1.

OPTIMIZACIÓN NO LINEAL UNIVARIANTE IRRESTRICTA

Función de 2do MAX Z = 3x2 - x + 8 grado

Variables

X2

Función objetivo

MAXZ = 3X2 - X + 8

Max Z W - - x +8

W = 3 X2

∂w1/ ∂x1 = 6x- 1

6x- 1 = 0

6x = 1

X = 1/6

Reemplazando EL VALOR DE “x”

Max Z = W = 3 x2 – x +8

W = 3 (1/6)2 - 1/6 +8

W = 31 (1/36) - 1/6 +8

W = 1/12 - 1/6 + 8

W = 1 - 2 + 96/12 = 95/12

W = 7.92

PC: (1/6; 95/12)

∂11w/ ∂11<0 Máximo
PC: (0.17; 7.92)
∂11w/ ∂11>0 Mínimo
∂w / ∂x = 6x- 1
1 1
∂11w/ ∂11=0 Pto. silla
∂11w/ ∂11x = 6 mínimo 6>0
 GRAFICA

W 7.12 W=f(x)

0.17 X

2. OPTIMIZACIÓN NO LINEAL MULTIVARIANTE IRRESTRICTA

Dada la función : f (x1 , x2 ) = x12 x2 + x23 x1 – x1 x2

f (x1, x2) = Z

X1 = x

X2 = y

Z = x2 y + y3 * x – x * y
∂z/ ∂x = 2xy + y3 – y ∂z/ ∂y = x2 + 3xy3 – x
1ecuacion 2ecuacion
2xy + y3 – y = 0 x2 + 3xy2 – x = 0
y(2x+y2-1) = 0 x(x+3y2-1) = 0
y=0 (I) x=0 (II)
2x+y2-1= 0 (III) x+3y2-1= 0 (IV)
1 en 3:
y = 0 (I)
2x+(0)2 -1 = 0
2x -1 = 0 x = ½ = 0.5 PC (0.5;)
 1 en 4:
y = 0 (I)
X+3 y2 -1 = 0 (IV)
Remplazamos
X+3(0)2-1 = 0
x-1 = 0
2do PC: (1,0)
2 en 3:
x= 0 (II)
2x+y2 -1 = 0 (III)
Remplazamos
2(0) +y2-1 = 0
y2 = 1
y = √1 -1+1
y= 1 y = -1
3er PC: (0,1)
4to PC: (0,1)
2 en 4:
X=0 (II)
X+3y2 – 1 = 0 (IV)
Remplazamos
0+3y2 – 1 = 0
3y2 = 1
y = √1/3 -0.58+0.58
y = 0.58 y = 0.58
5to PC: (0; 0.58)
5to PC: (0; -0.58)
3 en 4
2x + y2 -1 = 0 (III)
x + 3y2 -1 = 0 (IV)
Método de igualación
2x + y2 -1 = 0 x + 3y2 -1 = 0
2x = 1- y2 x=1-3 y2
X= 1-y2/2

1-y2/2 = 1 – 3 y2
1-y2 = 2- 6 y2
-y2 + 6 y2 2-1
y = √1 /5 -0.45+0.45
y = 0.45 y = -0.45
sustituimos en x
x = 1-3 y2 x = 1-3 y2 (1/6)1
x = 1-3 y2 (1/5)2 x= 0.4
PC7: (0.4, 0.45)
PC8 : (0.4, - 0.45)
PARA Z
Z= x2y+y3x-xy
Z1= (0.5)2*0+03*0.5-0.5*=0
Z2=12*0+03*1-1*0=0
Z3=02*1+13*0-0*1=0
Z4=02*1+(-13) *0-(-1) =0
Z5=02*0.58+0.583*0-0*0.58=0
Z6=02*0.58+(-0.58)3*0-0*(-0.58) =0
Z7=0.42*0.45+0.453*0.4-0.4*0.45=-0.072
Z8=0.42(-0.45) +(-0.45)3*0.4-0.4-0.45=-0.07155
Z9=02*0+03*0-0*0=0
B USAMOS HESIANOS
Λ=H= ∂2z/∂xx ∂2z/∂yx

