  We consider the static output feedback control for Linear Quadratic Regulator
problems with structured constraints under the assumption that system
parameters are unknown. To solve the problem in the model free setting, we
propose the policy gradient algorithm based on the gradient projection method
and show its global convergence to $\varepsilon$-stationary points. In
addition, we introduce a variance reduction technique and show both
theoretically and numerically that it significantly reduces the variance in the
gradient estimation. We also show in the numerical experiments that the model
free approach efficiently solves the problem.
