Showing math.OCShow all
3 papers · 1 filter
math.OC2026
Multitask LQG Control: Performance and Generalization Bounds
Leonardo F. Toso, Kasra Fallah, Charis Stamouli +2
We study multitask learning for stochastic and partially observed control systems, focusing on the linear quadratic Gaussian (LQG) problem. Our goal is to learn a common stabilizin…
math.OC2025
Verification of Sequential Convex Programming for Parametric Non-convex Optimization
Rajiv Sambharya, Nikolai Matni, George Pappas
We introduce a verification framework to exactly verify the worst-case performance of sequential convex programming (SCP) algorithms for parametric non-convex optimization. The ver…
math.OC2025
Learning Acceleration Algorithms for Fast Parametric Convex Optimization with Certified Robustness
Rajiv Sambharya, Jinho Bok, Nikolai Matni +1
We develop a machine-learning framework to learn hyperparameter sequences for accelerated first-order methods (e.g., the step size and momentum sequences in accelerated gradient de…