Learning the Globally Optimal Distributed LQ Regulator
Proceedings of the 2nd Conference on Learning for Dynamics and Control, PMLR 120:287-297, 2020.
We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed control and present a significant challenge in the sense that standard model-based optimization and learning leads to intractable numerical programs in general. Building upon recent results in zeroth-order optimization, we establish model-free sample-complexity bounds for the class of distributed LQ problems where a local gradient dominance constant exists on any sublevel set of the cost function. We prove that a fundamental class of distributed control problems - commonly referred to as Quadratically Invariant (QI) problems - as well as others possess this property. To the best of our knowledge, our result is the first sample-complexity bound guarantee on learning globally optimal distributed output-feedback control policies.