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Improving a gradient based algorithm using the momentum term

Ahmad, Rohainin (2007) Improving a gradient based algorithm using the momentum term. In: Recent Advances In Theoretical and Numerical Methods. Penerbit UTM, Johor, pp. 81-92. ISBN 978-983-52-0610-8

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There are a number of algorithms that can be categorized as gradient based. One such algorithm is the Dynamic Integrated Systems Optimization and Parameter Estimation algorithm meant for solving nonlinear optimal control problems. A common trait to gradient based algorithms is that their search direction is determined by the gradient vector of the objective function. One peculiar behavior of gradient based searches is that any two consecutive directions would be perpendicular to each other. Because of this, the path of the search will zigzag towards the optimal solution. The zigzag movement of the search is associated with the unfavorable e?ect of slowing down the algorithms especially when the surface of the function is in the form of ravines. This chapter proposed the use of momentum term to append the search mechanism of said algorithm in order to overcome this zigzag problem. In our simulation we found that the momentum term managed to decrease the number of iterations needed by this algorithm to arrive at the optimum

Item Type:Book Section
Subjects:Q Science > Q Science (General)
ID Code:13497
Deposited By: Liza Porijo
Deposited On:09 Aug 2011 01:05
Last Modified:09 Aug 2011 01:05

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