Papers
Below is a list of my research papers.
Preprints Link to heading
- C. Huang, T. M. Ragonneau, and Z. Zhang. OptiProfiler: A Platform for Benchmarking Optimization Solvers. Preprint, 2026. [Note]
- C. Huang and Z. Zhang. Non-convergence analysis of probabilistic direct search. Preprint, 2026. [Note]
- C. Huang and Z. Zhang. A unified series condition for the convergence of derivative-free trust region and direct search. Preprint, 2026. [Note]
- C. Huang and Z. Zhang. Gradient convergence of direct search based on sufficient decrease. Preprint, 2026. [Note]
Published Link to heading
- C. Huang, H. Song, J. Yang, and B. Zhou. Error analysis of finite difference scheme for american option pricing under regime-switching with jumps. J. Comput. Appl. Math., accepted for publication, 2023. [Note]
- Z. Gao, C. Huang, H. Song, and B. Zhou. Projection and contraction method for pricing american option under regime-switching model. Journal of Jilin University (Science Edition), 60:1090-1096, 2022.
Work in Progress Link to heading
- C. Huang, Z. Jiang, and Z. Zhang. Notes on stochastic orders and submartingale-like assumptions for optimization. In preparation, 2026. [Note]
- C. Huang and Z. Zhang. Exact lower bounds on the non-convergence probability of probabilistic direct search: distribution of a random series. In preparation, 2026. [Note]
To be continued!