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Matriks Hessian Dalam Fungsi Lagrange
Matriks Hessian Dalam Fungsi Lagrange
Matriks Hessian Dalam Fungsi Lagrange
FUNGSI LAGRANGE
M. Syarqim Mahfudz 18/437557/PTK/12590
Danang Adi Kuncoro 19/449606/PTK/12864
Helmy Andamari Kwintanada 19/449612/PTK/12871
Reakha Zulvatricia 19/449623/PTK/12882
Rizki Amalia Pratiwi 19/449624/PTK/12883
Safira Puspita 19/449626/PTK/12885
Rian Febrianto 16/395149/TK/44441
Novenda Ayu Faradila 16/395145/TK/44437
Matriks Hessian Dalam Fungsi Lagrange
Max f(x, y)
Subject to gሺx, yሻ = c
gሺx, yሻ− c = 0
Lagrange L (x, y, λ) = f(x,y) + λ(c – g(x,y))
𝜕𝑔 𝜕𝑔
0 𝑥𝜕 ۍ 𝜕𝑥2 AAAAAې
1
AAAAAێ
𝜕𝑔 2
𝜕 𝐿 𝜕2 𝐿
ۑ
H(x) = AAAAAێ
𝜕𝑥1 𝜕𝑥21 𝜕𝑥1 𝜕𝑥2
ۑ
AAAAAێ ۑ
AAAAAێ
𝜕𝑔 𝜕2 𝐿 2
𝜕 𝐿 ۑ
𝜕𝑥ۏ2 𝜕𝑥2 𝜕𝑥1 𝜕𝑥22 ے
Subject to
x1 + 2 x2 = 40
Step 3:
Step 1:
−𝑥1 − 2 𝑥2 + 40 = 0
x1 + 2 x2 – 40 = 0
4 − 0,2 𝑥1 − 𝜆 = 0
L = 4 x1 – 0,1 x12 + 5 x2 – 0,2 x22 – λ(x1 + 2 x2 – 40)
5 − 0,4 𝑥2 − 2𝜆 = 0
Step 2:
𝜕𝐿
= −𝑥1 − 2 𝑥2 + 40
𝜕𝜆
𝜕𝐿
= 4 − 0,2 𝑥1 − 𝜆
𝜕𝑥1
𝜕𝐿
= 5 − 0,4 𝑥2 − 2𝜆
𝜕𝑥2
Step 4:
Hessian Matrix
𝜕𝑔 𝜕𝑔
0 𝑥𝜕 ۍ 𝜕𝑥2 AAAAAې 0 −1 −2
1 H = −1 −0,2 0 ൩
AAAAAێ
𝜕𝑔 𝜕2 𝐿 𝜕2 𝐿
ۑ −2 0 −0,4
H(x) = AAAAAێ
𝜕𝑥1 𝜕𝑥21 𝜕𝑥1 𝜕𝑥2
ۑ
AAAAAێ ۑ ∆𝑀1 = 0
AAAAAێ
𝜕𝑔 𝜕2 𝐿 2
𝜕 𝐿 ۑ
𝜕𝑥ۏ2 𝜕𝑥2 𝜕𝑥1 𝜕𝑥22 ے ∆𝑀2 = 0
∆𝑀3 = 0
Indefinite
Step 5:
4 − 0,2 𝑥1 − 𝜆 = 0 x2 8 − 0,4 𝑥1 − 2𝜆 =0
5 − 0,4 𝑥2 − 2𝜆 = 0 x1 5 − 0,4 𝑥2 − 2𝜆 =0
3 − 0,4 𝑥1 + 0,4 𝑥2 = 0
1,2 𝑥2 − 13 = 0
𝑥2 = 10,83
3 − 0,4 𝑥1 + 0,4 𝑥2 = 0
3 − 0,4 𝑥1 + 0,4 ሺ10,83ሻ= 0
3 − 0,4 𝑥1 + 4,332 = 0
−0,4 𝑥1 + 7,332 = 0
𝑥1 = 18,33
4 − 0,2 𝑥1 − 𝜆 = 0
4 − 0,2 (18,33) − 𝜆 = 0
4 − 3,666 − 𝜆 = 0
0,334 − 𝜆 = 0
𝜆 = 0,334
Step 6: Proofing
= 70,4133
= 70,4133 – 0,334(0)
= 70,4133