Newton method with explicit group iteration for solving large scale unconstrained optimization problems
Numerous numerical methods have been used to solve unconstrained optimization problems. The Explicit Group iteration is one of the numerical methods that has an advantage of the efficient block iteration scheme for solving any linear system. In this paper we applied a combination of the Newton metho...
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| 主要な著者: | , , , |
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| フォーマット: | Conference or Workshop Item |
| 言語: | English English |
| 出版事項: |
Institute of Physics Publishing
2018
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| 主題: | |
| オンライン･アクセス: | https://eprints.ums.edu.my/id/eprint/31037/2/Newton%20method%20with%20explicit%20group%20iteration%20for%20solving%20large%20scale%20unconstrained%20optimization%20problems_ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/31037/3/Newton%20method%20with%20explicit%20group%20iteration%20for%20solving%20large%20scale%20unconstrained%20optimization%20problems.pdf https://eprints.ums.edu.my/id/eprint/31037/ https://iopscience.iop.org/article/10.1088/1742-6596/1132/1/012056/pdf |
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| 要約: | Numerous numerical methods have been used to solve unconstrained optimization problems. The Explicit Group iteration is one of the numerical methods that has an advantage of the efficient block iteration scheme for solving any linear system. In this paper we applied a combination of the Newton method with two-point Explicit Group (2-point EG) iterative scheme for solving large scale unconstrained optimization problems. In order to evaluate the performance of this method, combination between Newton method with classical Iterative methods namely Jacobi and Gauss-Seidel iterations were used as reference method. The numerical results show that our proposed method is more efficient than the reference method in terms of execution time, number of iteration and absolute error. |
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