2 papers
math.OC2025
Iterative Linear Quadratic Optimization for Nonlinear Control: Differentiable Programming Algorithmic Templates
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can…
math.OC2025
On Global and Local Convergence of Iterative Linear Quadratic Optimization Algorithms for Discrete Time Nonlinear Control
Vincent Roulet, Siddhartha Srinivasa, Maryam Fazel +1
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem aroun…