An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis

This study employs exact line search iterative algorithms for solving large scale unconstrained optimization problems in which the direction is a three-term modification of iterative method with two different scaled parameters. The objective of this research is to identify the effectiveness of the n...

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Bibliographic Details
Main Authors: Siti Farhana Husin, Mustafa Mamat, Mohd Asrul Hery Ibrahim, Mohd Rivaie
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/6/977
Description
Summary:This study employs exact line search iterative algorithms for solving large scale unconstrained optimization problems in which the direction is a three-term modification of iterative method with two different scaled parameters. The objective of this research is to identify the effectiveness of the new directions both theoretically and numerically. Sufficient descent property and global convergence analysis of the suggested methods are established. For numerical experiment purposes, the methods are compared with the previous well-known three-term iterative method and each method is evaluated over the same set of test problems with different initial points. Numerical results show that the performances of the proposed three-term methods are more efficient and superior to the existing method. These methods could also produce an approximate linear regression equation to solve the regression model. The findings of this study can help better understanding of the applicability of numerical algorithms that can be used in estimating the regression model.
ISSN:2227-7390