∂2z/∂xy ∂2z/∂yy

∂z/∂x=2xy+y3-y ∂2z/∂2yy=6xy ∂z/∂y=x2+3xy2-x

∂2z/∂xx=2y ∂2z/∂xy=2x+3y2-1 ∂2z/∂yx=2x+3y2-1
2y 2x+3y2-1
 H= 2x+3y 2-1 6xy

H= 2y*6xy-(3x+3y2-1*2x+3y2-1)

H= 2(0.5) *6(0) (0.5)- [ (3(0.5)2-1) *(3(0.5)2-1)]=0.9 mínimo

H2= 2 (0) * 6 (1*0)- [ 2(1) +3(0)2-1*2(1) +3(0)2-1]= 1

H3 =2 (1) *6(0)(1)- [ 2(0) +3(1)2-1*2(0) +3(1)2-1]

H3 =3

H4=2 (-1) *6(0) (-1)- [2*0+3(-1)2-1*2(0) +3(-1)2-1] =--7

H5=2(-0.58) *6(0) (0.58)- [2*0+3(0.58)2-1*2(0) +3(0.58)2-1]

H6=2(-0.58) *6(0) (-0.58)- [2(0) +3(-0.58)2-1*2(0) +3(-0.58)2]

H7=2(0.45) *6(0.4) (0.45)- [2(0.4) +3(0.45)2-1*2(0.4) +3(0.45)2-1]

H8=2(-0.45) *6(0.4) (-0.45)- [2(0.4) +3(-0.45)2-1*2(0.4) +3(-0.45)2

H9=2(0) *6(0)(0) * [2(0) +3(0)2-1*2(0) +3(0)2-1]=0

03. OPTIMIZACIÓN NO LINEAL UNIVARIANTE RESTRICTA.

MAXZ=3x2

S.A 5x ≤ 8

Variable

X2

Función objetivo

MAXZ=3x2

Restricciones

S.A

5x ≤ 8

Método la Grange

L=f(x)- λ*g(x)

-5x+8 derecho

L=f(x)- - λ*g(x)

L=3x^2- λ (-5x+8)

L=3x^2+5x* λ-8 λ
 ∂d/ ∂x=6x+5 λ ∂l/ ∂λ =5x-8
6x+5 λ=0 5X-8=0
5X=8

X=5/8

REMPLAZO

6(8/5)+5 λ=0

9,6+5 λ=0

λ=-9,6/5 remplazo Max (z)=3(8/5) ^2

λ= -1,92 Max (z)= 3(64/25)

Max (z)=192

5x ≤8

5(8/5) ≤8

8≤8 si cumple

4. OPTIMIZACIÓN NO LINEAL MULTIVARIANTE RESTRICTA.

Variables

X1

X2

X3

Función objetivo

Restricciones

Max (z) =30x1-x1^2+50x2-2x2^2-3x1-5x2-10x3

Max (z) =27x1+45x2-x1^2-10x3

Nuevos valores

X1=x,x2=y ,x3=z

Max (z) =27x+45y-x^2-2y^2-10z

Max (z) =27x+45y-10z- x^2-2y^2

S.a

X+y≤z

Z ≤17.25

Método Lagrange:

L(x,λ)= f (x) + λ*g (x) Der (-)

Izq (+)
x+y – z ≤ 0 Izq λ¹

Z – 17,25 ≤0 λ²
L = 27 x + 45y – 10z - x² - 2y² + λ¹ (x + y- z) + λ² (Z – 17,25)

