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math.OC2026
Stochastic Gradient Descent with Momentum: Analysis and Synthesis via Integral Quadratic Constraints
Dennis Gramlich, Carsten W. Scherer, Christian Ebenbauer
This article applies dynamic integral quadratic constraints (IQCs) to the analysis and synthesis of accelerated stochastic gradient algorithms. We consider composite objective func…
math.OC2025
Distributionally robust LMI synthesis for LTI systems
Dennis Gramlich, Shuhao Yan, Carsten W. Scherer +1
This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (…