no code implementations • 4 Jul 2018 • Armin Zare, Hesameddin Mohammadi, Neil K. Dhingra, Tryphon T. Georgiou, Mihailo R. Jovanović
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs.
no code implementations • 5 Sep 2017 • Neil K. Dhingra, Sei Zhen Khong, Mihailo R. Jovanović
We develop a second order primal-dual method for optimization problems in which the objective function is given by the sum of a strongly convex twice differentiable term and a possibly nondifferentiable convex regularizer.