A numerical experiment on some gradient methods
Date
3-1991
Degree
Bachelor of Science in Applied Mathematics
College
College of Arts and Sciences (CAS)
Adviser/Committee Chair
Norberto R. Navarrete Jr.
Abstract
This paper studied the gradient methods for solving unconstrained minimization problem. These methods solve the problem by iteratively finding a descent direction using the gradient information and a step length along this direction. The steepest descent algorithm, Marguardt-Levenberg algorithm and the Davidon-Fletcher-Powell algorithm are some of the most commonly used technique under this class. Implementation of these algorithms were compared to the over-all efficiency and their performance per iteration. On the over-all performance level the Marguardt-Levenberg algorithm proved to be more efficient the other two. The iteration level comparison showed that a large amount of time was consumed by the Marguardt-Levenberg during the direction finding step while the other two spent most of their time in the step length evaluation.
Language
English
Location
UPLB Main Library Special Collections Section (USCS)
Call Number
Thesis
Recommended Citation
Pamplona, Emilie P., "A numerical experiment on some gradient methods" (1991). Undergraduate Theses. 10075.
https://www.ukdr.uplb.edu.ph/etd-undergrad/10075
Document Type
Thesis