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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Main Authors: Khadizah Ghazali, Jumat Sulaiman, Y. Dasril, Darmesah Gabda
Format: Conference or Workshop Item
Language:English
English
Published: Institute of Physics Publishing 2018
Subjects:
Online Access: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
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author Khadizah Ghazali
Jumat Sulaiman
Y. Dasril
Darmesah Gabda
author_facet Khadizah Ghazali
Jumat Sulaiman
Y. Dasril
Darmesah Gabda
author_sort Khadizah Ghazali
collection UMS
description 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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spelling ums.eprints-310372021-11-16T07:40:27Z https://eprints.ums.edu.my/id/eprint/31037/ Newton method with explicit group iteration for solving large scale unconstrained optimization problems Khadizah Ghazali Jumat Sulaiman Y. Dasril Darmesah Gabda QC1-75 General 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. Institute of Physics Publishing 2018 Conference or Workshop Item PeerReviewed text en https://eprints.ums.edu.my/id/eprint/31037/2/Newton%20method%20with%20explicit%20group%20iteration%20for%20solving%20large%20scale%20unconstrained%20optimization%20problems_ABSTRACT.pdf text en https://eprints.ums.edu.my/id/eprint/31037/3/Newton%20method%20with%20explicit%20group%20iteration%20for%20solving%20large%20scale%20unconstrained%20optimization%20problems.pdf Khadizah Ghazali and Jumat Sulaiman and Y. Dasril and Darmesah Gabda (2018) Newton method with explicit group iteration for solving large scale unconstrained optimization problems. In: 3rd International Conference on Mathematical Sciences and Statistics, 6–8 February 2018, Putrajaya, Malaysia. https://iopscience.iop.org/article/10.1088/1742-6596/1132/1/012056/pdf
spellingShingle QC1-75 General
Khadizah Ghazali
Jumat Sulaiman
Y. Dasril
Darmesah Gabda
Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title_full Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title_fullStr Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title_full_unstemmed Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title_short Newton method with explicit group iteration for solving large scale unconstrained optimization problems
title_sort newton method with explicit group iteration for solving large scale unconstrained optimization problems
topic QC1-75 General
url 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
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