ORIGINAL RESEARCH article

Front. Appl. Math. Stat., 08 November 2022

Sec. Optimization

Volume 8 - 2022 | https://doi.org/10.3389/fams.2022.1014956

Modified spectral conjugate gradient iterative scheme for unconstrained optimization problems with application on COVID-19 model

  • 1. Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Indonesia, Depok, Indonesia

  • 2. School of Quantitative Sciences, Institute of Strategic Industrial Decision Modelling, Universiti Utara Malaysia, Sintok, Kedah, Malaysia

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Abstract

In this work, a new class of spectral conjugate gradient (CG) method is proposed for solving unconstrained optimization models. The search direction of the new method uses the ZPRP and JYJLL CG coefficients. The search direction satisfies the descent condition independent of the line search. The global convergence properties of the proposed method under the strong Wolfe line search are proved with some certain assumptions. Based on some test functions, numerical experiments are presented to show the proposed method's efficiency compared with other existing methods. The application of the proposed method for solving regression models of COVID-19 is provided.

Mathematics subject classification:

65K10, 90C52, 90C26.

1. Introduction

The coronavirus disease, often called COVID-19, is an acute vector infectious disease that emerged in 2019. This disease is caused by the newly discovered coronavirus (SARS-CoV-2) and can be transmitted through droplets produced when an infected person exhales, sneezes, or coughs. Most people infected with the virus will experience mild to moderate symptoms, such as low-grade fever, runny nose, and difficulty breathing, and recover without special treatment [1].

Clinically, as of December 19, 2021, a total of 4,260,544 confirmed cases of COVID-19, with 4,111,619 recoveries and 144,002 deaths, were recorded from all regions in Indonesia since the disease was first reported in Wuhan, China [2]. To date, many studies have been carried out to model various aspects related to the coronavirus outbreak, and several researchers have also applied numerical methods to several COVID-19 models. For instance, Aggarwal et al. [3] proposed a partial differential equation model to calculate the number of COVID-19 cases in Punjab by using the modified cubic B-spline function and differential quadrature method. Other numerical methods which are applied to solve the COVID-19 model were proposed by Amar et al. [4] and Sulaiman et al. [5]. Amar et al. used various statistics and machine learning modeling approaches to forecast the COVID-19 spread in Egypt. Meanwhile, Sulaiman et al. proposed a new three-term conjugate gradient optimization method for the data from the global confirmed cases of COVID-19 from January to September 2020.

The conjugate gradient (CG) method plays an important role in solving large-scale optimization models because it uses low memory and good convergence properties. This method was first introduced by Hestenes and Stiefel [26] and is used to solve a system of linear equations. After that, in 1964, Fletcher and Reeves extended the form of the conjugate gradient method to solve large-scale nonlinear systems of equations and optimization problems without constraints. The results of the expansion carried out by Fletcher and Reeves prompted researchers to propose a new conjugate gradient method to improve computational performance and the level of convergence [6]. In 2020, Jian et al. proposed a conjugate gradient method with a spectral conjugate gradient type named the JYJLL method which is a modification of the Fletcher-Reeves (FR) and conjugate descent (CD) methods [7]. The author has determined the convergence analysis of the JYJLL method which resulted in an efficient computational performance. In addition, Zheng and Shi [8] also proposed a modification of the conjugate gradient method with a three-term type symbolized by ZPRP. This ZPRP method is an extension of the Polak-Ribiére-Polyak (PRP) method [9, 10] in which modifications are made by changing the denominator of the parameters in the PRP method. The computational performance resulting from this method is very efficient when compared to the CG-Descent method [11]. Several CG methods that have been proposed can be seen in literature [1217]. Besides the CG method, the class of accelerated gradient descent schemes of Quasi-Newton type also contains very efficient and robust methods and can be considered for solving optimization problems. The accelerated parameters highlights can be seen in other studies [1822]. However, in this paper we restrict the discussion to the CG method.

The CG method has recently been used to solve various problems related to optimization. For example, image reconstruction [2325], compressed sensing [26], signal processing [27], robotic motion control [5, 15, 16, 28, 29], portfolio selection [5, 13, 14, 2931], regression analysis [5, 32] and many more.

