Optimasi Masalah Convex Quadratic Programming dengan Metode Primal Dual Interior Point

Authors

  • Nurwahidah Nurwahidah UIN Alauddin Makassar

DOI:

https://doi.org/10.24252/msa.v11i1.36346

Keywords:

optimasi, quadratic programming, primal dual, interior pont

Abstract

Quadratic programming adalah permasalahan optimasi untuk memaksimumkan atau meminimumkan fungsi tujuan kuadratik dan kendala berbentuk linear. Quadratic programming dapat diselesaikan menggunakan metode simpleks, hanya saja metode interior point lebih efisien dalam menemukan titik ekstrim yang optimal. Metode primal dual merupakan metode interior point untuk masalah quadratic programming yang lebih efektif dalam penyelesaian masalah skala besar atau lebih dari 2 variabel.

References

Azis, A., Prihandono, B., & Ilhamsyah. (2016). Algoritma Genetika pada Pemrograman Linear dan Non-Linear. Buletin Ilmiah Matematika, Statistika, Dan Terapannya (Bimaster), 5(3), 265–274.
Hariadi, V. (2009). Pencarian Solusi Pemrograman Non-Linear Menggunakan Algoritma Branch-and-Bound. Section (SNATI) 2009: Bidang Informatika Teori. Seminar Nasional Aplikasi Teknologi Informasi (SNATI), Yogyakarta.
Irawan, R., Eridani, & Jaelani, A. (2020). Ketaksamaan Hadamard pada Fungsi Konveks. Contemporary of Mathematics and Applications, 2(1), 1–12.
M Asghar Bhatti. (2000). Practical optimization methods: with Mathematica applications. Springer.
Rianingsih, W., Hasan, M., & Pradjaningsih, A. (2017). Optimasi Portofolio dengan Menggunakan Pemprograman Kuadratik. Majalah Ilmiah Matematika Dan Statistika, 7(2), 67–78.

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Published

2023-03-31

How to Cite

[1]
N. Nurwahidah, “Optimasi Masalah Convex Quadratic Programming dengan Metode Primal Dual Interior Point”, MSA, vol. 11, no. 1, pp. 52–59, Mar. 2023.

Issue

Vol. 11 No. 1 (2023): VOLUME 11 NO 1 TAHUN 2023

Section

Artikel

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