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Qamrul Hasan Ansari

Publications and source records attributed to Qamrul Hasan Ansari.

5 recordsLinked to original sources

Projection and contraction methods with double inertial steps for variational inclusion problems on Hilbert spaces

In this paper, we propose three projection--contraction algorithms for solving variational inclusion problems in the setting of Hilbert spaces, each incorporating a double inertial technique into the projection--contraction framework. The first algorithm \algoO achieves weak convergence under monotonicity and Lipschitz continuity of the single-valued operator, with an adaptive stepsize rule that does not require prior knowledge of the Lipschitz constant. A modified variant \algoT of \algoO attains $R$-linear convergence under the strong monotonicity assumption. The third algorithm \algoDIM obtains strong convergence to the minimum-norm solution without requiring strong monotonicity. We illustrate the proposed methods on an abstract variational inclusion problem and apply them to the split feasibility problem and the elastic net regularization problem, comparing them with existing methods in the literature. The $R$-linear convergence of \algoT is also verified through numerical simulations.

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A Scaled Gradient Modified Non-monotone Line Search Method for Constrained Optimization Problems

In this paper, we propose a scaled gradient modified non-monotone line search method for solving constrained minimization problems, and explore several specific properties of this method, namely, its convergence analysis. We discuss the linear convergence rate of the sequence generated by the proposed algorithm to a solution of the constrained minimization problem where the objective function is strongly quasiconvex. We consider numerical examples of large-scale fractional programming and quadratic programming for the function of pseudo convex and strongly quasiconvex and compare the performance of the proposed algorithm with the existing ones for these examples.

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Newton Method for Set Optimization Problems with Set-Valued Mapping of Finitely Many Vector-Valued Functions

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by finitely many strongly convex twice continuously differentiable vector-valued functions. At first, with the help of a family of vector optimization problems and the Gerstewitz scalarizing function, we identify a necessary optimality condition for weakly minimal solutions of the considered problem. In the proposed Newton method, we derive a sequence of iterative points that exhibits local convergence to a point which satisfies the derived necessary optimality condition for weakly minimal points. To find this sequence of iterates, we formulate a family of vector optimization problems with the help of a partition set concept. Then, we find a descent direction for this obtained family of vector optimization problems to progress from the current iterate to the next iterate. As the chosen vector optimization problem differed across the iterates, the proposed Newton method for set optimization problems is not a straight extension of that for vector optimization problems. A step-wise algorithm of the entire process is provided. The well-definedness and convergence of the proposed method are analyzed. To establish the convergence of the proposed algorithm under some regularity condition of the stationary points, we derive three key relations: a condition of nonstationarity, the boundedness of the norm of Newton direction, and the existence of step length that satisfies the Armijo condition. We obtain the local superlinear convergence of the proposed method under uniform continuity of the Hessian and local quadratic convergence under Lipschitz continuity of the Hessian.

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Generalized Hukuhara Hadamard Derivative of Interval-valued Functions and Its Applications to Interval Optimization

In this article, we study the notion of gH-Hadamard derivative for interval-valued functions (IVFs) and its applications to interval optimization problems (IOPs). It is shown that the existence of gH-Hadamard derivative implies the existence of gH-Frechet derivative and vise-versa. Further, it is proved that the existence of gH-Hadamard derivative implies the existence of gH-continuity of IVFs. We found that the composition of a Hadamard differentiable real-valued function and a gH-Hadamard differentiable IVF is gHHadamard differentiable. Further, for finite comparable IVF, we prove that the gH-Hadamard derivative of the maximum of all finite comparable IVFs is the maximum of their gH-Hadamard derivative. The proposed derivative is observed to be useful to check the convexity of an IVF and to characterize efficient points of an optimization problem with IVF. For a convex IVF, we prove that if at a point the gH-Hadamard derivative does not dominate to zero, then the point is an efficient point. Further, it is proved that at an efficient point, the gH-Hadamard derivative does not dominate zero and also contains zero. For constraint IOPs, we prove an extended Karush-Kuhn-Tucker condition by using the proposed derivative. The entire study is supported by suitable examples.

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Finite Convergence Analysis and Weak Sharp Solutions for Variational Inequalities

In this paper, we study the weak sharpness of the solution set of variational inequality problem (in short, VIP) and the finite convergence property of the sequence generated by some algorithm for finding the solutions of VIP. In particular, we give some characterizations of weak sharpness of the solution set of VIP without considering the primal or dual gap function. We establish an abstract result on the finite convergence property for a sequence generated by some iterative methods. We then apply such abstract result to discuss the finite termination property of the sequence generated by proximal point method, exact proximal point method and gradient projection method. We also give an estimate on the number of iterates by which the sequence converges to a solution of the VIP.

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