The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin

Conjugate gradient methods are usually used to solve any problem that related to large number of variables such as a large linear system of equations. Different conjugate gradient algorithms correspond to different choices for the scalar parameter /^(Andrei, N. (2013). A simple three-term conjugate...

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Main Author: Shamsudin, Siti Nur Hafiza
Format: Thesis
Language:English
Published: 2019
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Online Access:https://ir.uitm.edu.my/id/eprint/40641/1/40641.pdf
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spelling my-uitm-ir.406412021-01-18T04:16:40Z The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin 2019-01 Shamsudin, Siti Nur Hafiza Mathematical statistics. Probabilities Analysis Algorithms Conjugate gradient methods are usually used to solve any problem that related to large number of variables such as a large linear system of equations. Different conjugate gradient algorithms correspond to different choices for the scalar parameter /^(Andrei, N. (2013). A simple three-term conjugate gradient algorithm for unconstrained optimization. Journal of Computational and Applied Mathematics, 241, 19-29.). However, if objectif function is linear function, then no different between CG method because it just produce the same results but when applied to general nonlinear functions, often the parameter /3k is computed using some other formulae which do not satisfy the conjugacy condition. Therefore, this study is conducted to compare the efficiency of CG methods base on the number of iteration and CPU time. The global convergence result is established using exact line searches. Numerical result shows that algorithm 2 which is one of the proposed CG methods is more efficiency when compared to other algorithms. 2019-01 Thesis https://ir.uitm.edu.my/id/eprint/40641/ https://ir.uitm.edu.my/id/eprint/40641/1/40641.pdf text en public degree Universiti Teknologi MARA Faculty of Computer and Mathematical Sciences Norddin, Nur Idalisa
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Norddin, Nur Idalisa
topic Mathematical statistics
Probabilities
Analysis
Algorithms
spellingShingle Mathematical statistics
Probabilities
Analysis
Algorithms
Shamsudin, Siti Nur Hafiza
The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
description Conjugate gradient methods are usually used to solve any problem that related to large number of variables such as a large linear system of equations. Different conjugate gradient algorithms correspond to different choices for the scalar parameter /^(Andrei, N. (2013). A simple three-term conjugate gradient algorithm for unconstrained optimization. Journal of Computational and Applied Mathematics, 241, 19-29.). However, if objectif function is linear function, then no different between CG method because it just produce the same results but when applied to general nonlinear functions, often the parameter /3k is computed using some other formulae which do not satisfy the conjugacy condition. Therefore, this study is conducted to compare the efficiency of CG methods base on the number of iteration and CPU time. The global convergence result is established using exact line searches. Numerical result shows that algorithm 2 which is one of the proposed CG methods is more efficiency when compared to other algorithms.
format Thesis
qualification_level Bachelor degree
author Shamsudin, Siti Nur Hafiza
author_facet Shamsudin, Siti Nur Hafiza
author_sort Shamsudin, Siti Nur Hafiza
title The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
title_short The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
title_full The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
title_fullStr The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
title_full_unstemmed The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin
title_sort efficiency of conjugate gradient methods with global convergence / siti nur hafiza shamsudin
granting_institution Universiti Teknologi MARA
granting_department Faculty of Computer and Mathematical Sciences
publishDate 2019
url https://ir.uitm.edu.my/id/eprint/40641/1/40641.pdf
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