On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil

Conjugate Gradient method is commonly use to solve large scale unconstrained optimization problem. This is because they do not need the storage of matrices. Specifically, this project is to investigate more about three-term conjugate gradient methods. Inexact line search which is strong wolfe and mo...

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Main Authors: Abdullah, Nor Amila Sofiya, Mohd Jalil, Nurul Nadia
Format: Thesis
Language:English
Published: 2019
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/41324/1/41324.pdf
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spelling my-uitm-ir.413242021-02-04T09:54:21Z On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil 2019-07 Abdullah, Nor Amila Sofiya Mohd Jalil, Nurul Nadia Equations Mathematical statistics. Probabilities Analysis Algorithms Conjugate Gradient method is commonly use to solve large scale unconstrained optimization problem. This is because they do not need the storage of matrices. Specifically, this project is to investigate more about three-term conjugate gradient methods. Inexact line search which is strong wolfe and modified parameter was use in this project. The methods that had been use in this project are Liu (2018), Norddin et. al.(2018), and modified Three-term Hestenes-Steifel (2007). These methods have been tested using several optimization test functions which are Extended Rosenbrock, Himmeblau function, Beale and White & Holst function . The result is analysed based on the number of iteration and CPU time. This expectation result from this research is to identify the best method for strong wolfe to solve large scale unconstrained optimization problems. 2019-07 Thesis https://ir.uitm.edu.my/id/eprint/41324/ https://ir.uitm.edu.my/id/eprint/41324/1/41324.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 Equations
Equations
Analysis
Algorithms
spellingShingle Equations
Equations
Analysis
Algorithms
Abdullah, Nor Amila Sofiya
Mohd Jalil, Nurul Nadia
On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
description Conjugate Gradient method is commonly use to solve large scale unconstrained optimization problem. This is because they do not need the storage of matrices. Specifically, this project is to investigate more about three-term conjugate gradient methods. Inexact line search which is strong wolfe and modified parameter was use in this project. The methods that had been use in this project are Liu (2018), Norddin et. al.(2018), and modified Three-term Hestenes-Steifel (2007). These methods have been tested using several optimization test functions which are Extended Rosenbrock, Himmeblau function, Beale and White & Holst function . The result is analysed based on the number of iteration and CPU time. This expectation result from this research is to identify the best method for strong wolfe to solve large scale unconstrained optimization problems.
format Thesis
qualification_level Bachelor degree
author Abdullah, Nor Amila Sofiya
Mohd Jalil, Nurul Nadia
author_facet Abdullah, Nor Amila Sofiya
Mohd Jalil, Nurul Nadia
author_sort Abdullah, Nor Amila Sofiya
title On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
title_short On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
title_full On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
title_fullStr On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
title_full_unstemmed On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil
title_sort on solving unconstrained optimization problem using three term conjugate gradient method / nor amila sofiya abdullah and nurul nadia mohd jalil
granting_institution Universiti Teknologi MARA
granting_department Faculty of Computer and Mathematical Sciences
publishDate 2019
url https://ir.uitm.edu.my/id/eprint/41324/1/41324.pdf
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