Accelerated Optimization Landscape of Linear-Quadratic Regulator

arXiv:2307.03590v3 Announce Type: replace-cross
Abstract: Linear-quadratic regulator (LQR) is a landmark problem in the field of optimal control, which is the concern of this paper. Generally, LQR is classified into state-feedback LQR (SLQR) and output-feedback LQR (OLQR) based on whether the full state is obtained. It has been suggested in existing literature that both SLQR and OLQR could be viewed as \textit{constrained nonconvex matrix optimization} problems in which the only variable to be optimized is the feedback gain matrix. In …

abstract arxiv control cs.lg feedback landmark landscape linear literature math.oc optimization paper regulator state type