Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan

Conjugate gradient (CG) methods are a family of significance methods for solving large-scale unconstrained optimization problems. This is because of the attractive features such as low memory requirement, simple computation and strong global convergence. In this paper, the efficiency of methods is d...

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Main Authors: Suhaimi, Alia Syafiqa, Md Hassan, Nur Hasnah
Format: Thesis
Language:English
Published: 2019
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/41379/1/41379.pdf
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spelling my-uitm-ir.413792021-02-05T03:54:31Z Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan 2019-07 Suhaimi, Alia Syafiqa Md Hassan, Nur Hasnah Mathematical statistics. Probabilities Analysis Analytical methods used in the solution of physical problems Algorithms Conjugate gradient (CG) methods are a family of significance methods for solving large-scale unconstrained optimization problems. This is because of the attractive features such as low memory requirement, simple computation and strong global convergence. In this paper, the efficiency of methods is determined by the number of iterations and CPU time. The focus of this study will be on solving using exact line search to solve the problem using three-term conjugate gradient methods. Four well- known classical conjugate gradients methods which are Dai and Yuan (DY), Fletcher- Reeves (FR), Hestenes-Stiefel (HS) and Polack-Ribiere-Polyak (PRP) are tested with four test functions. For everv test function, twelve initial points from four geometrical quadrants are chosen, some are close to the solution and some are further away. In this paper, the solutions using exact line search possess global convergence properties. The numerical results are analysed and presented by performance profile introduced by Dolan and Moore. 2019-07 Thesis https://ir.uitm.edu.my/id/eprint/41379/ https://ir.uitm.edu.my/id/eprint/41379/1/41379.pdf text en public degree Universiti Teknologi MARA Faculty of Computer and Mathematical Sciences Jusoh, Ibrahim
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Jusoh, Ibrahim
topic Mathematical statistics
Probabilities
Analysis
Analytical methods used in the solution of physical problems
Algorithms
spellingShingle Mathematical statistics
Probabilities
Analysis
Analytical methods used in the solution of physical problems
Algorithms
Suhaimi, Alia Syafiqa
Md Hassan, Nur Hasnah
Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
description Conjugate gradient (CG) methods are a family of significance methods for solving large-scale unconstrained optimization problems. This is because of the attractive features such as low memory requirement, simple computation and strong global convergence. In this paper, the efficiency of methods is determined by the number of iterations and CPU time. The focus of this study will be on solving using exact line search to solve the problem using three-term conjugate gradient methods. Four well- known classical conjugate gradients methods which are Dai and Yuan (DY), Fletcher- Reeves (FR), Hestenes-Stiefel (HS) and Polack-Ribiere-Polyak (PRP) are tested with four test functions. For everv test function, twelve initial points from four geometrical quadrants are chosen, some are close to the solution and some are further away. In this paper, the solutions using exact line search possess global convergence properties. The numerical results are analysed and presented by performance profile introduced by Dolan and Moore.
format Thesis
qualification_level Bachelor degree
author Suhaimi, Alia Syafiqa
Md Hassan, Nur Hasnah
author_facet Suhaimi, Alia Syafiqa
Md Hassan, Nur Hasnah
author_sort Suhaimi, Alia Syafiqa
title Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
title_short Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
title_full Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
title_fullStr Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
title_full_unstemmed Three term conjugate gradient for solving unconstrained optimization using exact line search / Alia Syafiqa Suhaimi & Nur Hasnah Md Hassan
title_sort three term conjugate gradient for solving unconstrained optimization using exact line search / alia syafiqa suhaimi & nur hasnah md hassan
granting_institution Universiti Teknologi MARA
granting_department Faculty of Computer and Mathematical Sciences
publishDate 2019
url https://ir.uitm.edu.my/id/eprint/41379/1/41379.pdf
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