Browsing Mathematics, Statistics & Physics by Author "Hamdi, A."
Now showing items 1-20 of 26
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A hybrid LQP alternating direction method for solving variational inequality problems with separable structure
( Natural Sciences Publishing Co. , 2015 , Article)In this paper, we presented a logarithmic-quadratic proximal alternating direction method for structured variational inequalities. The method generates the new iterate by searching the optimal step size along the descent ... -
A hyperbolic penalty method to solve structured convex minimization problems
( Institute of Advanced Science Extension (IASE) , 2020 , Article)This paper presents a decomposition algorithm based on the smooth hyperbolic penalty, which leads to a scheme suitable for parallelized computations. The proposed algorithm can be seen as a separable version of the earlier ... -
A new hybrid extragradient iterative method for approximating the common solutions of a system of variational inequalities, a mixed equilibrium problem, and a hierarchical fixed point problem
( Hindawi , 2013 , Article)We suggest and analyze an iterative scheme for finding the approximate element of the common set of solutions of a system of variational inequalities, a mixed equilibrium problem, and a hierarchical fixed point problem in ... -
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem
( World Scientific , 2023 , Article)In this paper, we study mean-variance-Conditional Value-At-Risk (CVaR) portfolio optimization problem with short selling, cardinality constraint and transaction costs. To tackle its mixed-integer quadratic optimization ... -
A weighted version of Hermite-Hadamard type inequalities for strongly GA-convex functions
( Institute of Advanced Science Extension (IASE) , 2020 , Article)In this paper, we have established new weighted Hermite-Hadamard type inequalities for strongly GA-convex functions. Those findings are obtained by using geometric symmetry of continuous positive mappings and differentiable ... -
Ameliorated ensemble strategy-based evolutionary algorithm with dynamic resources allocations
( Atlantis Press , 2021 , Article)In the last two decades, evolutionary computing has become the mainstream to attract the attention of the experts in both academia and industrial applications due to the advent of the fast computer with multi-core GHz ... -
An efficient algorithm for large-scale extended trust-region subproblems with non-intersecting linear constraints
( Springer Science and Business Media Deutschland GmbH , 2021 , Article)In this paper, we study the extended trust-region subproblem in which the trust-region intersects the ball with m linear inequality constraints (m-eTRS). We assume that the linear constraints do not intersect inside the ... -
Calibration of the double Heston model and an analytical formula in pricing American put option
( Elsevier B.V. , 2021 , Article)This paper proposes a novel approach to pricing of American put option under double Heston model. We develop an analytical solution to the double Heston partial differential equation (double Heston PDE) using the equivalent ... -
Entropy-Like Minimization Methods Based on Modified Proximal Point Algorithm
( University of Toronto Press Inc. , 2014 , Article)In this paper we introduce an extension of the proximal point algorithm proposed by Guler for solving convex minimization problems. This extension is obtained by substituting the usual quadratic proximal term by a class ... -
Hermite-Hadamard and Fejer-type inequalities for generalized η-convex stochastic processes
( Taylor and Francis Ltd. , 2023 , Article)In this article, we introduce the concept of (Formula presented.) -convex stochastic processes on coordinates and establish Hermite-Hadamard-type inequality for these stochastic processes. Moreover, we prove new integral ... -
Hermite-Hadamard type integral inequalities for multidimensional general h-harmonic preinvex stochastic processes
( Taylor and Francis Ltd. , 2022 , Article)In this paper, we introduce a new concept of preinvex functions which is called general h-harmonic preinvex for real-valued stochastic processes. Further, we define the multidimensional general h-harmonic preinvex stochastic ... -
Hermite-Hadamard-type inequalities for interval-valued preinvex functions via Riemann-Liouville fractional integrals
( Springer Science and Business Media Deutschland GmbH , 2021 , Article)In this paper, we introduce (h1, h2) -preinvex interval-valued function and establish the Hermite-Hadamard inequality for preinvex interval-valued functions by using interval-valued Riemann-Liouville fractional integrals. ... -
Hybrid differential evolutionary strawberry algorithm for real-parameter optimization problems
( Bellwether Publishing, Ltd. , 2021 , Article)Evolutionary algorithms (EAs) is a family of population-based nature optimization methods. In contrast to classical optimization techniques, EAs provide a set of approximated solutions for different test suites of optimization ... -
Large-scale global optimization based on hybrid swarm intelligence algorithm
( IOS Press , 2020 , Article)There are numerous large-scale global optimization problems encountered in real-world applications including engineering, manufacturing, economics, networking fields. Over the last two decades different varieties of swarm ... -
On strongly generalized convex stochastic processes
( Taylor and Francis Ltd. , 2022 , Article)In this paper, we introduce the notion of strongly generalized convex functions which is called as strongly η-convex stochastic processes. We prove the Hermite-Hadamard, Ostrowski type inequality, and obtain some important ... -
On the existence of positive solutions for generalized fractional boundary value problems
( Springer , 2019 , Article)The existence of positive solutions is established for boundary value problems defined within generalized Riemann–Liouville and Caputo fractional operators. Our approach is based on utilizing the technique of fixed point ... -
Optimal Production Planning Strategy for Deteriorating Items in Terms of Emission Tax, Pollution, and R&D Investment
( Springer Science and Business Media B.V. , 2018 , Conference)Firms are faced with the question of what policies to implement to ensure efficient abatement behavior? In this paper, we aim to determine the optimal production rate and the optimal investment rate in pollution abatement ... -
Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization
( International Academic Press , 2022 , Article)In this paper, we study the cardinality constrained mean-absolute deviation portfolio optimization problem with risk-neutral interest rate and short-selling. We enhance the model by adding extra constraints to avoid investing ... -
Quadratic problems with two quadratic constraints: Convex quadratic relaxation and strong lagrangian duality
( EDP Sciences , 2021 , Article)In this paper, we study a nonconvex quadratic minimization problem with two quadratic constraints, one of which being convex. We introduce two convex quadratic relaxations (CQRs) and discuss cases, where the problem is ... -
Revisited carmichael's reduced totient function
( MDPI AG , 2021 , Article)The modified Totient function of Carmichael ?(.) is revisited, where important properties have been highlighted. Particularly, an iterative scheme is given for calculating the ?(.) function. A comparison between the Euler ...
