Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi

In Mathematical problems, optimization is a technique for finding minimization or maximization in order to find the best value of a function. This project is conducted to solve unconstrained optimization problem using numerical method. One of the numerical method that can be used to solve optimizati...

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Main Authors:	Abdullah, Siti Aminah, Mohd Arizi, Nur Anisah Najwa
Format:	Thesis
Language:	English
Published:	2019
Subjects:	Mathematical statistics Probabilities Analysis Algorithms
Online Access:	https://ir.uitm.edu.my/id/eprint/40153/1/40153.pdf
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id	my-uitm-ir.40153
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spelling	my-uitm-ir.401532021-01-06T13:00:31Z Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi 2019-07 Abdullah, Siti Aminah Mohd Arizi, Nur Anisah Najwa Mathematical statistics. Probabilities Analysis Algorithms In Mathematical problems, optimization is a technique for finding minimization or maximization in order to find the best value of a function. This project is conducted to solve unconstrained optimization problem using numerical method. One of the numerical method that can be used to solve optimization problems is Conjugate Gradient (CG) method as it is one of the most used method in solving large scale unconstrained optimization problems. There are many types of CG method such as classical, parameterize, scalar, hybrid and modified CG. In this research, it focuses on three modified CG method due the nice descent and convergent properties rather than existing CG method. These modification were proposed by some researchers to increase the efficiency by adding three different third term for each method. The chosen three modified CG methods are the modification of RMIL which has been proposed by Khadijah et al. denoted as SKRMI, the modification of RMIL which has been proposed by Norrdin et al. denoted as Method 2 and the modification of PRP which has been proposed by Zhang et al. denoted as MPRP method. All these methods were tested with five different test functions and different initial points. Then, it will be compared based on its performances by evaluating the number of iteration and CPU times. Thus, the best method among these modified CG will be determined. 2019-07 Thesis https://ir.uitm.edu.my/id/eprint/40153/ https://ir.uitm.edu.my/id/eprint/40153/1/40153.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	Mathematical statistics Probabilities Analysis Algorithms
spellingShingle	Mathematical statistics Probabilities Analysis Algorithms Abdullah, Siti Aminah Mohd Arizi, Nur Anisah Najwa Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
description	In Mathematical problems, optimization is a technique for finding minimization or maximization in order to find the best value of a function. This project is conducted to solve unconstrained optimization problem using numerical method. One of the numerical method that can be used to solve optimization problems is Conjugate Gradient (CG) method as it is one of the most used method in solving large scale unconstrained optimization problems. There are many types of CG method such as classical, parameterize, scalar, hybrid and modified CG. In this research, it focuses on three modified CG method due the nice descent and convergent properties rather than existing CG method. These modification were proposed by some researchers to increase the efficiency by adding three different third term for each method. The chosen three modified CG methods are the modification of RMIL which has been proposed by Khadijah et al. denoted as SKRMI, the modification of RMIL which has been proposed by Norrdin et al. denoted as Method 2 and the modification of PRP which has been proposed by Zhang et al. denoted as MPRP method. All these methods were tested with five different test functions and different initial points. Then, it will be compared based on its performances by evaluating the number of iteration and CPU times. Thus, the best method among these modified CG will be determined.
format	Thesis
qualification_level	Bachelor degree
author	Abdullah, Siti Aminah Mohd Arizi, Nur Anisah Najwa
author_facet	Abdullah, Siti Aminah Mohd Arizi, Nur Anisah Najwa
author_sort	Abdullah, Siti Aminah
title	Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
title_short	Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
title_full	Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
title_fullStr	Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
title_full_unstemmed	Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi
title_sort	comparison of three modified conjugate gradient methods to solve unconstrained optimization problems / siti aminah abdullah & nur anisah najwa mohd arizi
granting_institution	Universiti Teknologi MARA
granting_department	Faculty of Computer and Mathematical Sciences
publishDate	2019
url	https://ir.uitm.edu.my/id/eprint/40153/1/40153.pdf
_version_	1783734565325504512

Comparison of three modified Conjugate Gradient methods to solve unconstrained optimization problems / Siti Aminah Abdullah & Nur Anisah Najwa Mohd Arizi

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