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Comparison of conjugate gradient method on solving unconstrained optimization problems

Conjugate gradient (CG) method approaches have been instrumental in solving unconstrained optimization problems. In 2020, Malik et al. have proposed a new hybrid coefficient (H-MS2), a combination of the RMIL coefficient and the new coefficient. In this paper, we propose the new method, which take...

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Main Authors: Maulana, Malik, Mustafa, Mamat, Siti Sabariah, Abas, Ibrahim, Mohammed Sulaiman, Sukono, ., Abdul Talib, Bon
Format: Conference or Workshop Item
Language:English
English
Published: 2020
Subjects:
QA Mathematics
Online Access:http://eprints.unisza.edu.my/1823/1/FH03-FIK-20-42148.pdf
http://eprints.unisza.edu.my/1823/2/FH03-FIK-20-42149.pdf
http://eprints.unisza.edu.my/1823/
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spelling my-unisza-ir.18232020-11-23T04:24:46Z http://eprints.unisza.edu.my/1823/ Comparison of conjugate gradient method on solving unconstrained optimization problems Maulana, Malik Mustafa, Mamat Siti Sabariah, Abas Ibrahim, Mohammed Sulaiman Sukono, . Abdul Talib, Bon QA Mathematics Conjugate gradient (CG) method approaches have been instrumental in solving unconstrained optimization problems. In 2020, Malik et al. have proposed a new hybrid coefficient (H-MS2), a combination of the RMIL coefficient and the new coefficient. In this paper, we propose the new method, which takes the new coefficients from H-MS2. Also, we will compare the new method and some of the classic methods that already based on the number of iterations and central processing unit (CPU) time. The new method fulfills the sufficient descent condition and global convergence properties, and it’s tested on a set functions under exact line search. The numerical results show that the new CG method has the best efficiency between all the methods tested. 2020 Conference or Workshop Item NonPeerReviewed text en http://eprints.unisza.edu.my/1823/1/FH03-FIK-20-42148.pdf text en http://eprints.unisza.edu.my/1823/2/FH03-FIK-20-42149.pdf Maulana, Malik and Mustafa, Mamat and Siti Sabariah, Abas and Ibrahim, Mohammed Sulaiman and Sukono, . and Abdul Talib, Bon (2020) Comparison of conjugate gradient method on solving unconstrained optimization problems. In: 5th North American International Conference on Industrial Engineering and Operations Management, 10-14 Aug 2020, Michigan, USA.
institution Universiti Sultan Zainal Abidin
building UNISZA Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Sultan Zainal Abidin
content_source UNISZA Institutional Repository
url_provider https://eprints.unisza.edu.my/
language English
English
topic QA Mathematics
spellingShingle QA Mathematics
Maulana, Malik
Mustafa, Mamat
Siti Sabariah, Abas
Ibrahim, Mohammed Sulaiman
Sukono, .
Abdul Talib, Bon
Comparison of conjugate gradient method on solving unconstrained optimization problems
description Conjugate gradient (CG) method approaches have been instrumental in solving unconstrained optimization problems. In 2020, Malik et al. have proposed a new hybrid coefficient (H-MS2), a combination of the RMIL coefficient and the new coefficient. In this paper, we propose the new method, which takes the new coefficients from H-MS2. Also, we will compare the new method and some of the classic methods that already based on the number of iterations and central processing unit (CPU) time. The new method fulfills the sufficient descent condition and global convergence properties, and it’s tested on a set functions under exact line search. The numerical results show that the new CG method has the best efficiency between all the methods tested.
format Conference or Workshop Item
author Maulana, Malik
Mustafa, Mamat
Siti Sabariah, Abas
Ibrahim, Mohammed Sulaiman
Sukono, .
Abdul Talib, Bon
author_facet Maulana, Malik
Mustafa, Mamat
Siti Sabariah, Abas
Ibrahim, Mohammed Sulaiman
Sukono, .
Abdul Talib, Bon
author_sort Maulana, Malik
title Comparison of conjugate gradient method on solving unconstrained optimization problems
title_short Comparison of conjugate gradient method on solving unconstrained optimization problems
title_full Comparison of conjugate gradient method on solving unconstrained optimization problems
title_fullStr Comparison of conjugate gradient method on solving unconstrained optimization problems
title_full_unstemmed Comparison of conjugate gradient method on solving unconstrained optimization problems
title_sort comparison of conjugate gradient method on solving unconstrained optimization problems
publishDate 2020
url http://eprints.unisza.edu.my/1823/1/FH03-FIK-20-42148.pdf
http://eprints.unisza.edu.my/1823/2/FH03-FIK-20-42149.pdf
http://eprints.unisza.edu.my/1823/
_version_ 1684657758431870976
score 13.211869

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