A new three-term conjugate gradient method with application to regression analysis
Conjugate gradient (CG) method is well-known for its ability to solve unconstrained optimization (UO.) problems. This article presenting a new CG method with sufficient descent conditions which improves the former method developed by Rvaie, Mustafa, Ismail and Leong (RMIL). The efficacy of the propo...
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Institute of Advanced Engineering and Science
2022
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Online Access: | http://eprints.utm.my/id/eprint/98803/1/NormaAlias2022_ANewThreeTermConjugateGradient.pdf http://eprints.utm.my/id/eprint/98803/ http://dx.doi.org/10.11591/ijece.v12i5.pp5248-5259 |
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my.utm.988032023-02-02T09:05:59Z http://eprints.utm.my/id/eprint/98803/ A new three-term conjugate gradient method with application to regression analysis Nur Idalisa, Nur Idalisa Mohd Rivaie, Mohd. Rivaie Mohd. Noh, Nur Hidayah Salim Nasir, Mohd. Agos Fadhilah, Nurul Hafawati Alias, Norma QA Mathematics Conjugate gradient (CG) method is well-known for its ability to solve unconstrained optimization (UO.) problems. This article presenting a new CG method with sufficient descent conditions which improves the former method developed by Rvaie, Mustafa, Ismail and Leong (RMIL). The efficacy of the proposed method has been demonstrated through simulations on the Kijang Emas pricing regression problem. The daily data between January 2021 to May 2021 were obtained from Malaysian Ministry of Health and Bank Negara Malaysia. The dependent variable for this study was the Kijang Emas price, and the independent variables were the coronavirus disease (COVID-19) measures (i.e., new cases, R-naught, death cases, new recovered). Data collected were analyzed on its correlation and coefficient determinant, and the influences of COVID-19 on Kijang Emas price was examined through multiple linear regression model. Findings revealed that the suggested technique outperformed the existing CG algorithms in terms of computing efficiency. Institute of Advanced Engineering and Science 2022 Article PeerReviewed application/pdf en http://eprints.utm.my/id/eprint/98803/1/NormaAlias2022_ANewThreeTermConjugateGradient.pdf Nur Idalisa, Nur Idalisa and Mohd Rivaie, Mohd. Rivaie and Mohd. Noh, Nur Hidayah and Salim Nasir, Mohd. Agos and Fadhilah, Nurul Hafawati and Alias, Norma (2022) A new three-term conjugate gradient method with application to regression analysis. International Journal of Electrical and Computer Engineering, 12 (5). pp. 5248-5259. ISSN 2088-8708 http://dx.doi.org/10.11591/ijece.v12i5.pp5248-5259 DOI: 10.11591/ijece.v12i5.pp5248-5259 |
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QA Mathematics Nur Idalisa, Nur Idalisa Mohd Rivaie, Mohd. Rivaie Mohd. Noh, Nur Hidayah Salim Nasir, Mohd. Agos Fadhilah, Nurul Hafawati Alias, Norma A new three-term conjugate gradient method with application to regression analysis |
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Conjugate gradient (CG) method is well-known for its ability to solve unconstrained optimization (UO.) problems. This article presenting a new CG method with sufficient descent conditions which improves the former method developed by Rvaie, Mustafa, Ismail and Leong (RMIL). The efficacy of the proposed method has been demonstrated through simulations on the Kijang Emas pricing regression problem. The daily data between January 2021 to May 2021 were obtained from Malaysian Ministry of Health and Bank Negara Malaysia. The dependent variable for this study was the Kijang Emas price, and the independent variables were the coronavirus disease (COVID-19) measures (i.e., new cases, R-naught, death cases, new recovered). Data collected were analyzed on its correlation and coefficient determinant, and the influences of COVID-19 on Kijang Emas price was examined through multiple linear regression model. Findings revealed that the suggested technique outperformed the existing CG algorithms in terms of computing efficiency. |
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Article |
author |
Nur Idalisa, Nur Idalisa Mohd Rivaie, Mohd. Rivaie Mohd. Noh, Nur Hidayah Salim Nasir, Mohd. Agos Fadhilah, Nurul Hafawati Alias, Norma |
author_facet |
Nur Idalisa, Nur Idalisa Mohd Rivaie, Mohd. Rivaie Mohd. Noh, Nur Hidayah Salim Nasir, Mohd. Agos Fadhilah, Nurul Hafawati Alias, Norma |
author_sort |
Nur Idalisa, Nur Idalisa |
title |
A new three-term conjugate gradient method with application to regression analysis |
title_short |
A new three-term conjugate gradient method with application to regression analysis |
title_full |
A new three-term conjugate gradient method with application to regression analysis |
title_fullStr |
A new three-term conjugate gradient method with application to regression analysis |
title_full_unstemmed |
A new three-term conjugate gradient method with application to regression analysis |
title_sort |
new three-term conjugate gradient method with application to regression analysis |
publisher |
Institute of Advanced Engineering and Science |
publishDate |
2022 |
url |
http://eprints.utm.my/id/eprint/98803/1/NormaAlias2022_ANewThreeTermConjugateGradient.pdf http://eprints.utm.my/id/eprint/98803/ http://dx.doi.org/10.11591/ijece.v12i5.pp5248-5259 |
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