Abdelouahed Hamdi - researchr alias

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Viewing Publication 1 - 17 from 17

2025

Improved Branch and Bound algorithm and an interpolation-based search algorithm for quadratic minimization with one negative eigenvalueMaziar Salahi, Saeid Ansary Karbasy, Temadher Alassiry Al-Maadeed, Abdelouahed Hamdi. ol, 19(3):527-549, April 2025. [doi]

2024

A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problemAbdelouahed Hamdi, Tahereh Khodamoradi, Maziar Salahi. dmaa, 16(3), April 2024. [doi]

Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier optionsFarshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi. soco, 28(13-14):7721-7738, July 2024. [doi]

2023

Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithmFarshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi. mcs, 204:660-678, 2023. [doi]

2022

On Indefinite Quadratic Optimization over the Intersection of Balls and Linear ConstraintsTemadher Alassiry Al-Maadeed, Saeid Ansary Karbasy, Maziar Salahi, Abdelouahed Hamdi. jota, 194(1):246-264, 2022. [doi]

2021

2020

The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints - Two Convex Quadratic Relaxations and Strong DualityTemadher Alassiry Al-Maadeed, Akram Taati, Maziar Salahi, Abdelouahed Hamdi. symmetry, 12(8):1369, 2020. [doi]

Large-scale global optimization based on hybrid swarm intelligence algorithmWali Khan Mashwani, Abdelouahed Hamdi, Muhammad Asif Jan, Atila Göktas, Fouzia Khan. jifs, 39(1):1257-1275, 2020. [doi]

2014

Entropy-Like Minimization Methods Based On Modified Proximal Point AlgorithmAbdelouahed Hamdi, Abdellah Bnouhachem. infor, 52(3):147-156, 2014. [doi]

2012

Convergence of a Proximal Point Algorithm for Solving Minimization ProblemsAbdelouahed Hamdi, Muhammad Aslam Noor, Aiman Mukheimer. jam, 2012, 2012. [doi]

2009

On difference of two monotone operatorsMuhammad Aslam Noor, Khalida Inayat Noor, Abdelouahed Hamdi, Eman H. El-Shemas. ol, 3(3):329-335, 2009. [doi]

2005

Decomposition for structured convex programs with smooth multiplier methodsAbdelouahed Hamdi. amc, 169(1):218-241, 2005. [doi]

Two-level primal-dual proximal decomposition technique to solve large scale optimization problemsAbdelouahed Hamdi. amc, 160(3):921-938, 2005. [doi]

A primal-dual proximal point algorithm for constrained convex programsAbdelouahed Hamdi. amc, 162(1):293-303, 2005. [doi]

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