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.DS_Store | ||
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Learning convex optimization control policies | ||
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This repository accompanies the paper [Learning convex optimization control policies](http://web.stanford.edu/~boyd/papers/pdf/learning_cocps.pdf). It contains the source code for the examples therein. | ||
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Many control policies used in various applications determine the input or | ||
action by solving a convex optimization problem that depends on the current | ||
state and some parameters. These types of control policies are tuned by varying | ||
the parameters in the optimization problem, such as the linear quadratic | ||
regulator weights, to obtain good performance, judged by application-specific | ||
metrics. Our paper introduces a method to automate this process, by adjusting | ||
the parameters using an approximate gradient of the performance metric with | ||
respect to the parameters. Our procedure relies on recently developed methods | ||
that can efficiently evaluate the derivative of the solution of a convex | ||
optimization problem with respect to its parameters. | ||
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This repository contains several examples of our method, in IPython notebooks. | ||
Our examples make use the Python package | ||
[cvxpylayers](https://github.com/cvxgrp/cvxpylayers) to differentiate through | ||
convex optimization problems. |
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