
3 1 0
Find 𝑥 ∗ , 𝑢∗ , 𝜆∗ , 𝐿∗
Answer:
1 2 2
𝑥−[ ]−[ ]𝑢 = 0
3 1 0
2 1
𝑅=[ ]
1 1
1 0
𝑄=[ ]
0 2
2 2 −2 −2
𝐵 = −[ ]=[ ]
1 0 −1 0
1 −1
𝑐 = −[ ] = [ ]
3 −3
1 1
 𝐻 = 2 𝑥 𝑇 𝑄𝑥 + 2 𝑢𝑇 𝑅𝑢 + 𝜆𝑇 (𝑥 + 𝐵𝑢 + 𝑐)
1 1 0 1 2 1 1 2 2
𝐻 = 𝑥𝑇 [ ] 𝑥 + 𝑢𝑇 [ ] 𝑢 + 𝜆 (𝑥 − [ ] − [ ] 𝑢)
2 0 2 2 1 1 3 1 0
∂𝐻
 𝐻𝜆 = = 𝑥 + 𝐵𝑢 + 𝑐 = 0
∂λ
1 2 2
𝐻𝜆 = 𝑥 − [ ] − [ ]𝑢
3 1 0
∂𝐻
 𝐻𝑥 = ∂𝑥 = 𝑄𝑥 + 𝜆 = 0
1 0
𝐻𝑥 = [ ]𝑥 +𝜆
0 2
 𝐻𝑢 = 𝑅𝑢 + 𝐵𝑇 𝜆 = 0
2 1 2 2𝑇
𝐻𝑢 = [ ]𝑢 − [ ] λ
1 1 1 0
 𝑢∗ = −𝑅 −1 (𝐵𝑇 )λ
 𝜆∗ = −𝑄𝑥
𝜆∗ = −𝑄(𝐵)𝑢 + 𝑄(−𝑐)
 𝑢 = −𝑅 −1 (𝐵𝑇 )(−𝑄(𝐵)𝑢 + 𝑄(𝑐))
(𝐼 + 𝑅 −1 (𝐵𝑇 )𝑄(𝐵))𝑢 = −𝑅 −1 (𝐵𝑇 )𝑄(𝑐)
(𝑅 + (𝐵𝑇 )𝑄(−𝐵))𝑢 = −𝐵𝑇 𝑄𝑐
−1
1. 𝑢∗ = −(𝑅 + (𝐵𝑇 )𝑄(𝐵)) (𝐵𝑇 )𝑄(𝑐)
−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
2 1 6 4 −1 −2 −2 −1
𝑢∗ = − ([ ]+[ ]) [ ][ ]
1 1 4 4 −2 0 −3
8 5 −1 8
𝑢∗ = −[ ] [ ]
5 5 2
−2
𝑢∗ =[ ]
1,6
2. 𝑥 ∗ = −(𝐼 − 𝐵(𝑅 + 𝐵𝑇 𝑄𝐵)−1 𝐵𝑇 𝑄)𝑐
 Imroatul Hudati (07111750020003)

1 0
𝑥 ∗ = − ([ ]
0 1
−2 −2 2 1
−[ ] ([ ]
−1 0 1 1
−1
−2 −2 𝑇 1 0 −2 −2 −2 −2 𝑇 1 0 −1
+[ ] [ ][ ]) [ ] [ ]) [ ]
−1 0 0 2 −1 0 −1 0 0 2 −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 1
−
1 0 −2 −2 3 3] [−2 −2]) [−1]
𝑥 ∗ = − ([ ]−[ ][
0 1 −1 0 1 8 −2 0 −3
−
3 15
2
0 −
1 0 5] [−2 −2]) [−1]
𝑥 ∗ = − ([ ]−[
0 1 1 1 −2 0 −3
−
3 3
4
0
1 0 −1
𝑥 ∗ = − ([ ] − [5 ]) [ ]
0 1 2 −3
0
3
∗ −0,2
𝑥 =[ ]
−1
3. 𝜆∗ = (𝑄 − 𝑄𝐵(𝑅 + 𝐵𝑇 𝑄𝐵)−1 𝐵𝑇 𝑄)𝑐
1 0 1 0 −2 −2 2 1
𝜆∗ = ([ ]−[ ][ ] ([ ]
0 2 0 2 −1 0 1 1
−1
−2 −2 𝑇 1 0 −2 −2 −2 −2 𝑇 1 0 −1
+[ ] [ ][ ]) [ ] [ ]) [ ]
−1 0 0 2 −1 0 −1 0 0 2 −3
1 0 −2 −2 2 1 6 4 −1 −2 −2 −1
𝜆∗ = ([ ]−[ ] ([ ]+[ ]) [ ]) [ ]
0 2 −2 0 1 1 4 4 −2 0 −3
1 1
−
1 0 −6 −4 3 3] [−2 −2]) [−1]
𝜆∗ = ([ ]−[ ][
0 2 −4 −2 1 8 −2 0 −3
−
3 15
2 2
− −
1 0 15] [−2 −2]) [−1]
𝜆∗ = ([ ]−[ 3
0 2 2 4 −2 0 −3
−
3 15
8 4
1 0 −1
𝜆∗ = ([ ] − [5 3]) [ ]
0 2 4 4 −3
5 3
0,2
𝜆∗ = [ ]
2
1
4. 𝐿∗ = 2 𝑐 𝑇 λ
1 −1 𝑇 0,2
𝐿∗ = [ ] [ ]
2 −3 2
𝐿∗ = 3,1