On the Convergence of the Iterative Linear Exponential Quadratic Gaussian Algorithm to Stationary Points.
Vincent RouletMaryam FazelSiddhartha S. SrinivasaZaïd HarchaouiPublished in: ACC (2020)
Keyphrases
- linear complexity
- stationary points
- objective function
- computational complexity
- linear computational complexity
- constrained optimization
- convergence rate
- cost function
- optimal solution
- convergence analysis
- linear programming
- dynamic programming
- np hard
- optimization algorithm
- expectation maximization
- energy function
- particle swarm optimization
- optimality conditions
- simulated annealing