Academic Profile

Dr. Abhishek Singh
Chongqing Normal University

I am a Postdoctoral Researcher in Mathematics working in the field of optimization, with a focus on multi-objective optimization problems. My research interests include numerical optimization, algorithm development, Nash equilibrium problems, and convergence analysis of iterative methods. I work on trust-region, conjugate gradient, and Newton-type algorithms for generalized Nash equilibrium and vector optimization problems. My goal is to develop efficient optimization methods with strong theoretical foundations and practical relevance.

Publications

A novel modified Liu-Storey nonlinear conjugate gradient method for solving vector optimization problems

Peng, Jian-Wen; Zhong, Ding-Hong; Singh, Abhishek

Optimization, 2025, pp. 1–30 (Taylor & Francis)

2025 Vector Optimization Nonlinear CG Wolfe Line Search
Abstract

Recently, Gonçalves et al. proposed extensions of the Liu-Storey nonlinear conjugate gradient methods for vector optimization. They demonstrated that extending the Liu-Storey method for vector optimization may not result in a descent direction at each iteration in the vector sense, even if an exact line search is employed. To overcome this drawback, a novel modified Liu-Storey nonlinear conjugate gradient method with the standard Wolfe line search technique has been presented to compute the Pareto critical point of a vector optimization problem. The global convergence of this proposed method for solving nonconvex vector optimization problems is established under suitable conditions. Finally, we provide numerical experiments to demonstrate the efficacy of the proposed algorithm.

Inexact Newton method for solving generalized Nash equilibrium problems

Singh, Abhishek; Ghosh, Debdas; Ansari, Qamrul Hasan

Journal of Optimization Theory and Applications, 201(3), 1333–1363, 2024 (Springer)

2024 GNEP Inexact Newton Method Q-quadratic
Abstract

In this article, we present an inexact Newton method to solve generalized Nash equilibrium problems (GNEPs). Two types of GNEPs are studied: player convex and jointly convex. We reformulate the GNEP into an unconstrained optimization problem using a complementarity function and solve it by the proposed method. It is found that the proposed numerical scheme has the global convergence property for both types of GNEPs. The strong BD-regularity assumption for the reformulated system of GNEP plays a crucial role in global convergence. In fact, the strong BD-regularity assumption and a suitable choice of a forcing sequence expedite the inexact Newton method to Q-quadratic convergence. The efficiency of the proposed numerical scheme is shown for a collection of problems, including the realistic internet switching problem, where selfish users generate traffic. A comparison of the proposed method with the existing semi-smooth Newton method II for GNEP is provided, which indicates that the proposed scheme is more efficient.

Improved nonmonotone adaptive trust-region method to solve generalized Nash equilibrium problems

Singh, Abhishek; Kumar, Krishan; Ghosh, Debdas

Journal of Nonlinear and Convex Analysis, 25(1), 11–29, 2024

2024 Trust-Region Adaptive Trust-region radius Nonmonotone Error-bound
Abstract

The generalized Nash equilibrium problems (GNEP) are typically challenging to solve by Newtonian methods because the problems generally have locally nonunique solutions. To overcome these difficulties, we propose an improved nonmonotone adaptive trust region (INATR) method for constrained optimization problems under fairly loose error-bound conditions. Also, we solve GNEPs using the INATR method and provide its numerical performances. The INATR method maintains the local convergence properties of its nonmonotone counterpart, and also it is proven that the proposed INATR method has global convergence properties. The numerical results indicate that the INATR method performs better compared to the nonmonotone trust region method.

A globally convergent improved BFGS method for generalized Nash equilibrium problems

Singh, Abhishek; Ghosh, Debdas

SeMA Journal, 81(2), 235–261, 2024 (Springer)

2024 BFGS Armijo–Goldstein Global Convergence
Abstract

In this article, we consider a class of Generalized Nash Equilibrium Problems (GNEPs) and solve it using one of the most effective quasi-Newton algorithms: the BFGS method. The considered GNEP is a player-convex GNEP. As the Armijo-type line search techniques are cost-effective in finding a step length, compared to Wolfe-type line search techniques, we use the Armijo–Goldstein line search technique in an improved BFGS method to solve GNEPs. In the BFGS method, the main drawback of using Armijo-type line search techniques is that it does not inherit the positive definiteness property of the generated Hessian approximation matrices. Therefore, we tactfully update approximate Hessian matrices so that the updated BFGS-matrices inherit the positive definiteness property. Accordingly, we prove its global convergence in the GNEP framework. The numerical performance of the proposed method is exhibited on three commonly used GNEPs and on two internet-switching GNEPs.

Extended Karush-Kuhn-Tucker condition for constrained interval optimization problems and its application in support vector machines

Ghosh, Debdas; Singh, Abhishek; Shukla, Kuldeep Kumar; Manchanda, Kartik

Information Sciences, 504, 276–292, 2019 (Elsevier)

2019 Interval Optimization KKT SVM
Abstract

This paper presents an extended Karush-Kuhn-Tucker condition to characterize efficient solutions to constrained interval optimization problems. We develop the theory from the geometrical fact that at an optimal solution the cone of feasible directions and the set of descent directions have an empty intersection. With the help of this fact, we derive a set of first-order optimality conditions for unconstrained interval optimization problems. In the sequel, we extend Gordan’s theorems of the alternative for the existence of a solution to a system of interval linear inequalities. Using Gordan’s theorem, we derive Fritz John and Karush-Kuhn-Tucker necessary optimality conditions for constrained interval optimization problems. It is observed that these optimality conditions appear with inclusion relations instead of equations. The derived Karush-Kuhn-Tucker condition is applied to the binary classification problem with interval-valued data using support vector machines.

Conferences & Workshops
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