In this paper, we consider the general unconstrained optimization problems as follows:

where f : ℝn → ℝ is the continuously differentiable function and its gradient is written by h(r) = ∇f(r). The iterative formula of the standard CG method can be formulated as

and

where rk is the current iteration, hk is the gradient value of h at rk, zk is the search direction, βk is the conjugate parameter and αk > 0 is the step size to be obtained by some line search techniques. To calculate the step size αk > 0, we can use exact line search, weak Wolfe line search, or strong Wolfe line search. The exact line search is computed such that αk satisfy

The weak Wolfe line search is computed such that αk satisfy

and the strong Wolfe line search is computed such that αk satisfy

where 0 < δ < σ < 1.

The most well-known standard CG methods are the Hestenes-Stiefel (HS) method [33], the Fletcher-Reeves (FR) method [34], the Polak-Ribiére-Polyak (PRP) method [9, 10], the Conjugate-Descent (CD) method [35], the Dai-Yuan (DY) method [36], the Liu-Storey (LS) method [37], and the Rivaie-Mustafa-Ismail-Leong (RMIL) method [38] and their βk parameters are

respectively, where qk−1: = hkhk−1 and ||.|| is a symbol for Euclidean norm on ℝn.

The zk in formula (2) is the search direction used as a guide to move to the next point and must satisfy the descent direction property

It should be noted that formula (6) is an important property for the CG method to be globally convergent.

Inspired by the JYJLL method, in this study we propose a modification of the new CG method to improve the computational performance. In addition, in this study, we also apply the new method for solving a model of COVID-19 in Indonesia in which the data is taken from March 2020 (the month of the first recorded case) until May 2022.

The paper is structured as follows. In Section 2, we describe the proposed method, algorithm, and convergence analysis. In Section 3, we present the numerical experiments to show the efficiency of our new method. Finally, the application of regression models of COVID-19 using the new method is illustrated in Section 4.

2. Proposed method, algorithm and convergence analysis

Recently, Jian et al. [7] proposed a new spectral JYJLL CG method where the method satisfies the descent condition without depending on any line search. The JYJLL method is globally convergent under a weak Wolfe line search and the numerical result is efficient compared with HZ [39], KD [40], AN1 [41], and LPZ [42] methods. This new method has search direction as follows:

where is the spectral parameter defined as

and is formulated as

Additionally, Zheng and Shi [8] proposed a modified three-term HS method by taking a modification to the denominator of the HS formula. The new method is named ZHS where the search direction is defined as follows:

and

The ZHS method satisfies the sufficient descent condition without relying on a certain line search. Under some conditions, the ZHS method fulfills global convergence properties under a weak Wolfe line search and the numerical results are better than the CG-DESCENT method [39].

Motivated by the JYJLL and ZHS parameters, in this paper, the new conjugate parameter is proposed in the form as follows:

that is, replacing the JYJLL denominator with the ZHS denominator and retaining the JYJLL numerator. In addition, we retain the same formula of the spectral parameters by the JYJLL method as in formula (7). So, the search direction of our proposed method is defined as follows:

Our proposed method is called the spectral FMSD (Fevi-Malik-Sulaiman-Dipo) method.

Next, we give the algorithm of our proposed method below.

Algorithm 1

Step 1: Given any initial point and tolerance value 0 < ϵ < 1.
Step 2: Set k = 1, compute the gradient hk = ∇f(rk), and set zk = −hk.
Step 3: Compute the step length αk by using any line search.
Step 4: Update point by rk+1 = rk + αkzk.
Step 5: Compute hk+1. If ||hk+1|| < ϵ, then algorithm stop. Print is best solution. Otherwise, go to the next step.
Step 6: Compute by using Equation (8) and by using Equation (7).
Step 7: Compute the search direction zk+1 by Equation (9).
Step 8: Go to Step 3.

Spectral FMSD method.

The following lemma shows that the spectral FMSD always satisfies the descent direction condition regardless of any line search.

Lemma 2.1. Suppose thatzkis generated by formula (9), then

  • the search directionzksatisfies the descent direction property, that is, fork ≥ 1.

  • .

Proof: We will prove the theorem by induction. For k = 1, it is true, i.e., . Now, assume that is true for k − 1, thus we prove is true for k. With regard to formula (8), the proof is divided into two cases, as presented below:

  • Case 1: if and μ > 0, then

    it implies

    Let θk is angle between hk and zk−1, then

    From formulas (8), (7), (9), (10) and (11), we have

  • Case 2: if and μ > 0, then . Using formulas (8), (7), (9), and (11), we get

Hence, is satisfied for k ≥ 1.

