[HTML][HTML] Convergence rate bounds for the mirror descent method: IQCs, Popov criterion and Bregman divergence
This paper presents a comprehensive convergence analysis for the mirror descent (MD)
method, a widely used algorithm in convex optimization. The key feature of this algorithm is …
method, a widely used algorithm in convex optimization. The key feature of this algorithm is …
Preconditioning Matrix Synthesis for a Projected Gradient Method for Solving Constrained Linear-Quadratic Optimal Control Problems
YJJ Heuts, MCF Donkers - 2023 62nd IEEE Conference on …, 2023 - ieeexplore.ieee.org
This paper presents a method for synthesizing preconditioning matrices for a heavy-ball
accelerated projected primal-dual method. The main focus lies on linear quadratic optimal …
accelerated projected primal-dual method. The main focus lies on linear quadratic optimal …