1 citations · 2 across the 7 of their papers we have counts for
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Online Non-Stationary Stochastic Quasar-Convex Optimization
Yuen-Man Pun, Iman Shames
Recent research has shown that quasar-convexity can be found in applications such as identification of linear dynamical systems and generalized linear models. Such observations hav…
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning
Yuen-Man Pun, Farhad Farokhi, Iman Shames
In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function…
A Robust Control Approach to Asymptotic Optimality of the Heavy Ball Method for Optimization of Quadratic Functions
V. Ugrinovskii, I. R. Petersen, I. Shames
Among first order optimization methods, Polyak's heavy ball method has long been known to guarantee the asymptotic rate of convergence matching Nesterov's lower bound for functions…
Nonlinear Dual control based on Fast Moving Horizon estimation and Model Predictive Control with an observability constraint
Emilien Flayac, Girish Nair, Iman Shames
This paper proposes an algorithm that combines Fast Moving Horizon Parameter Estimation and Model Predictive Control subject to an observability constraint designed to ensure a low…
Regret Analysis of Online LQR Control via Trajectory Prediction and Tracking: Extended Version
Yitian Chen, Timothy L. Molloy, Tyler Summers +1
In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revea…
Self-Tuning Network Control Architectures
Tyler Summers, Karthik Ganapathy, Iman Shames +1
We formulate a general mathematical framework for self-tuning network control architecture design. This problem involves jointly adapting the locations of active sensors and actuat…