12 citations · 17 across the 3 of their papers we have counts for
3 papers · 1 filter
On the Convergence of the Iterative Linear Exponential Quadratic Gaussian Algorithm to Stationary Points
Vincent Roulet, Maryam Fazel, Siddhartha Srinivasa +1
A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order opt…
Iterative Linearized Control: Stable Algorithms and Complexity Guarantees
Vincent Roulet, Siddhartha Srinivasa, Dmitriy Drusvyatskiy +1
We examine popular gradient-based algorithms for nonlinear control in the light of the modern complexity analysis of first-order optimization algorithms. The examination reveals th…
Integration Methods and Accelerated Optimization Algorithms
Damien Scieur, Vincent Roulet, Francis Bach +1
We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation.…