3.6k citations · 4.3k across the 44 of their papers we have counts for
19 papers · 1 filter
On Controller Reduction in Linear Quadratic Gaussian Control with Performance Bounds
Zhaolin Ren, Yang Zheng, Maryam Fazel +1
The problem of controller reduction has a rich history in control theory. Yet, many questions remain open. In particular, there exist very few results on the order reduction of gen…
Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies
Bin Hu, Kaiqing Zhang, Na Li +3
Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical…
Iterative Linear Quadratic Optimization for Nonlinear Control: Differentiable Programming Algorithmic Templates
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can…
Decision-Dependent Risk Minimization in Geometrically Decaying Dynamic Environments
Mitas Ray, Dmitriy Drusvyatskiy, Maryam Fazel +1
This paper studies the problem of expected loss minimization given a data distribution that is dependent on the decision-maker's action and evolves dynamically in time according to…
Escaping High-order Saddles in Policy Optimization for Linear Quadratic Gaussian (LQG) Control
Yang Zheng, Yue Sun, Maryam Fazel +1
First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). Ho…
On Global and Local Convergence of Iterative Linear Quadratic Optimization Algorithms for Discrete Time Nonlinear Control
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem aroun…
Function Design for Improved Competitive Ratio in Online Resource Allocation with Procurement Costs
Mitas Ray, Omid Sadeghi, Lillian J. Ratliff +1
We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while…
Online DR-Submodular Maximization with Stochastic Cumulative Constraints
Prasanna Sanjay Raut, Omid Sadeghi, Maryam Fazel
In this paper, we consider online continuous DR-submodular maximization with linear stochastic long-term constraints. Compared to the prior work on online submodular maximization,…
On the Convergence of the Iterative Linear Exponential Quadratic Gaussian Algorithm to Stationary Points
Vincent Roulet, Maryam Fazel, Siddhartha Srinivasa +1
A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order opt…
Online Continuous DR-Submodular Maximization with Long-Term Budget Constraints
Omid Sadeghi, Maryam Fazel
In this paper, we study a class of online optimization problems with long-term budget constraints where the objective functions are not necessarily concave (nor convex) but they in…
Competitive Algorithms for Online Budget-Constrained Continuous DR-Submodular Problems
Omid Sadeghi, Reza Eghbali, Maryam Fazel
In this paper, we study a certain class of online optimization problems, where the goal is to maximize a function that is not necessarily concave and satisfies the Diminishing Retu…
Escaping from saddle points on Riemannian manifolds
Yue Sun, Nicolas Flammarion, Maryam Fazel
We consider minimizing a nonconvex, smooth function on a Riemannian manifold . We show that a perturbed version of Riemannian gradient descent algorithm converges…
Competitive Online Algorithms for Resource Allocation over the Positive Semidefinite Cone
Reza Eghbali, James Saunderson, Maryam Fazel
We consider a new and general online resource allocation problem, where the goal is to maximize a function of a positive semidefinite (PSD) matrix with a scalar budget constraint.…
An optimal first order method based on optimal quadratic averaging
Dmitriy Drusvyatskiy, Maryam Fazel, Scott Roy
In a recent paper, Bubeck, Lee, and Singh introduced a new first order method for minimizing smooth strongly convex functions. Their geometric descent algorithm, largely inspired b…
Variational Gram Functions: Convex Analysis and Optimization
Amin Jalali, Maryam Fazel, Lin Xiao
We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vect…
Decomposable Norm Minimization with Proximal-Gradient Homotopy Algorithm
Reza Eghbali, Maryam Fazel
We study the convergence rate of the proximal-gradient homotopy algorithm applied to norm-regularized linear least squares problems, for a general class of norms. The homotopy algo…
Exponentiated Subgradient Algorithm for Online Optimization under the Random Permutation Model
Reza Eghbali, Jon Swenson, Maryam Fazel
Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not k…
A Simplified Approach to Recovery Conditions for Low Rank Matrices
Samet Oymak, Karthik Mohan, Maryam Fazel +1
Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, incl…
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
Benjamin Recht, Maryam Fazel, Pablo A. Parrilo
The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the l…