Robust and structure exploiting optimisation algorithms: an integral quadratic constraint approach
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Publication:5012635
DOI10.1080/00207179.2020.1745286zbMath1481.90246arXiv1905.00279OpenAlexW3011830603MaRDI QIDQ5012635
Simon Michalowsky, Christian Ebenbauer, Carsten W. Scherer
Publication date: 25 November 2021
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.00279
linear matrix inequalities (LMIs)convex optimisationalgorithm designintegral quadratic constraints (IQCs)gradient-based optimisation algorithms
Related Items (7)
A frequency-domain analysis of inexact gradient methods ⋮ Synthesis of accelerated gradient algorithms for optimization and saddle point problems using Lyapunov functions and LMIs ⋮ Zames–Falb multipliers for convergence rate: motivating example and convex searches ⋮ On the necessity and sufficiency of discrete-time O'Shea-Zames-Falb multipliers ⋮ Connections between Georgiou and Smith's Robust Stability Type Theorems and the Nonlinear Small-Gain Theorems ⋮ Time-varying Zames-Falb multipliers for LTI systems are superfluous ⋮ Convex Synthesis of Accelerated Gradient Algorithms
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