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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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 |
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Universiti Teknologi MARA |
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Norddin, Nur Idalisa |
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Mathematical statistics Probabilities Analysis Algorithms |
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Mathematical statistics Probabilities Analysis Algorithms Shamsudin, Siti Nur Hafiza The efficiency of conjugate gradient methods with global convergence / Siti Nur Hafiza Shamsudin |
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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. |
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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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1783734589252960256 |