Abdelouahed Hamdi

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 10

Top Topics

Decomposition Algorithm

Portfolio Optimization

Equality Constraints

Convex Quadratic

Top Venues

Math. Comput. Simul.

J. Optim. Theory Appl.

RAIRO Oper. Res.

Publications

Abdelouahed Hamdi, Tahereh Khodamoradi, Maziar Salahi
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem. Discret. Math. Algorithms Appl. 16 (3) (2024)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options. Soft Comput. 28 (13-14) (2024)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm. Math. Comput. Simul. 204 (2023)
Temadher Alassiry Al-Maadeed, Saeid Ansary Karbasy, Maziar Salahi, Abdelouahed Hamdi
On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints. J. Optim. Theory Appl. 194 (1) (2022)
Wali Khan Mashwani, Syed Nouman Ali Shah, Samir Brahim Belhaouari, Abdelouahed Hamdi
Ameliorated Ensemble Strategy-Based Evolutionary Algorithm with Dynamic Resources Allocations. Int. J. Comput. Intell. Syst. 14 (1) (2021)
Saeid Ansary Karbasy, Abdelouahed Hamdi, Maziar Salahi, Akram Taati
An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints. Optim. Lett. 15 (4) (2021)
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
Calibration of the double Heston model and an analytical formula in pricing American put option. J. Comput. Appl. Math. 392 (2021)
Abdelouahed Hamdi, Akram Taati, Temadher Alassiry Al-Maadeed
Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality. RAIRO Oper. Res. 55 (Supplement) (2021)
Wali Khan Mashwani, Abdelouahed Hamdi, Muhammad Asif Jan, Atila Göktas, Fouzia Khan
Large-scale global optimization based on hybrid swarm intelligence algorithm. J. Intell. Fuzzy Syst. 39 (1) (2020)
Temadher Alassiry Al-Maadeed, Akram Taati, Maziar Salahi, Abdelouahed Hamdi
The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints - Two Convex Quadratic Relaxations and Strong Duality. Symmetry 12 (8) (2020)
Abdelouahed Hamdi, Abdellah Bnouhachem
Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm. INFOR Inf. Syst. Oper. Res. 52 (3) (2014)
Abdelouahed Hamdi, Muhammad Aslam Noor, Aiman Mukheimer
Convergence of a Proximal Point Algorithm for Solving Minimization Problems. J. Appl. Math. 2012 (2012)
Muhammad Aslam Noor, Khalida Inayat Noor, Abdelouahed Hamdi, Eman H. El-Shemas
On difference of two monotone operators. Optim. Lett. 3 (3) (2009)
E. M. E. Mostafa, Abdelouahed Hamdi, A. Aboutahoun
A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems. Appl. Math. Comput. 174 (2) (2006)
Abdelouahed Hamdi
A primal-dual proximal point algorithm for constrained convex programs. Appl. Math. Comput. 162 (1) (2005)
Abdelouahed Hamdi
Decomposition for structured convex programs with smooth multiplier methods. Appl. Math. Comput. 169 (1) (2005)
Abdelouahed Hamdi
Two-level primal-dual proximal decomposition technique to solve large scale optimization problems. Appl. Math. Comput. 160 (3) (2005)
Abdelouahed Hamdi
Convergence Results on Proximal Method of Multipliers in Nonconvex Programming Universität Trier, Mathematik/Informatik, Forschungsbericht (1998)
Abdelouahed Hamdi
Convergence Results on Proximal Method of Multipliers in Nonconvex Programming Universität Trier, Mathematik/Informatik, Forschungsbericht (1998)