# Abdelouahed Hamdi

According to our database

Collaborative distances:

^{1}, Abdelouahed Hamdi authored at least 17 papers between 1998 and 2023.Collaborative distances:

## Timeline

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## Bibliography

2023

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

Math. Comput. Simul., 2023

2022

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

J. Optim. Theory Appl., 2022

2021

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

RAIRO Oper. Res., 2021

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

Optim. Lett., 2021

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

J. Comput. Appl. Math., 2021

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

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.

Symmetry, 2020

J. Intell. Fuzzy Syst., 2020

2019

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

J. Intell. Fuzzy Syst., 2019

2014

INFOR Inf. Syst. Oper. Res., 2014

2012

J. Appl. Math., 2012

2009

Optim. Lett., 2009

2006

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

Appl. Math. Comput., 2006

2005

Appl. Math. Comput., 2005

Appl. Math. Comput., 2005

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

Appl. Math. Comput., 2005

1998

Convergence Results on Proximal Method of Multipliers in Nonconvex Programming

Universität Trier, Mathematik/Informatik, Forschungsbericht, 1998