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Publications of Eduardo D. Sontag jointly with M.K. Wafi
Conference articles
  1. M.K. Wafi, A.C.B de Oliveira, and E.D. Sontag. On the (almost) global exponential convergence of overparameterized policy optimization for the LQR problem. In 2026 American Control Conference (ACC), 2025. Note: Submitted. Also arXiv:2510.02140. [PDF] Keyword(s): machine learning, artificial intelligence, gradient dominance, gradient flows, LQR, reinforcement learning.
    Abstract:
    In this work we study the convergence of gradient methods for nonconvex optimization problems -- specifically the effect of the problem formulation to the convergence behavior of the solution of a gradient flow. We show through a simple example that, surprisingly, the gradient flow solution can be exponentially or asymptotically convergent, depending on how the problem is formulated. We then deepen the analysis and show that a policy optimization strategy for the continuous-time linear quadratic regulator (LQR) (which is known to present only asymptotic convergence globally) presents almost global exponential convergence if the problem is overparameterized through a linear feed-forward neural network (LFFNN). We prove this qualitative improvement always happens for a simplified version of the LQR problem and derive explicit convergence rates for the gradient flow. Finally, we show that both the qualitative improvement and the quantitative rate gains persist in the general LQR through numerical simulations.



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Last modified: Thu Oct 23 10:40:03 2025
Author: sontag.


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