L = 27 x + 45y – 10z - x² - 2y²+ λ¹x+ λ¹y - λ¹z + λ²z - λ² * 17,25

∂L/∂x =27- 2x+ λ¹= 0 <I>

∂L/∂y =45 – 4y+ λ¹ = 0 <II>
∂L/∂z = -10 - λ¹+ λ² = 0 <III> x, y, z, λ1, λ2
∂L/∂λ¹ = x+ y – z = 0 <IV>
∂L/∂λ² = z – 17,25 = 0 <V>

<V> z – 17,25 =0

Z= 17,25

<I> 27-2x + λ1 = 0
λ1 = 2x – 27 (A)

<II> 45 – 4x + λ1 = 0
 λ1 = -45 – 4y (B)

Igualamos A y B
λ1 = λ1
2x- 27 = 4y – 45
2x- 4y = -45+27
2x -4y = -18 <VI>
<IV> x + y –z = 0
x+y =z
x + y = 17,25 x = 17,25-y <VII>

Remplazamos “x” en <VI>

Lx – 4y = -18
L (17,25 – y) -4y = -18
34,5 - 2y - 4y = -18
-6y = -18 -34,5
-6y = -52,5 (-I)/m/m
-6y = -52,5
y = 8,75
y = 52,5/6

Sustituimos y en <VII>
X =17,25 -8,75

X = 8,5

Hallamos λ1 Hallamos λ2

(A) λ1 = 2x -27 -10- λ1 + λ2 = 0 (III)

λ1 = 2(8,5) -27 -10-(-10) + λ2 = 0
λ2 = 10-10
 λ1 = -10 λ2 = 0

X =8,5
Y= 8,75 Valores óptimos
Z=17,25
Λ1 = |-10|
Λ2 = 0

MAX (z) = y = 27 x + 45y -10z – x2 - 2y2

y = 27 (8,5) +45 (8,75) -10 (17,25) –(8,5)2 – 2(8,75)2
MAX Z = y = 225,375
KUHN TUCKER
W = 27x + 45y - 10z –x2 - 2y2
SA
R1: x + y ≤ z x+y–z≤0 } λ1 λ1 x + λ1 y - λ1 z

R2: Z ≤ 17,25 z – 17,25 ≤ 0 } λ2 λ2 z - λ2 17,25

∂x: - 2x + 27 - λ1 (1) – λ2 (0)

= - 2x + 27- λ1 (I)
∂y: - 4y + 45 + λ1 (1) + λ2 (0)
= - 4y + 45 + λ1 (II)
∂z: - 10 - λ1 (1) + λ2 (1)
= - 10 – λ1 + λ2 (III)
REST 1: (x + y - z) λ1 = λ1 * x+ λ1 y – λ1*z

(z- 17,25) λ2 * z - 17,25 * λ2

S: λ1, λ2 ≥ 0

λ1 = 0 λ2 = 0

-10 - λ1 + λ2 = 0 (III)
-10 - 0 + 0 = 0
-10 ≥ 0 NO CUMPLE
λ1 = 0
-10 - λ1 – λ2 = 0
-10 + 0 – λ2 = 0
Λ2 = -10 NO CUMPLE

Λ2 = 0
-10 - λ1 + λ2 = 0
-10 - λ1 + 0 = 0
- λ1 = 10 (-I)/m/m
λ1 = |-10| SI CUMPLE

λ1 = |-10|
λ2 = 0
- 2x + 27 - λ1 = 0 (I)
- 2x + 27 - 10 = 0
X = 8,5 2x = 27 - 10
X = 17/2

-4y+ 45 - λ1 = 0 (II)
-4y + 45 - 10 = 0

4 y = 45 – 10
Y = 35 /4

Y = 8,75

PARA Z:

VALORES OPTIMOS

λ1 = |-10|

Λ2 = 0

X = 8,5

Y = 8,75

Z = 17,25

Z1: x + y ≤ z
Z = 8,5 + 8 ,75

Z = 17,25

VERIFICACION

R2: Z ≤ 17,25

17,25 ≤ 17,25 SI CUMPLE