Abdelouahed Hamdi

According to our database, Abdelouahed Hamdi authored at least 19 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options.

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi

Soft Comput., July, 2024

A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem.

Abdelouahed Hamdi, Tahereh Khodamoradi, Maziar Salahi

Discret. Math. Algorithms Appl., April, 2024

2023

Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi

Math. Comput. Simul., 2023

2022

On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints.

Temadher Alassiry Al-Maadeed, Saeid Ansary Karbasy, Maziar Salahi, Abdelouahed Hamdi

J. Optim. Theory Appl., 2022

2021

Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality.

Abdelouahed Hamdi, Akram Taati, Temadher Alassiry Al-Maadeed

RAIRO Oper. Res., 2021

An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints.

Saeid Ansary Karbasy, Abdelouahed Hamdi, Maziar Salahi, Akram Taati

Optim. Lett., 2021

Calibration of the double Heston model and an analytical formula in pricing American put option.

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi

J. Comput. Appl. Math., 2021

Ameliorated Ensemble Strategy-Based Evolutionary Algorithm with Dynamic Resources Allocations.

Wali Khan Mashwani, Syed Nouman Ali Shah, Samir Brahim Belhaouari, Abdelouahed Hamdi

Int. J. Comput. Intell. Syst., 2021

2020

The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints - Two Convex Quadratic Relaxations and Strong Duality.

Temadher Alassiry Al-Maadeed, Akram Taati, Maziar Salahi, Abdelouahed Hamdi

Symmetry, 2020

Large-scale global optimization based on hybrid swarm intelligence algorithm.

Wali Khan Mashwani, Abdelouahed Hamdi, Muhammad Asif Jan, Atila Göktas, Fouzia Khan

J. Intell. Fuzzy Syst., 2020

2019

An improved whale optimization algorithm for solving multi-objective design optimization problem of PFHE.

Muhammad Sulaiman, Ismat Samiullah, Abdelouahed Hamdi, Zubair Hussain

J. Intell. Fuzzy Syst., 2019

2014

Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm.

Abdelouahed Hamdi, Abdellah Bnouhachem

INFOR Inf. Syst. Oper. Res., 2014

2012

Convergence of a Proximal Point Algorithm for Solving Minimization Problems.

Abdelouahed Hamdi, Muhammad Aslam Noor, Aiman Mukheimer

J. Appl. Math., 2012

2009

On difference of two monotone operators.

Muhammad Aslam Noor, Khalida Inayat Noor, Abdelouahed Hamdi, Eman H. El-Shemas

Optim. Lett., 2009

2006

A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems.

E. M. E. Mostafa, Abdelouahed Hamdi, Abdallah Aboutahoun

Appl. Math. Comput., 2006

2005

Decomposition for structured convex programs with smooth multiplier methods.

Abdelouahed Hamdi

Appl. Math. Comput., 2005

A primal-dual proximal point algorithm for constrained convex programs.

Abdelouahed Hamdi

Appl. Math. Comput., 2005

Two-level primal-dual proximal decomposition technique to solve large scale optimization problems.

Abdelouahed Hamdi

Appl. Math. Comput., 2005

1998

Convergence Results on Proximal Method of Multipliers in Nonconvex Programming

Abdelouahed Hamdi

Universität Trier, Mathematik/Informatik, Forschungsbericht, 1998