Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin

Conjugate Gradient (CG) methods have been practically used for solving unconstrained optimization problem. It is the most well known iterative techniques. CG methods deals with a test functions that come from a library CUTE test functions. Different test functions will lead to different shape. This...

Full description

Saved in:
Bibliographic Details
Main Author: Sobaruddin, Nurul Asyiqin
Format: Thesis
Language:English
Published: 2019
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/40649/1/40649.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-uitm-ir.40649
record_format uketd_dc
spelling my-uitm-ir.406492021-01-25T04:58:16Z Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin 2019-01 Sobaruddin, Nurul Asyiqin Mathematical statistics. Probabilities Analysis Algorithms Conjugate Gradient (CG) methods have been practically used for solving unconstrained optimization problem. It is the most well known iterative techniques. CG methods deals with a test functions that come from a library CUTE test functions. Different test functions will lead to different shape. This project focuses on the three CG methods which are PRP, RMIL2012 and DY with a two test functions which are Three Hump Camel Function and Dixon and Price Function. The test functions use are based on the valley shape. Many researcher only deal with initial point suggested interval of initial points, global solutions and different obstacles. Therefore, this study is conducted in order to know the sensitivity on the starting point and based on the result, it shown that an unstable condition has been detected when the decimal point is applied as an initial point. The performance profile that introduced by Dolan and More is used in order to analyze an efficiency of the method used. Based on the result, it shown that the focusing methods which are PRP and RMIL2012 is the best method for solving the problem. Finally, the trajectory plot for all of the methods and test functions have been done in order to know the movement from the initial point to the solution point. Based on the result, it shown that the zig zag pattern for the two test functions is less obviously can be seen since the number of iterations is small. 2019-01 Thesis https://ir.uitm.edu.my/id/eprint/40649/ https://ir.uitm.edu.my/id/eprint/40649/1/40649.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
Sobaruddin, Nurul Asyiqin
Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
description Conjugate Gradient (CG) methods have been practically used for solving unconstrained optimization problem. It is the most well known iterative techniques. CG methods deals with a test functions that come from a library CUTE test functions. Different test functions will lead to different shape. This project focuses on the three CG methods which are PRP, RMIL2012 and DY with a two test functions which are Three Hump Camel Function and Dixon and Price Function. The test functions use are based on the valley shape. Many researcher only deal with initial point suggested interval of initial points, global solutions and different obstacles. Therefore, this study is conducted in order to know the sensitivity on the starting point and based on the result, it shown that an unstable condition has been detected when the decimal point is applied as an initial point. The performance profile that introduced by Dolan and More is used in order to analyze an efficiency of the method used. Based on the result, it shown that the focusing methods which are PRP and RMIL2012 is the best method for solving the problem. Finally, the trajectory plot for all of the methods and test functions have been done in order to know the movement from the initial point to the solution point. Based on the result, it shown that the zig zag pattern for the two test functions is less obviously can be seen since the number of iterations is small.
format Thesis
qualification_level Bachelor degree
author Sobaruddin, Nurul Asyiqin
author_facet Sobaruddin, Nurul Asyiqin
author_sort Sobaruddin, Nurul Asyiqin
title Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
title_short Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
title_full Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
title_fullStr Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
title_full_unstemmed Numerical performance of three conjugate gradient methods using exact line search / Nurul Asyiqin Sobaruddin
title_sort numerical performance of three conjugate gradient methods using exact line search / nurul asyiqin sobaruddin
granting_institution Universiti Teknologi MARA
granting_department Faculty of Computer and Mathematical Sciences
publishDate 2019
url https://ir.uitm.edu.my/id/eprint/40649/1/40649.pdf
_version_ 1783734590078189568