Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints

DOI10.1137/15M1009597zbMath1329.90103arXiv1408.3595MaRDI QIDQ3465237

Laurent Lessard, Benjamin Recht, Andrew K. Packard

Publication date: 21 January 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.3595

zbMATH Keywords

convex optimization semidefinite programming control theory integral quadratic constraints Nesterov's method first-order methods proximal gradient methods heavy-ball method

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Nonlinear programming (90C30) Nonlinear systems in control theory (93C10) Stability of control systems (93D99)

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