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math.OC2026
Learning Over-Relaxation Policies for ADMM with Convergence Guarantees
Junan Lin, Paul J. Goulart, Luca Furieri
The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of p…
math.OC2020
Sample Complexity of Linear Quadratic Gaussian (LQG) Control for Output Feedback Systems
Yang Zheng, Luca Furieri, Maryam Kamgarpour +1
This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a ro…
math.OC2019
On the Equivalence of Youla, System-level and Input-output Parameterizations
Yang Zheng, Luca Furieri, Antonis Papachristodoulou +2
A convex parameterization of internally stabilizing controllers is fundamental for many controller synthesis procedures. The celebrated Youla parameterization relies on a doubly-co…