Next, we will prove the interval of . From formulas (12 and (13, we obtain the relation . Furthermore, since , we have .

Now, from formulas (8) and (7), we get

Thus, holds. The proof is complete.

In the analysis below, we establish the global convergence properties of the spectral FMSD method. First, we need the following assumption, proposition, and Zoutendijk conditions.

Assumption 2.2. (A1) The level setis bounded wherer0is the starting point; (A2) In a neighborhoodofthe function f is continuously differentiable and its gradient Lipschitz continuous on. That is, we can find L > 0 such that

Proposition 2.3. Suppose thatzkis generated by formula (9) and Assumption 2.2 holds. If the step length αk is calculated by weak Wolfe line search (4) and (5), then

where σ and L are positive constant in Assumption 2.2 and formula (5) respectively.

Proof: Both sides of formula (5) are subtracted by , we get

combining with Lipschitz continuity, we obtain

Since zk is a descent direction and σ < 1, formula (14 holds immediately.

Zoutendijk condition [43] is often used to prove the global convergence of the CG method. The following lemma shows that the Zoutendijk condition holds for the proposed method under the weak Wolfe line search conditions formulas (4) and (5).

Lemma 2.4. Suppose Assumption 2.2 holds and consider any iterative expression formula (2, wherezkis generated by formula formula (9). If αk is calculated by weak Wolfe line search formulas (4) and (5), then the following so-called Zoutendijk condition holds:

Proof: From weak Wolfe condition (4), we have

combining with formula (14), we get

Summing up both sides of formula (16), and applying the condition (A1) in Assumption 2.2, zoutendijk condition (15) holds.

Lemma 2.5. Suppose that Assumption 2.2 holds and consider the sequences {hk} and {zk} are generated by Algorithm 1, where αk is calculated by weak Wolfe line search (4–(5, then

Proof: From formula (9), we have

Squaring up both sides of formula (18) and using the first condition in Lemma 2.1, we obtain

multiplying up both sides by , we get

Since z1 = −h1 holds, we obtain

The proof is finished.

Based on Lemmas 2.1, 2.4, and 2.5, we can establish the theorem of global convergence of the FMSD method.

Theorem 2.6. Suppose that Assumption 2.2 is satisfied. Consider {rk} is generated by Algorithm 1, where αk is calculated by weak Wolfe line search (4–5), then

Proof: We prove this theorem by contradiction. Suppose that formula (19) is not true, then there exists a positive constant a > 0 such that

Using the above relation and formula (17), we obtain

It implies

which contradicts with the Zoutendijk condition in formula (15). Hence, formula (19) is true. The proof is finished.

3. Numerical experiments

In this part, we report the numerical experiments of the FMSD method and compare the computational performance with the JYJLL method proposed by Jian et al. [7]. Both the methods were coded in MATLAB 2019a and ran using a personal computer with an Intel Core i7 processor, 16 GB RAM, 64 bit Windows 10 Pro operating system. The comparisons are made under the weak Wolfe line search (4–5) with σ = 0.2 and δ = 0.02 for the FMSD method and σ = 0.1 and δ = 0.01 for the JYJLL method. We tested 132 unconstrained problems in the CUTEr library suggested by Andrei [6, 44] and Moré et al. [45] with dimensions from 2 to 1,000,000. Mostly, we used two different dimensions for the problem and the iteration stopped using the criteria. The initial point used for all problems can be seen in Jiang et al. [25]. Table 1 details the test function and dimensions of the test problems.

