An Efficient Three-Term Iterative Method for Estimating Linear Approximation Models in Regression Analysis

Siti Farhana Husin, Mustafa Mamat, Mohd Asrul Hery Ibrahim and Mohd Rivaie
Additional contact information
Siti Farhana Husin: Faculty of Informatics and Computing, Universiti Sultan Zainal Abidin, Terengganu 21300, Malaysia
Mustafa Mamat: Faculty of Informatics and Computing, Universiti Sultan Zainal Abidin, Terengganu 21300, Malaysia
Mohd Asrul Hery Ibrahim: Faculty of Entrepreneurship and Business, Universiti Malaysia Kelantan, Kelantan 16100, Malaysia
Mohd Rivaie: Department of Computer Sciences and Mathematics, Universiti Teknologi Mara, Terengganu 54000, Malaysia

Mathematics, 2020, vol. 8, issue 6, 1-12

Abstract: This study employs exact line search iterative algorithms for solving large scale unconstrained optimization problems in which the direction is a three-term modification of iterative method with two different scaled parameters. The objective of this research is to identify the effectiveness of the new directions both theoretically and numerically. Sufficient descent property and global convergence analysis of the suggested methods are established. For numerical experiment purposes, the methods are compared with the previous well-known three-term iterative method and each method is evaluated over the same set of test problems with different initial points. Numerical results show that the performances of the proposed three-term methods are more efficient and superior to the existing method. These methods could also produce an approximate linear regression equation to solve the regression model. The findings of this study can help better understanding of the applicability of numerical algorithms that can be used in estimating the regression model.

Keywords: steepest descent method; large-scale unconstrained optimization; regression model (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/8/6/977/pdf (application/pdf)
https://www.mdpi.com/2227-7390/8/6/977/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:8:y:2020:i:6:p:977-:d:371902

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().