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

Abdullah, Nor Amila Sofiya and Mohd Jalil, Nurul Nadia (2019) On solving unconstrained optimization problem using three term conjugate gradient method / Nor Amila Sofiya Abdullah and Nurul Nadia Mohd Jalil. Degree thesis, Universiti Teknologi MARA.

Abstract

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.

Metadata

Item Type: Thesis (Degree)
Creators:
CreatorsEmail / ID. Num
Abdullah, Nor Amila Sofiya2016289532
Mohd Jalil, Nurul Nadia2016284404
Contributors:
ContributionNameID Num. / Email
Thesis advisorNorddin, Nur IdalisaUNSPECIFIED
Subjects: Q Science > QA Mathematics > Equations
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
Item ID: 41324
Uncontrolled Keywords: Conjugate Gradient Method ; Storage Of Matrices ; Three-Term Conjugate Gradient Methods ; Rosenbrock ; Himmeblau Function ; Beale And White & Holst Function
URI: http://ir.uitm.edu.my/id/eprint/41324

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