Cover Image

Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari

Conjugate Gradient (CG) method have an important role in solving large scale of unconstrained optimization. In this study, four different three term of RMIL CG method are tested. The three term that used are RMIL2012 method, TTRMIL method, 3TNRMIL method and Method 4 proposed by Norddin et al. in 20...

Full description

Saved in:
Bibliographic Details
Main Author: Johari, Riza Haryani
Format: Thesis
Language:English
Published: 2020
Subjects:
Mathematical statistics. Probabilities
Analysis
Algorithms
Online Access:http://ir.uitm.edu.my/id/eprint/40036/1/40036.pdf
http://ir.uitm.edu.my/id/eprint/40036/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.uitm.ir.40036
record_format eprints
spelling my.uitm.ir.400362021-01-04T00:52:10Z http://ir.uitm.edu.my/id/eprint/40036/ Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari Johari, Riza Haryani Mathematical statistics. Probabilities Analysis Algorithms Conjugate Gradient (CG) method have an important role in solving large scale of unconstrained optimization. In this study, four different three term of RMIL CG method are tested. The three term that used are RMIL2012 method, TTRMIL method, 3TNRMIL method and Method 4 proposed by Norddin et al. in 2018 with different value of /. Twelve test functions with different dimensions and initial points is used in this study. The test functions are Extended Himmelblau function, Shallow function, Quadratic QF1 function, Dixon and Price function, Diagonal 4 function, Zetd function, Three Hump Camel function, Six Hump Camel function, Booth function, Matyas function, McCormick function and Trecanni function. The performance of the method is verified through comparison with RMIL2012 and Method 4 and comparison between three term of RMIL CG method in every case. For the first case, the value of p , S and p that used in the line search are p = 0.5 s=land /z = 0.0001. For case 2 (a) and case 2 (b), different value of p from case 1 is used which is p = 0.1 and p = 0.9 while the value S and p used is the same value as in case 1. For the last case which are case 3 (a) and case 3 (b), different value of S is used in this study which is 5 = 0.1 and 5 = 100 while the value of p and p used is the same value as in case 1. The result has been obtained comprising the fulfilment of efficiency analysis based on the number of iterations and CPU time. Based on the result, the modified three term of RMIL methods performed the best compared to the classical CG method. 2020-01 Thesis NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/40036/1/40036.pdf Johari, Riza Haryani (2020) Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari. Degree thesis, Universiti Teknologi MARA.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Mathematical statistics. Probabilities
Analysis
Algorithms
spellingShingle Mathematical statistics. Probabilities
Analysis
Algorithms
Johari, Riza Haryani
Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
description Conjugate Gradient (CG) method have an important role in solving large scale of unconstrained optimization. In this study, four different three term of RMIL CG method are tested. The three term that used are RMIL2012 method, TTRMIL method, 3TNRMIL method and Method 4 proposed by Norddin et al. in 2018 with different value of /. Twelve test functions with different dimensions and initial points is used in this study. The test functions are Extended Himmelblau function, Shallow function, Quadratic QF1 function, Dixon and Price function, Diagonal 4 function, Zetd function, Three Hump Camel function, Six Hump Camel function, Booth function, Matyas function, McCormick function and Trecanni function. The performance of the method is verified through comparison with RMIL2012 and Method 4 and comparison between three term of RMIL CG method in every case. For the first case, the value of p , S and p that used in the line search are p = 0.5 s=land /z = 0.0001. For case 2 (a) and case 2 (b), different value of p from case 1 is used which is p = 0.1 and p = 0.9 while the value S and p used is the same value as in case 1. For the last case which are case 3 (a) and case 3 (b), different value of S is used in this study which is 5 = 0.1 and 5 = 100 while the value of p and p used is the same value as in case 1. The result has been obtained comprising the fulfilment of efficiency analysis based on the number of iterations and CPU time. Based on the result, the modified three term of RMIL methods performed the best compared to the classical CG method.
format Thesis
author Johari, Riza Haryani
author_facet Johari, Riza Haryani
author_sort Johari, Riza Haryani
title Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
title_short Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
title_full Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
title_fullStr Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
title_full_unstemmed Numerical solution of unconstrained optimization problems using three-term approach of RMIL conjugate gradient method / Riza Haryani Johari
title_sort numerical solution of unconstrained optimization problems using three-term approach of rmil conjugate gradient method / riza haryani johari
publishDate 2020
url http://ir.uitm.edu.my/id/eprint/40036/1/40036.pdf
http://ir.uitm.edu.my/id/eprint/40036/
_version_ 1688550912220463104
score 13.211869

Similar Items