Abdelouahed Hamdi

24 papers Journal 24
YearRankTypeTitle / Venue / Authors
2026 J jnl
Valuation of commodity option prices under a regime-switching model with stochastic convenience yield: Model calibration using flower pollination optimization algorithm.
J. Comput. Appl. Math.
Abdelouahed Hamdi, I. Aksikas, H. Smaoui, Farshid Mehrdoust, Idin Noorani
2025 J jnl
A Duality Framework for Mathematical Programs with Tangential Subdifferentials.
Algorithms
Vandana Singh, Shashi Kant Mishra, Abdelouahed Hamdi
2025 J jnl
Comparative Analysis of Artificial Neural Networks and Evolutionary Algorithms in DEA-β-MSV Portfolio Optimization.
Algorithms
Abdelouahed Hamdi, Arezou Karimi, Farshid Mehrdoust, Samir Brahim Belhaouari
2025 J jnl
Improved Branch and Bound algorithm and an interpolation-based search algorithm for quadratic minimization with one negative eigenvalue.
Optim. Lett.
Maziar Salahi, Saeid Ansary Karbasy, Temadher Alassiry Al-Maadeed, Abdelouahed Hamdi
2024 J jnl
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem.
Discret. Math. Algorithms Appl.
Abdelouahed Hamdi, Tahereh Khodamoradi, Maziar Salahi
2024 J jnl
Parameter estimation of uncertain stock model using residual method optimized by genetic algorithm: valuation of vulnerable European and barrier options.
Soft Comput.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2023 J jnl
Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm.
Math. Comput. Simul.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2022 J jnl
On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints.
J. Optim. Theory Appl.
Temadher Alassiry Al-Maadeed, Saeid Ansary Karbasy, Maziar Salahi, Abdelouahed Hamdi
2021 J jnl
Ameliorated Ensemble Strategy-Based Evolutionary Algorithm with Dynamic Resources Allocations.
Int. J. Comput. Intell. Syst.
Wali Khan Mashwani, Syed Nouman Ali Shah, Samir Brahim Belhaouari, Abdelouahed Hamdi
2021 J jnl
An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints.
Optim. Lett.
Saeid Ansary Karbasy, Abdelouahed Hamdi, Maziar Salahi, Akram Taati
2021 J jnl
Calibration of the double Heston model and an analytical formula in pricing American put option.
J. Comput. Appl. Math.
Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi
2021 J jnl
Quadratic problems with two quadratic constraints: convex quadratic relaxation and strong lagrangian duality.
RAIRO Oper. Res.
Abdelouahed Hamdi, Akram Taati, Temadher Alassiry Al-Maadeed
2020 J jnl
Large-scale global optimization based on hybrid swarm intelligence algorithm.
J. Intell. Fuzzy Syst.
Wali Khan Mashwani, Abdelouahed Hamdi, Muhammad Asif Jan, Atila Göktas, Fouzia Khan
2020 J jnl
The Generalized Trust-Region Sub-Problem with Additional Linear Inequality Constraints - Two Convex Quadratic Relaxations and Strong Duality.
Symmetry
Temadher Alassiry Al-Maadeed, Akram Taati, Maziar Salahi, Abdelouahed Hamdi
2019 J jnl
An improved whale optimization algorithm for solving multi-objective design optimization problem of PFHE.
J. Intell. Fuzzy Syst.
Muhammad Sulaiman, Ismat Samiullah, Abdelouahed Hamdi, Zubair Hussain
2014 J jnl
Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm.
INFOR Inf. Syst. Oper. Res.
Abdelouahed Hamdi, Abdellah Bnouhachem
2012 J jnl
Convergence of a Proximal Point Algorithm for Solving Minimization Problems.
J. Appl. Math.
Abdelouahed Hamdi, Muhammad Aslam Noor, Aiman Mukheimer
2009 J jnl
On difference of two monotone operators.
Optim. Lett.
Muhammad Aslam Noor, Khalida Inayat Noor, Abdelouahed Hamdi, Eman H. El-Shemas
2006 J jnl
A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems.
Appl. Math. Comput.
E. M. E. Mostafa, Abdelouahed Hamdi, Abdallah W. Aboutahoun
2005 J jnl
A primal-dual proximal point algorithm for constrained convex programs.
Appl. Math. Comput.
Abdelouahed Hamdi
2005 J jnl
Decomposition for structured convex programs with smooth multiplier methods.
Appl. Math. Comput.
Abdelouahed Hamdi
2005 J jnl
Two-level primal-dual proximal decomposition technique to solve large scale optimization problems.
Appl. Math. Comput.
Abdelouahed Hamdi
1998 J jnl
Convergence Results on Proximal Method of Multipliers in Nonconvex Programming
Universität Trier, Mathematik/Informatik, Forschungsbericht
Abdelouahed Hamdi
1998 J jnl
Convergence Results on Proximal Method of Multipliers in Nonconvex Programming
Universität Trier, Mathematik/Informatik, Forschungsbericht
Abdelouahed Hamdi