Table 1

NoProblem/DimensionNoProblem/Dimension
1COSINE 6,00067Extended DENSCHNB 300,000
2COSINE 100,00068Generalized Quartic 9,000
3COSINE 800,00069Generalized Quartic 90,000
4DIXMAANA 2,00070Generalized Quartic 500,000
5DIXMAANA 30,00071BIGGSB1 110
6DIXMAANB 8,00072BIGGSB1 200
7DIXMAANB 16,00073SINE 100,000
8DIXMAANC 90074SINE 50,000
9DIXMAANC 9,00075FLETCBV 15
10DIXMAAND 4,00076FLETCBV 55
11DIXMAAND 30,00077NONSCOMP 5,000
12DIXMAANE 80078NONSCOMP 80,000
13DIXMAANE 16,00079POWER 150
14DIXMAANF 5,00080POWER 90
15DIXMAANF 20,00081RAYDAN1 500
16DIXMAANG 4,00082RAYDAN1 5,000
17DIXMAANG 30,00083RAYDAN2 2,000
18DIXMAANH 2,00084RAYDAN2 20,000
19DIXMAANH 50,00085RAYDAN2 500,000
20DIXMAANI 12086DIAGONAL1 800
21DIXMAANI 1287DIAGONAL1 2,000
22DIXMAANJ 1,00088DIAGONAL2 100
23DIXMAANJ 5,00089DIAGONAL2 1,000
24DIXMAANK 4,00090DIAGONAL3 500
25DIXMAANK 4091DIAGONAL3 2,000
26DIXMAANL 80092Discrete Boundary Value 2,000
27DIXMAANL 8,00093Discrete Boundary Value 20,000
28DIXON3DQ 15094Discrete Integral Equation 500
29DIXON3DQ 1595Discrete Integral Equation 1,500
30DQDRTIC 9,00096Extended Powell Singular 1,000
31DQDRTIC 90,00097Extended Powell Singular 2,000
32QUARTICM 500098Linear Full Rank 100
33QUARTICM 150,00099Linear Full Rank 500
34EDENSCH 7,000100Osborne 2 11
35EDENSCH 40,000101Penalty1 200
36EDENSCH 500,000102Penalty1 1,000
37EG2 100103Penalty2 100
38EG2 35104Penalty2 110
39FLETCHCR 1,000105Extended Rosenbrock 500
40FLETCHCR 50,000106Extended Rosenbrock 1,000
41FLETCHCR 200,000107Broyden Tridiagonal 500
42Freudenstein and Roth 460108Broyden Tridiagonal 50
43Freudenstein and Roth 10109HIMMELH 70,000
44Generalized Rosenbrock 10,000110HIMMELH 240,000
45Generalized Rosenbrock 100111Brown Badly Scaled 2
46HIMMELBG 70,000112Brown and Dennis 4
47HIMMELBG 240,000113Biggs EXP6 6
48LIARWHD 15114Osborne1 5
49LIARWHD 1,000115Extended Beale 5,000
50Extended Penalty 1,000116Extended Beale 10,000
51Extended Penalty 8,000117HIMMELBC 500,000
52QUARTC 4,000118HIMMELBC 1,000,000
53QUARTC 80,000119ARWHEAD 100
54QUARTC 500,000120ARWHEAD 1,000
55TRIDIA 300121ENGVAL1 500,000
56TRIDIA 50122ENGVAL1 1,000,000
57Extended Woods 150,000123DENSCHNA 500,000
58Extended Woods 200,000124DENSCHNA 1,000,000
59BDEXP 5,000125DENSCHNB 500,000
60BDEXP 50,000126DENSCHNB 1,000,000
61BDEXP 500,000127DENSCHNC 10
62DENSCHNF 90,000128DENSCHNC 500
63DENSCHNF 280,000129DENSCHNF 500,000
64DENSCHNF 600,000130DENSCHNF 1,000,000
65DENSCHNB 6,000131ENGVAL8 500,000
66DENSCHNB 24,000132ENGVAL8 1,000,000

The problems and their dimensions.

Detailed numerical results are provided in Table 2 which include the number of iterations (NOI), the total number of function evaluations (NOF), and the CPU time in seconds (CPU). In Table 2, “-” indicates that the methods failed to solve the corresponding problems within 2000 iterations.

