3 papers
math.OC2026
Faster Stochastic ADMM for Nonsmooth Composite Convex Optimization in Hilbert Space
Weihua Deng, Haiming Song, Hao Wang +1
In this paper, a stochastic alternating direction method of multipliers (ADMM) is proposed for a class of nonsmooth composite and stochastic convex optimization problems in Hilbert…
math.OC2026
An Inexact Alternating Direction Method of Multipliers for Constrained Parabolic Optimal Distributed Control Problems
Haiming Song, Jinda Yang, Yuran Yang +1
Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control.…
math.OC2025
Computational Methods and Verification Theorem for Portfolio-Consumption Optimization under Exponential O-U Dynamics
Zhaoxiang Zhong, Haiming Song
In this paper, we focus on the problem of optimal portfolio-consumption policies in a multi-asset financial market, where the n risky assets follow Exponential Ornstein-Uhlenbeck p…