Comparison between four non-classical conjugate gradient method for solving unconstrained optimization problem / Nik Nurshahfini Daud and Farah Ellyna Mohamad Fadzal

Daud, Nik Nurshahfini and Mohamad Fadzal, Farah Ellyna (2019) Comparison between four non-classical conjugate gradient method for solving unconstrained optimization problem / Nik Nurshahfini Daud and Farah Ellyna Mohamad Fadzal. Degree thesis, Universiti Teknologi MARA.

Abstract

Conjugate gradient method is an efficient technique to solve unconstrained optimization problem. This method was proposed by Magnus Hestenes and Eduard Stiefel in 1952. For our research, it focus on non-classical which is Fletcher-Reeves (FR) and PRP for hybrid conjugate gradient, modified, scaled and parametrized methods. Hybrid conjugate gradient is the combination of attractive features of known conjugate gradient such as PRP and FR. Modified is where the existing numerator and denominator is modified with new terms. Scaled is when a parameter is added at search direction. Parametrized is added a parameter to a classical conjugate gradient. To find the best method, we compare the methods in terms of its efficiency and robustness. Efficiency is measured by the number of iteration and CPU time. Whereas, robustness is the ability of method to solve the most problems or test function than other methods. As a conclusion, from this study, we could determine what are the factors could make PRP-FR Hybrid, Scaled, Modified and Parametrized methods more efficient and more robust.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Daud, Nik Nurshahfini
2016289504
Mohamad Fadzal, Farah Ellyna
2016284372
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Jusoh, Ibrahim
UNSPECIFIED
Subjects: Q Science > QA Mathematics > Mathematical statistics. Probabilities
Q Science > QA Mathematics > Analysis
Q Science > QA Mathematics > Instruments and machines > Electronic Computers. Computer Science > Algorithms
Divisions: Universiti Teknologi MARA, Terengganu > Kuala Terengganu Campus > Faculty of Computer and Mathematical Sciences
Programme: Bachelor of Science (Hons) Computational Mathematics
Keywords: Magnus Hestenes ; Eduard Stiefel ; Fletcher-Reeves ; Hybrid Conjugate
Date: July 2019
URI: https://ir.uitm.edu.my/id/eprint/39689
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