3 papers
math.OC2025
Policy Optimization in Robust Control: Weak Convexity and Subgradient Methods
Yuto Watanabe, Feng-Yi Liao, Yang Zheng
Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with control as a classical formulation. It is known that polic…
math.OC2025
A Proximal Descent Method for Minimizing Weakly Convex Optimization
Feng-Yi Liao, Yang Zheng
We study the problem of minimizing a -weakly convex and possibly nonsmooth function. Weak convexity provides a broad framework that subsumes convex, smooth, and many composite n…
math.OC2025
A Bundle-based Augmented Lagrangian Framework: Algorithm, Convergence, and Primal-dual Principles
Feng-Yi Liao, Yang Zheng
We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a ne…