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20182021
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math.OC20222 cited

On the exactness of a stability test for Lur'e systems with slope-restricted nonlinearities

Andrey Kharitenko, Carsten W. Scherer

In this note it is shown that the famous multiplier absolute stability test of R. O'Shea, G. Zames and P. Falb is necessary and sufficient if the set of Lur'e interconnections is l…

math.OC2022

Robust Differential Dynamic Programming

Dennis Gramlich, Carsten W. Scherer, Christian Ebenbauer

Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, incl…

math.OC2021

Convex Synthesis of Accelerated Gradient Algorithms

Carsten Scherer, Christian Ebenbauer

We present a convex solution for the design of generalized accelerated gradient algorithms for strongly convex objective functions with Lipschitz continuous gradients. We utilize i…

math.OC2020

Convex Synthesis of Accelerated Gradient Algorithms for Optimization and Saddle Point Problems using Lyapunov functions

Dennis Gramlich, Christian Ebenbauer, Carsten W. Scherer

This paper considers the problem of designing accelerated gradient-based algorithms for optimization and saddle-point problems. The class of objective functions is defined by a gen…

math.OC2018

Stability analysis by dynamic dissipation inequalities: On merging frequency-domain techniques with time-domain conditions

Carsten W. Scherer, Joost Veenman

In this paper we provide a complete link between dissipation theory and a celebrated result on stability analysis with integral quadratic constraints. This is achieved with a new s…