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math.OC2026
First-Order Optimization as Minimum-Time Control
Liraz Mudrik, Isaac Kaminer, Pramod P. Khargonekar
We formulate first-order optimization as a minimum-time control problem. The iterate is the state, the update, a combination of the gradients observed so far, is the control, and t…
math.OC2021
Adaptive Gradient Online Control
Deepan Muthirayan, Jianjun Yuan, Pramod P. Khargonekar
In this work we consider the online control of a known linear dynamic system with adversarial disturbance and adversarial controller cost. The goal in online control is to minimize…