Feng Liao

Weak Convexity and Proximal Bundle Methods for Nonsmooth Policy Optimization in Robust Control

We study policy optimization for discrete-time robust $\mathcal{H}_\infty$ control with static output-feedback, and present the first feasibility-preserving algorithm with a deterministic, non-asymptotic complexity guarantee. This problem naturally leads to a nonsmooth and nonconvex optimization over the set of stabili...