An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis
Abstract
:1. Introduction
2. Evolution of Steepest Descent Method
3. Algorithm and Convergence Analysis of New Three-Term Search Direction
Algorithm 1: Steepest Descent Method. |
Step 0: Given a starting or initial point , set . Step 1: Determine the direction, using (5). Step 2: Evaluate step length or step size, using exact line search as in (2). Step 3: Update new point, for . If , then, stop, else go to Step 1. |
3.1. Convergence Analysis
3.1.1. Sufficient Descent Conditions
3.1.2. Global Convergence
4. Numerical Experiments
5. Implementation in the Regression Model
6. Conclusions and Future Recommendations
Author Contributions
Funding
Conflicts of Interest
References
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Number | Functions | Initial Points |
---|---|---|
F1 | Extended White and Holst [23] | (0,0,…,0), (2,2,…,2), (5,5,…,5) |
F2 | Extended Rosenbrock [24] | (0,0,…,0), (2,2,…,2), (5,5,…,5) |
F3 | Extended Freudenstein and Roth [24] | (0.5,0.5,…,0.5), (4,4,…,4), (5,5,…,5) |
F4 | Extended Beale [25] | (0,0,…,0), (2.5,2.5,…,2.5), (5,5,…,5) |
F5 | Raydan 1 [23] | (1,1,…,1), (20,20,…,20), (5,5,…,5) |
F6 | Extended Tridiagonal 1 [23] | (2,2,…,2), (3.5,3.5,…,3.5), (7,7,…,7) |
F7 | Diagonal 4 [23] | (1,1,…,1), (5,5,…,5), (10,10,…,10) |
F8 | Extended Himmelblau [25] | (1,1,…,1), (5,5,…,5), (15,15,…,15) |
F9 | Fletcher [23] | (0,0,…,0), (2,2,…,2), (7,7,…,7) |
F10 | Nonscomp [23] | (3,3,…,3),(10,10,…,10),(15,15,…,15) |
F11 | Extended Denschnb [23] | (1,1,…,1), (5,5,…,5), (15,15,…,15) |
F12 | Shallow [26] | (−2,−2,…,−2), (0,0,…,0), (5,5,…,5) |
F13 | Generalized Quartic [23] | (1,1,…,1), (4,4,…,4), (−1,−1,…,−1) |
F14 | Power [23] | (−3,−3,…,−3), (1,1,…,1), (5,5,…,5) |
F15 | Quadratic 1 [23] | (−3,−3,…,−3), (1,1,…,1), (10,10,…,10) |
F16 | Extended Sum Squares [27] | (2,2,…,2),(10,10,…,10),(−15,−15,…,−5) |
F17 | Extended Quadratic Penalty 1 [23] | (1,1,…,1), (10,10,…,10), (15,15,…,15) |
F18 | Extended Penalty [23] | (1,1,…,1), (5,5,…,5), (10,10,…,10) |
F19 | Leon [28] | (1,1,…,1), (5,5,…,5), (10,10,…,10) |
F20 | Extended Quadratic Penalty 2 [23] | (5,5,…,5), (10,10,…,10), (15,15,…,15) |
F21 | Maratos [23] | (1.1,1.1,…,1.1), (5,5,…,5), (10,10,…,10) |
F22 | Three Hump [29] | (3,3), (20,20), (50,50) |
F23 | Six Hump [29] | (10,10), (15,15), (20,20) |
F24 | Booth [25] | (3,3), (20,20), (50,50) |
F25 | Trecanni [30] | (−5,−5), (20,20), (50,50) |
F26 | Zettl [25] | (−10,−10), (20,20), (50,50) |
Methods | Total Number of Iterations | Total Number of Cpu Times (s) | Cpu Time Per Iteration (s) | Successful Functions Solved (%) |
---|---|---|---|---|
SDC | 329,978 | 2638.52 | 0.007996 | 74.45 |
ZMRI | 106,316 | 493.10 | 0.004638 | 75.18 |
RRM | 155,271 | 1412.42 | 0.009096 | 72.02 |
WH | 116,822 | 890.50 | 0.007623 | 82.48 |
TTSD1 | 70,520 | 376.43 | 0.005338 | 81.02 |
TTSD2 | 73,981 | 430.40 | 0.005818 | 82.97 |
Methods | Parameters | Number of Iterations | CPU Time (s) | Sum of Relative Errors | |
---|---|---|---|---|---|
a0 | a1 | ||||
Direct Inverse | −0.018027898 | 0.125610046 | − | − | 0.900514941 |
TTSD1 | −0.01802868 | 0.125610507 | 3 | 0.1257256 | 0.900507129 |
TTSD2 | −0.018027192 | 0.125609646 | 11 | 0.1104726 | 0.900523836 |
WH | −0.018025098 | 0.125608377 | 65 | 0.1682789 | 0.900540824 |
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Husin, S.F.; Mamat, M.; Ibrahim, M.A.H.; Rivaie, M. An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis. Mathematics 2020, 8, 977. https://doi.org/10.3390/math8060977
Husin SF, Mamat M, Ibrahim MAH, Rivaie M. An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis. Mathematics. 2020; 8(6):977. https://doi.org/10.3390/math8060977
Chicago/Turabian StyleHusin, Siti Farhana, Mustafa Mamat, Mohd Asrul Hery Ibrahim, and Mohd Rivaie. 2020. "An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis" Mathematics 8, no. 6: 977. https://doi.org/10.3390/math8060977
APA StyleHusin, S. F., Mamat, M., Ibrahim, M. A. H., & Rivaie, M. (2020). An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis. Mathematics, 8(6), 977. https://doi.org/10.3390/math8060977