An alternative formula for conjugate gradient coefficient with descent properties for unconstrained optimization

Conjugate gradient method (CG) plays a crucial role in unconstrained optimization. Numerous research and modifications have been done recently to improve these methods efficiency. In this research, a new formula for CG coefficient Cf3k) is proposed for solving unconstrained optimization problems usi...

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Bibliographic Details
Main Author: Ibrahim Sulaiman Mohammed (Author)
Corporate Author: Universiti Sultan Zainal Abidin . Faculty of Informatics and Computing
Format: Thesis Book
Language:English
Subjects:

MARC

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050 0 0 |a TK5102.9   |b .I27 2015 
090 0 0 |a TK5102.9   |b .I27 2015 
100 0 |a Ibrahim Sulaiman Mohammed ,   |e author 
245 1 3 |a An alternative formula for conjugate gradient coefficient with descent properties for unconstrained optimization   |c Ibrahim Sulaiman Mohammed 
264 0 |c 2015 
300 |a xv, 133 leaves :   |b ill. (some col.) ;   |c 30 cm. 
336 |a text  |2 rdacontent 
337 |a unmediated  |2 rdamedia 
338 |a volume  |2 rdacarrier 
502 |a Thesis (Degree of Master) - Universiti Sultan Zainal Abidin, 2015 
504 |a Includes bibliographical references (leaves 90-93) 
505 0 |a 1. Introduction -- 2. The fundamental concept of unconstrained optimizations -- 3. Unconstrained optimization method -- 4. An alternative formula for CG coefficient -- 5. Numerical results and discussions -- 6. Conclusion and suggestions 
520 |a Conjugate gradient method (CG) plays a crucial role in unconstrained optimization. Numerous research and modifications have been done recently to improve these methods efficiency. In this research, a new formula for CG coefficient Cf3k) is proposed for solving unconstrained optimization problems using exact line searches. This new (f3k) has been tested based on twenty one standard optimization test problems using MATLAB version 7.6.0 (R 2008a) subroutine programing to check its efficiency and robustness. The new formula is compared with well-known CG formulas of Fletcher and Reeves (FR), Polak, Ribiere and Polyak (PRP) and a recent version of CG by Abdelrhaman, Mustafa, Rivaie, and Ismail (AMRI) methods. For every test problem, four different initial points are used ranging from points closer to the solution points, and moving on to the points that are further away. The numerical results based on number of iterations and CPU time are analysed using the performance profile introduced by Dolan and More. The result shows that this new version of CG formula outperforms the performance of FR, PR and AMRI methods in terms of number of iterations and CPU time, while still retaining its simplicity. It is also shown that this method possesses global convergence properties. 
610 2 0 |a Universiti Sultan Zainal Abidin   |x Dissertations 
610 2 0 |a Universiti Sultan Zainal Abidin   |x Faculty of Informatics and Computing   |v Dissertations 
650 0 |a Conjugate gradient methods 
650 0 |a Electromagnetism   |x Mathematical models 
655 0 |a Dissertations, Academic 
710 2 |a Universiti Sultan Zainal Abidin .   |b Faculty of Informatics and Computing 
999 |a 1000165551   |b Thesis   |c Reference   |e Tembila Campus