Table 2

NoJYJLLFMSD
NOINOFCPUNOINOFCPU
1331030.135530940.0694
21843742.88521262581.8144
35517010.2971431558.256
420830.229317800.1863
520892.929720922.7478
624931.005222910.7986
724931.660425871.4167
825890.252424870.1867
910730.763315790.7799
1021900.476521990.4898
1121872.790816892.6687
12---1,4002,3852.2021
13---1,0281,8272.1568
141,5352,6792.35657441,3171.1824
151,8873,2323.37517531,3121.4909
16---1,0291,7551.5518
17---1,0811,8152.0251
18---7951,3721.2811
19------
20------
211,4652,4790.67018821,5370.0938
22------
231,2412,23915.5235---
248291,4907.61365159184.8861
25---1,1721,9940.202
26---1,8993,2773.0415
278531,53914.5386651,17811.0235
28------
294227400.20374728000.0249
304468220.28463436460.2215
314147762.05853015710.878
32421430.2467381430.2453
338425011.676411031715.0269
34431650.3478301090.2601
35441922.3017694215.0274
368560389.6504121954142.2274
37------
38------
391162070.0085771580.0066
401092350.28671202780.329
413213,14413.53251017773.0531
42---1,8147,9220.2898
43---1,3342,8930.0774
44------
45------
462150.04252160.0477
472130.67992130.1117
481172190.008741630.0051
498361,4280.04726071,0630.0383
50322120.3311201230.1931
51169310.9861169310.9116
52501560.1896461490.1825
53892636.926732285.5093
5410932351.305811434653.7087
55------
561,18720280.28175089170.0253
57---1,4262,4649.321
58------
592110.0072120.0065
602160.05922100.0456
612122.15662130.564
62241020.154241020.1715
63231060.5798231060.6301
64251111.5076301151.309
6521860.009318790.008
6621900.041620880.0446
6719911.478119910.4131
6819830.031418820.0296
6916820.137617870.1665
70251011.140717890.8401
711,6842,8900.09038091,3730.0384
72---1,3502,3160.0675
73611921.4482441681.2826
74591680.969428980.426
75911950.0065671140.0049
761,4252,1481.0661,7072,2130.0983
77451180.0164451180.0216
78872030.5009811840.2934
792394230.01131272280.0103
801,8173,1020.08497331,3060.0503
817131,2660.04386361,0940.0428
82------
8314710.005412670.0055
8415970.1103171050.1101
85372513.8983825928.081
869044,0040.21627004,1720.2266
87---1,3576,4690.6286
881332650.00981642940.012
899621,6960.2317481,3270.0893
901,0683,8250.22939064,4700.3026
91---1,81810,1101.6853
922324256.54311052002.4856
93001.0216001.0422
9413594.358713594.4905
95166343.3358186444.5679
96------
97------
9813630.084615710.0414
9918840.408518840.3522
100------
101---1,4002,9660.4322
102---1,2682,51719.2961
1033378800.13663107460.1023
1042025760.28371766480.0872
105------
106------
107521150.1412541160.1451
10840950.178840950.0091
109331550.952---
110231052.2911321853.6654
111------
1122661,1250.06592711,2720.043
113------
114------
1153696470.88293445830.8067
116---4187502.253
117291100.8918271020.8617
118281081.713291101.7295
11925740.00322700.0033
12027990.006327850.0038
1211131,04810.5062867546.7726
1221821,64729.812210183614.5085
123371129.4347361088.7515
1243510917.94463510918.1365
125271060.7703261080.8496
126231111.5522281161.6992
127381280.0045341100.0061
128621700.0254411270.0195
1293431,16112.00935311,85718.929
1303871,36628.44074001,44128.0926
1312632,55724.37921681,58914.9358
1324664,73188.62581751,60828.5672

Numerical results.

To clearly determine a method that has good computational performance, here we use the performance profiles suggested by Dolan and Moré [46] to show the performance under NOI, NOF, and CPU time, respectively. Comparison results are obtained by running a solver on a set P of problems and recording relevant information such as NOI, NOF, and CPU time. Suppose that S is the set of solvers under consideration and assume S is made up of ns solvers and P is made up of np problems. For each problem pP and solver sS, we denote tp,s as the CPU time (or NOI or NOF, etc.) required to solve problem pP by solver sS. The comparison between different solvers is based on the performance ratio described by

Let ρs(τ) be the probability for solver sS that a performance ratio rp,s is within a factor τ ∈ ℝn. For example, the value of ρs(1) is the probability that the solver will win over the rest of the solvers. The formula of ρs(τ) is defined as follows:

According to the rule of the performance profile above, we can describe the performance curves based on Table 2 as in Figures 13. Based on the three figures, we can see that the FMSD method is superior to the JYJLL method under the unconstrained problems in Table 1.

Figure 1

Figure 1

Performance profiles on NOI.

Figure 2

Figure 2

Performance profiles on NOF.

Figure 3

Figure 3

Performance profiles on CPU Time.

