METODE KONJUGAT GRADIEN HIBRID BARU: METODE HS-CD UNTUK MENYELESAIKAN MASALAH OPTIMASI TAK BERKENDALA

Authors

  • T Murdani Saputra Universitas Syiah Kuala
  • Bib Paruhum Silalahi Program Studi Matematika, IPB University
  • Sugi Guritman Program Studi Matematika, IPB University

DOI:

https://doi.org/10.24252/msa.v8i1.12294

Abstract

Metode konjugat gradien adalah salah satu metode yang efektif dalam menyelesaikan permasalahan optimasi tak-berkendala dan metode ini juga termasuk salah satu metode iteratif. Pada tulisan ini, peneliti mengusulkan metode konjugat gradien hibrid baru yaitu metode new hybrid 4 yang merupakan gabungan antara metode Hestenes dan Stiefel – Conjugate Descent, dimana metode tersebut diusulkan berdasarkan ide dari metode yang telah diusulkan sebelumnya yaitu metode Polak, Ribiѐre dan Polyak - Fletcher dan Reeves atau metode NH1, metode Hestenes dan Stiefel – Dai dan Yuan atau metode NH2 dan metode Liu dan Storey – Conjugate Descent (NH3). Peneliti mengusulkan metode tersebut dengan menggabungkan antara metode HS dan CD, dimana metode tersebut memiliki kekurangan masing-masing. Dalam penelitian ini, peneliti membandingkan hasil numerik antara metode baru yaitu Metode HS-CD (NH4) dengan metode-metode sebelumnya serta membuktikan bahwa memenuhi sifat konvergen global dan memenuhi kondisi descent setiap iterasinya. Hasil numerik menunjukkan bahwa metode baru adalah sangat efisien dalam menyelesaikan fungsi nonlinear tak-berkendala. Metode tersebut juga terbukti memenuhi sifat konvergen global menggunakan kondisi Wolfe serta memenuhi kondisi descent di setiap iterasinya.

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Published

2020-07-06

How to Cite

[1]
T. M. Saputra, B. P. Silalahi, and S. Guritman, “METODE KONJUGAT GRADIEN HIBRID BARU: METODE HS-CD UNTUK MENYELESAIKAN MASALAH OPTIMASI TAK BERKENDALA”, MSA, vol. 8, no. 1, pp. 37–45, Jul. 2020.

Issue

Vol. 8 No. 1 (2020): Volume 8 Nomor 1

Section

Artikel

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