Metode Himpunan Aktif untuk Pemrograman Kuadratik

Abstract

Quadratic programming problem is one of nonlinear optimization problem which is very important, because appears in some aspects including economics, applied science, and technique. One of method that can be used to solve quadratic programming problem is active set method. In this thesis will be applied active set method for solving quadratic programming problem. The use of active set method for solving quadratic programming problem will generate a point in each iteration. Each point generated by active set method at each iteration will remain to retain feasibility and optimality. For each iteration, active set method solves subproblem of quadratic programming with a subset of equality constraints. These subsets are called working set. In a number of finite iteration, a point generated in each iteration will be convergence in a KKT (Karus Kuhn Tucker) point which is this point is solution of quadratic programming problem.