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MATLAB FOR
OPTIMIZATION
TYPE OF OPTIMIZATION
ANALYTICAL NUMERICAL
f(x)
global maximum
inflection point
local minimum
global minimum
3
MATLAB FOR ANALYTICAL OPTIMIZATION
• Syarat cukup :
𝑛
𝑑𝑛 𝑓(𝑥) ′ 𝑥 ∗ = 𝑓" 𝑥 ∗ = 𝑓 (𝑛−1) 𝑥 ∗ = 0
𝑓 𝑥 = ↔ 𝑓
𝑑𝑥 𝑛
𝑓 (𝑛) 𝑥 ∗ ≠ 0
n = ganjil -> X* = saddle point
n = genap -> X* = local optimum
If 𝑓 (𝑛) 𝑥 ∗ > 0 -> local minima
If 𝑓 (𝑛) 𝑥 ∗ < 0 -> local maxima
MATLAB FOR DIFFERENTIAL
- Unconstrained Programming -
• SINGLE VARIABLE
• MULTI VARIABLE
- Constrained Programming -
MIN fT x
s.t. Ax <= b % Inequalities
Aeqx = beq % Equalities
LB <= x <= UB
>> linprog(f,A,b,Aeq,beq,LB,UB)
SYNTAX MATLAB (Constrained Programming)
MIN f (x)
s.t. Ax <= b % Linear Inequalities
Aeqx = beq % Linear Equalities
C(x) <= 0 % NonLinear Inequalities
Ceq(x) = 0 % NonLinear Equalities
LB <= x <= UB
- Metaheuristik -
% langsung ke Matlab ae yo