4. Application to regression models of COVID-19

SARS-CoV-2 virus popularly known as the COVID-19 infection was first reported in the Asian continent from Wuhan province, Hubei city of China toward the end of 2019. As of 20 June 2022, almost all the countries in Asia except Turkmenistan have reported at least one case of the infection [47]. However, countries that include India, South Korea, Vietnam, Japan, and Iran recorded the highest rates of confirmed cases of the infection [48]. The first positive COVID-19 case in Indonesia was recorded on March 2, 2020, but within the first 6 weeks, the presence of the virus has been confirmed in almost all the provinces of the country [49]. Despite the early wide-scale response from the government, the country has recorded a high number of deaths from the positive cases of the infection [50]. According to the WHO, Indonesia has so far recorded a total of 156,695 deaths from a total of 6,069,255 confirmed cases of the infection as of 20 June 2022 [51] of which more than 750 deaths are front-line health workers. Based on recent figures, we can say that Indonesia has been able to contain the disease outbreak. This can be attributed to the admirable resilience of the country's front-line health workers, strict health protocols, and successful vaccination programs. Data from the WHO shows that the total of people that have been administered the vaccine doses as of 15 June 2020 stands at 417,522,347 [51].

In recent times, several works of literature have employed different mathematical and numerical approaches for modeling the COVID-19 outbreak [see [5, 32, 52]]. This paper aims to study the performance of the proposed method on a parameterized COVID-19 regression model. For deriving the COVID-19 regression model, the study will consider the total Indonesian monthly positive confirmed cases of the infection from March 2020 (the month of the first recorded case) until May 2022. The obtained data would be transformed into an unconstrained optimization model which would later be solved using the proposed method.

A regression analysis function of the form:

has the response variable denoted by y, ε represents the error, and the predictor is given as xi, i = 1, 2, …, p, p > 0. The type of function plays an important role in the statistical modeling of problems in applied sciences, physical sciences, management sciences, and more. Based on the above description, we can describe regression analysis as a statistical procedure employed to estimate the relationships between a dependent and one or several independent variables. For any given regression analysis-related problem, the linear regression function can be derived by computing y such that

with a0, …, ap representing the regression parameters. These parameters a0, a1, …, ap are estimated to minimize the error ε value. Based on several works of literature, the linear regression process rarely occurs in situations because most problems are often nonlinear in nature. Based on the non-linearity of the problems, studies usually consider the nonlinear regression process [5]. This and other considerations motivated the idea of using the nonlinear regression procedure in this study.

To construct the parameterized regression model, we considered the death cases recorded from those infected by the COVID-19 virus from the first month Indonesia confirmed the first case; March 2020 until May 2022, totaling 27 months. The data were obtained from the Indonesia COVID Coronavirus Statistics Worldometer [53] and the detailed description of the model formulation process was presented as follows. Note: it may be confirmed that the statistics of recorded cases are less than the actual number, this might be a result of limited testing. From the data presented in Table 3, the x-variable would represent the months considered while the y-variable represents the confirmed death cases for that month. Also, only data of 26 months (March 2020 to April 2022) would be considered for data fitting because data for May 2022 would be reserved for error analysis.

Table 3

Monthly dataTotal confirmedTotal death
(Mar 2020 − May 2022)Cases per monthPer month
(x)(y)
11,528136
28,590656
316,355821
429,9121,263
551,9912,255
666,3602,212
7112,2123,397
8123,0803,129
9128,7953,076
10204,3155,193
11335,1167,860
12256,3206,168
13177,0784,692
14156,6564,663
15156,3355,057
16356,5697,913
171,231,38635,628
18680,14338,372
19125,3039,448
2029,2541,466
2112,051425
226,311258
2390,650232
241,211,0784,015
25448,3796,754
2633,9781,166
278,177334

Statistics of confirmed positive cases and death recorded from COVID-19 infection in Indonesia from March 2020 to May, 2022.

Based on the data of x and y given in Table 3, the approximate function for the nonlinear least square method was obtained as follows:

The above function (22) will be utilized when approximating the y data values based on x data values. Since this study considered the monthly confirmed cases, the xj would be used to denote the months while yj will present the confirmed cases for that month. Based on this information, the least squares method defined by function (22) would be transformed into an unconstrained minimization problem of the form:

The data for the first 26 months from Table 3 will be used to derive the nonlinear quadratic function for the least square method. The derived function would be extended to construct the unconstrained optimization function. Based on the above discussion, it is obvious that there exist some parabolic relations between the regression parameters u0, u1, u2, the regression function (20) with the data xj and the value of yj.

