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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Bibliographic Details
Published in:International Journal of Electrical and Computer Engineering
Main Author: Idalisa N.; Rivaie M.; Noh N.H.M.; Nasir M.A.S.; Fadhilah N.H.; Alias N.
Format: Article
Language:English
Published: Institute of Advanced Engineering and Science 2022
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85135164489&doi=10.11591%2fijece.v12i5.pp5248-5259&partnerID=40&md5=61ecf75a458649848c56e2276ad96c9a
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Summary: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. © 2022 Institute of Advanced Engineering and Science. All rights reserved.
ISSN:20888708
DOI:10.11591/ijece.v12i5.pp5248-5259