129 citations · 131 across the 3 of their papers we have counts for
3 papers
math.OC2020
Extending iLQR method with control delay
Cheng Ju, Yan Qin, Chunjiang Fu
Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In t…
math.OC2017★ 129 cited
Non-convex Finite-Sum Optimization Via SCSG Methods
Lihua Lei, Cheng Ju, Jianbo Chen +1
We develop a class of algorithms, as variants of the stochastically controlled stochastic gradient (SCSG) methods (Lei and Jordan, 2016), for the smooth non-convex finite-sum optim…
math.OC2016★ 2 cited
HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step
Yuting Ye, Lihua Lei, Cheng Ju
In this article, we develop and analyze a homotopy continuation method, referred to as HONES , for solving the sequential generalized projections in Online Newton Step, as well as…