Related papers: Second-Order Non-Convex Optimization for Constrain…
Optimal controller synthesis is a bilinear problem and hence difficult to solve in a computationally efficient manner. We are able to resolve this bilinearity for systems with delay by first convexifying the problem in infinite-dimensions -…
This paper concerns the composite problem of minimizing the sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. For this class of nonconvex and nonsmooth problems, by leveraging a practical inexactness…
Safe derivative-free optimization under unknown constraints is a fundamental challenge in modern learning and control. Existing zeroth-order (ZO) methods typically still assume access to a first-order oracle of the constraint functions or…
The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…
This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…
In this paper we consider finding a second-order stationary point (SOSP) of nonconvex equality constrained optimization when a nearly feasible point is known. In particular, we first propose a new Newton-CG method for finding an approximate…
We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…
We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…
This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…
In this paper, we study second-order algorithms for the convex-concave minimax problem, which has attracted much attention in many fields such as machine learning in recent years. We propose a Lipschitz-free cubic regularization (LF-CR)…
Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…
We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
This paper proposes novel approaches to design hierarchical decentralized robust controllers for homogeneous linear multi-agent systems (MASs) perturbed by disturbances/noise. Firstly, based on LQR method, we present a systematic procedure…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…
We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer. After introducing…
In this paper, we study stochastic non-convex optimization with non-convex random functions. Recent studies on non-convex optimization revolve around establishing second-order convergence, i.e., converging to a nearly second-order optimal…
This paper investigates the robust stabilisation of a class of fractional-order non-linear systems via fixed-order dynamic output feedback controller in terms of linear matrix inequalities (LMIs). The systematic stabilisation algorithm…