Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization

This thesis focus on the development of Scaled Three-Term Conjugate Gradient Method via the Davidon-Fletcher-Powell (DFF) quasi-Newton update for unconstrained optimization. The DFP method possess the merits of Newton’s method and steepest descent method while overcoming their disadvantages. O...

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Main Author:	Ibrahim, Arzuka
Format:	Thesis
Language:	English
Published:	2015
Subjects:	Conjugate gradient methods Numerical analysis
Online Access:	http://psasir.upm.edu.my/id/eprint/67646/1/IPM%202015%2018%20IR.pdf
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id	my-upm-ir.67646
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spelling	my-upm-ir.676462019-03-18T07:18:26Z Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization 2015-05 Ibrahim, Arzuka This thesis focus on the development of Scaled Three-Term Conjugate Gradient Method via the Davidon-Fletcher-Powell (DFF) quasi-Newton update for unconstrained optimization. The DFP method possess the merits of Newton’s method and steepest descent method while overcoming their disadvantages. Over the years the DFP update has been neglected as a result of lacking the self correcting property for bad Hessian approximation. In this thesis, we proposed a Scaled Three-Term Conjugate Gradient Method by utilizing the DFP update for the inverse Hessian approximation via memoryless quasi Newton’s method which satisfies both the sufficient descent and the conjugacy conditions. The basic philosophy is to restart the DFP update with a multiple of identity matrix in every iteration. An acceleration scheme is incorporated in the proposed method to enhance reduction in function value. Numerical results from an implementation of the proposed method on some standard unconstrained optimization problem shows that the proposed method is promising and exhibits superior numerical performance in comparison with other well-known conjugate gradient methods. Conjugate gradient methods Numerical analysis 2015-05 Thesis http://psasir.upm.edu.my/id/eprint/67646/ http://psasir.upm.edu.my/id/eprint/67646/1/IPM%202015%2018%20IR.pdf text en public masters Universiti Putra Malaysia Conjugate gradient methods Numerical analysis
institution	Universiti Putra Malaysia
collection	PSAS Institutional Repository
language	English
topic	Conjugate gradient methods Numerical analysis
spellingShingle	Conjugate gradient methods Numerical analysis Ibrahim, Arzuka Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
description	This thesis focus on the development of Scaled Three-Term Conjugate Gradient Method via the Davidon-Fletcher-Powell (DFF) quasi-Newton update for unconstrained optimization. The DFP method possess the merits of Newton’s method and steepest descent method while overcoming their disadvantages. Over the years the DFP update has been neglected as a result of lacking the self correcting property for bad Hessian approximation. In this thesis, we proposed a Scaled Three-Term Conjugate Gradient Method by utilizing the DFP update for the inverse Hessian approximation via memoryless quasi Newton’s method which satisfies both the sufficient descent and the conjugacy conditions. The basic philosophy is to restart the DFP update with a multiple of identity matrix in every iteration. An acceleration scheme is incorporated in the proposed method to enhance reduction in function value. Numerical results from an implementation of the proposed method on some standard unconstrained optimization problem shows that the proposed method is promising and exhibits superior numerical performance in comparison with other well-known conjugate gradient methods.
format	Thesis
qualification_level	Master's degree
author	Ibrahim, Arzuka
author_facet	Ibrahim, Arzuka
author_sort	Ibrahim, Arzuka
title	Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
title_short	Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
title_full	Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
title_fullStr	Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
title_full_unstemmed	Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization
title_sort	scaled three-term conjugate gradient method via davidon-fletcher-powell update for unconstrained optimization
granting_institution	Universiti Putra Malaysia
publishDate	2015
url	http://psasir.upm.edu.my/id/eprint/67646/1/IPM%202015%2018%20IR.pdf
_version_	1747812493848215552

Scaled three-term conjugate gradient method via Davidon-Fletcher-Powell update for unconstrained optimization

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