Exponential convergence bounds using integral quadratic constraints.
Ross BoczarLaurent LessardBenjamin RechtPublished in: CDC (2015)
Keyphrases
- lower and upper bounds
- lower bound
- upper bound
- constraint satisfaction
- rates of convergence
- penalty functions
- objective function
- pairwise
- worst case
- initial conditions
- finite sample
- nonlinear optimization problems
- learning algorithm
- number of iterations required
- regression function
- semidefinite
- average case
- constraint networks
- constrained optimization
- geometric constraints
- convergence rate