Browsing Mathematics, Statistics & Physics by Author "Almaadeed, T.A."
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Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization
Almaadeed, T.A.; Khodamoradi, T.; Salahi, M.; Hamdi, A. ( 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
Hamdi, A.; Taati, A.; Almaadeed, T.A. ( 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 ... -
The generalized trust-region sub-problem with additional linear inequality constraints-Two convex quadratic relaxations and strong duality
Almaadeed, T.A.; Taati, A.; Salahi, M.; Hamdi, A. ( MDPI AG , 2020 , Article)In this paper, we study the problem of minimizing a general quadratic function subject to a quadratic inequality constraint with a fixed number of additional linear inequality constraints. Under a regularity condition, we ...