arxiveess.SYmath.OC2026-07-01
A Data-Enabled Primal-Dual Approach for Policy Learning with SDP Formulations
Han Wang, Feiran Zhao, Florian Dorfler
This paper develops a data-enabled primal-dual framework for learning optimal control policies for unknown linear discrete-time systems from online data. The proposed approach views the data-dependent control synthesis problem as a time-varying semidefinite program (SDP) whose co…