Title :
An Adaptive Perturbation Scheme in Finite Difference Gradient Approximation
Author :
Sadeeq-Ullah, M. ; Azzam-ul-Asar ; Siraj-ul-Islam
Author_Institution :
Dept. of Comput. Sci., Univ. of Peshawar, Peshawar
Abstract :
The idea presented in this paper is to make perturbation constant adaptive in finite difference gradient approximation. In the proposed method we keep perturbation constant relatively large in the beginning and reduce it as the number of iterations proceed. It is also shown that large perturbation may cause false gradient information included in the approximated gradient. Problem of false gradient information is solved by placing a check not to include it in the resultant gradient. Numerical experiments show practical usefulness and improved convergence of the new approach.
Keywords :
approximation theory; finite difference methods; gradient methods; perturbation theory; adaptive perturbation scheme; finite difference gradient approximation; iterative process; Algorithm design and analysis; Approximation algorithms; Computer science; Convergence of numerical methods; Design optimization; Difference equations; Finite difference methods; Iterative algorithms; Mathematical model; Stochastic processes;
Conference_Titel :
Emerging Technologies, 2007. ICET 2007. International Conference on
Conference_Location :
Islamabad
Print_ISBN :
978-1-4244-1493-2
Electronic_ISBN :
978-1-4244-1494-9
DOI :
10.1109/ICET.2007.4516337