To define the nonlinear quadratic unconstrained minimization model, Equation (24 would be transformed using data from Table 3 as follows:

The above nonlinear quadratic model was constructed using data from the first month until the 26th month because the data for the 27th month was reserved for relative error analysis of the predicted data. Now, we can apply the proposed method to solve the model (25). The results presented in Table 4 illustrate the performance of the proposed FMSD algorithm for problem (25) under the weak Wolfe line search conditions (4–5).

Table 4

Initial pointsNOICPU time
(0.5,0.5,0.5)130.11176541011740658
(5,5,5)160.04775448062163305
(11,11,11)170.84012854607846890

Performance results of FMSD method for optimization of the quadratic model Equation (25).

The proposed method was employed as an alternative method to compute the values of u0, u1, u2 because of the difficulty faced when using matrix inverse. For the proposed method, different initial points were considered for the model. The iteration was terminated if the iterations exceeded 1,000 or the method was unable to solve the problem.

4.1. Trend line method

In finance and related areas, one of the easiest processes to boost the likelihood of making a successful trade is to understand the direction of an underlying trend because it assures that the overall market dynamics are in your favor. Trend lines are bounding lines that traders use to connect a sequence of prices of security on charts. It is created when three or more price pivot points or more can be connected diagonally. In this section, the proposed FMSD and existing least squares methods were employed to estimate data from Table 3. Microsoft Excel software was used to plot the trend line for data for the first 26 months. The graph demonstrated in Figure 4 was obtained by plotting the real data from Table 3 with x and y denoting the x-axis and y-axis respectively.

Figure 4

Figure 4

Nonlinear quadratic trend line for indonesia COVID-19 cases.

The efficiency of the proposed method is further demonstrated by comparing the approximation functions of FMSD with those of the trend line and least squares methods. Table 5 presents the estimation Point and relative Errors for the three methods based on the reserved data for the 27th month.

Table 5

ModelsSum of errorAverage error
Least square–195.0314769076–7.50119802392
FMSD–195.0314760235–7.50119626000

Relative error analysis using the data of the 27th month.

From Table 5, we can see that the error ε has been minimized which agrees with the main purpose of regression analysis. This shows that the proposed FMSD method is efficient and promising, and thus, can find a wider range of other real-life applications.

5. Conclusions

In this paper, we have presented a spectral conjugate gradient method for solving unconstrained optimization problems by modifying the spectral parameter of the JYJLL method in Jian et al. [7]. Based on some conditions, the global convergence properties were established under a weak Wolfe line search. A numerical comparison of the proposed method with the JYJLL method shows that the proposed method is efficient, fast, and robust. Moreover, our proposed method can solve the COVID-19 case model in Indonesia.

Funding

This research is funded by Hibah Riset Penugasan FMIPA UI (Grant No. 002/UN2.F3.D/PPM.00.02 /2022).

Publisher's note

All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article, or claim that may be made by its manufacturer, is not guaranteed or endorsed by the publisher.

Statements

Data availability statement

The original contributions presented in the study are included in the article/supplementary material, further inquiries can be directed to the corresponding author.

Author contributions

MM and FN: conceptualization. MM and IS: methodology, numerical experiments, and writing—original draft preparation. MM and DA: formal analysis. IS: application. All authors have read and agreed to the published version of the manuscript.

Conflict of interest

The authors declare that the research was conducted in the absence of any commercial or financial relationships that could be construed as a potential conflict of interest.

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Summary

Keywords

unconstrained optimization, descent condition, global convergence, regression models, spectral conjugate gradient method

Citation

Novkaniza F, Malik M, Sulaiman IM and Aldila D (2022) Modified spectral conjugate gradient iterative scheme for unconstrained optimization problems with application on COVID-19 model. Front. Appl. Math. Stat. 8:1014956. doi: 10.3389/fams.2022.1014956

Received

09 August 2022

Accepted

03 October 2022

Published

08 November 2022

Volume

8 - 2022

Edited by

Lixin Shen, Syracuse University, United States

Reviewed by

Youssri Hassan Youssri, Cairo University, Egypt; Milena Petrovic, University of Pristina, Serbia

Updates

Copyright

*Correspondence: Fevi Novkaniza

This article was submitted to Optimization, a section of the journal Frontiers in Applied Mathematics and Statistics

Disclaimer

All claims expressed in this article are solely those of the authors and do not necessarily represent those of their affiliated organizations, or those of the publisher, the editors and the reviewers. Any product that may be evaluated in this article or claim that may be made by its manufacturer is not guaranteed or endorsed by the publisher.

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