A new kind of conjugate gradient methods for unconstrained optimization

Conjugate gradient (CG) algorithms have been broadly applied to solve large-scale unconstrained optimization problems, because of its robustness, low memory requirement, and global convergence properties. Numerous studies and modifications have been carried out recently to improve these methods. In...

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Bibliographic Details
Main Author: Rabi'u Bashir Yunus (Author)
Corporate Author: Universiti Sultan Zainal Abidin . Faculty of Informatics & Computing
Format: Thesis Book
Language:English
Subjects:

MARC

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100 0 |a Rabi'u Bashir Yunus ,   |e author 
245 1 2 |a A new kind of conjugate gradient methods for unconstrained optimization   |c Rabi'u Bashir Yunus 
264 0 |c 2015 
300 |a xi, 118 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 of Science) - Universiti Sultan Zainal Abidin, 2015 
504 |a Includes bibliographical references (leaves 82-84) 
505 0 |a 1. General introduction -- 2. Mathematical review in optimization -- 3. Unconstrained optimization methods -- 4. New modification of CG methods -- 5. Numerical results and discussion -- 6. Conclusion 
520 |a Conjugate gradient (CG) algorithms have been broadly applied to solve large-scale unconstrained optimization problems, because of its robustness, low memory requirement, and global convergence properties. Numerous studies and modifications have been carried out recently to improve these methods. In this research, a new modification of CG coefficient (f3k) is proposed in order to solve unconstrained optimization problems using the exact line searches. The idea of the modification is motivated based on the formula of Rivaie, Abdelrhaman, Mustafa and Ismail (RAMI) method. The new proposed f3k has been tested upon nineteen standard optimization test problems using MATLAB version 7.6.0 (R2008a) subroutine programming. The new proposed f3k is compared in terms of number of iteration and CPU time with other two classical formula of Fletcher and Reeves (FR), Polak, Ribiere and Polyak (PRP) and recent version of CG RAMI method. For every problems, four different initial points have been considered, ranging from the nearby, to the one that is far away from the solution point. The numerical results have clearly shown that this new proposed formula performs better than the FR, PRP and RAMI method. It also maintains its simplicity and possesses sufficient descent condition and global convergence properties. 
610 2 0 |a Conjugate gradient methods-Data processing 
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 
655 0 |a Dissertations, Academic 
710 2 |a Universiti Sultan Zainal Abidin .   |b Faculty of Informatics & Computing 
999 |a 1000167575   |b Thesis   |c Reference   |e Tembila Campus