Newton method with explicit group iteration for solving large scale unconstrained optimization problems

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.

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Abstract

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.

Item Type: Conference or Workshop Item (Paper)
Keyword: Newton method , Two-point explicit group , 2-point EG
Subjects: Q Science > QC Physics > QC1-999 Physics > QC1-75 General
Department: FACULTY > Faculty of Social Sciences and Humanities
Depositing User: SAFRUDIN BIN DARUN -
Date Deposited: 16 Nov 2021 15:40
Last Modified: 16 Nov 2021 15:40
URI: https://eprints.ums.edu.my/id/eprint/31037

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