Judul: Pengoptimuman Risiko dan Profit dalam Perencanaan Investasi Bank dengan Metode Goal programming dan Fuzzy Goal Programming.
Abstrak: Bank is defined as a financial institution that operates to collect funds from the public in the form of deposits and distributing the funds to the public in the form of credit, etc. Sources of bank funding come from equity capital, demand deposits, time deposits, and saving deposits. The funding will be used for a variety of financing, especially to the assets that can generate profits, such as credit, investment, etc. In the bank investment problem there are three objective functions, which minimize the risk assets, maximize the profit, and minimize the capital adequacy. In this work, the problems are formulated in the form of goal programming (GP) and fuzzy goal programming (FGP) and solved by using LINGO 11.0. GP method requires the decision maker precisely define the aspiration level of each objective function to be achieved. But in many cases the aspiration levels are not properly determined, they are intrinsically fuzzy. FGP method uses imprecise aspiration level for each fuzzy goal. The fuzzy goals are to be characterized by their respective membership functions. Therefore by determining the tolerance value for each fuzzy goal, each goal will be obtained at an interval specified tolerance. The goals are risk assets =707.5∈ 595,805 , profit =28100∈ 26695,29505 , and capital adequacy =118.5∈ 64.9,171.5 .
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Judul: Pemodelan goal programming dan dualitas bagi fungsi resiko L1 untuk optimasi portofolio serta analisis regresinya
Abstrak: Pemrograman linear merupakan alat riset operasi yang paling efektif. Model ini menyelesaikan kasus dengan cara memaksimumkan atau meminimumkan fungsi tujuan terhadap suatu susunan kendala. Hanya saja jika memiliki beberapa tujuan atau sasaran yang hendak dicapai, model ini tidak dapat menyelesaikannya. Model goal programming yang diperkenalkan oleh A. Chames & W.W. Cooper pada tahun 1961 merupakan perluasan dari model pemrograman linear yang dapat menyelesaikan masalah yang menghendaki pencapaian aneka tujuan. Salah satu penerapan model ini yang cukup menarik adalah masalah investasi portofolio. Analisis goal programming meminimumkan tingkat resiko dari masing- masing saham yang ditawarkan. Model resiko yang digunakan adalah model fungsi resiko L oleh Konno & Yamazaki (1991) yang merupakan modifikasi model fungsi resiko Markowitz. Pemodelan goal programming bagi fungsi resiko L, menghadirkan variabel deviasional, v, dan w,, yang selalu bernilai positif (syarat ketaknegatifan). Variabel deviasional, yang menampung penyimpangan atau deviasi yang akan terjadi pada fungsi kendala, akan diminimumkan di dalam fungsi tujuan. Kemudian untuk mendapatkan solusi optimal digunakan perangkat lunak Linear Interactive Discrete Optimizer (LINDO). Dualitas digunakan untuk menentukan kondisi frontier yang efisien (efficient frontier) yang merupakan tujuan utama dalam perencanaan portofolio. Kondisi ini menggambarkan keuntungan maksimum bagi sekumpulan portofolio untuk setiap level tingkat resiko. Kondisi efficient frontier akan terpenuhi jika variabel dualnya, dan y, bernilai positif. Analisis regresi dilakukan untuk menduga model keuntungan r(t) yang dibuat dalam bentuk linear, r(t) = a + bi+ &, dengan sebagai periode waktu dan & merupakan galat. Pendugaan model ini dapat juga dilakukan dengan menggunakan model goal programming yang mempunyai jumlah galat yang lebih kecil dibandingkan dengan analisis regresi. Hanya saja model goal programming tidak mampu menghitung koefisien determinasinya (R), yang mengukur proporsi keragaman. Dengan kata lain baliwa penghitungan koefisien regresi linear dengan model goal programming lebih tepat dilakukan jika fungsi yang dibangun benar-benar linear.
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Judul: Characteristic of chili drying (Capsicum annum L.) as a natural dyeing cosmetic
Abstrak: Chilli (Capsicum sp.) contains carotenoids, which are a group of natural pigments consist of red, orange or yellow color. Carotenoids can be dissolved in lipid so that they can be applied to oil-based cosmetic ingredients. Therefore, chilli is potential to be developed as cosmetic colorants. However, pungency of red chili needs to be removed because it is irritating and it provides stinging sensation to skin. Red chilli was investigated as a potent material for a cosmetic colourant in this research because it has a nice uniform red color and has a pungency level less than cayenne pepper. The purpose of this research was to investigate the influence of blanching on drying characteristics of red chilli using a tray dryer, determine the proper time of chili blanching in sodium bisulfite solution, examine color changes stability of red chili powder as a cosmetic dye, and analyze the effect of oleoresin extraction on color and pungency level of red chili powder. The results showed that blanching could affect the drying characteristics. Blanching the chilli for 9 minutes prior drying could speed up the drying rate of chilli and thus the drying time, therefore, the chilli achieved the desired moisture content fast. Sodium bisulfite solution of 0.2%, used as the blanching media, could maintain the color well. However, longer time of blanching might cause several pigments soluble in the blanching media. Blanching the chilli for 9 minutes was able to maintain red color after the stability tested and after extraction of oleoresin. Therefore, blanching red chilli in a solution of 0.2% sodium bisulfite for 9 minutes prior drying is concluded as the best treatment to retain the color of red chilli powder
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