Performance-Estimation-Toolbox
Optimization analyzer
An automated toolbox for performing worst-case analyses of first-order optimization methods in convex and nonconvex optimization.
Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization. The numerical worst-case analyses from PEP can be performed just by writting the algorithms just as you would implement them.
52 stars
3 watching
6 forks
Language: MATLAB
last commit: 10 months ago
Linked from 1 awesome list
first-order-methodsmatlaboptimizationoptimization-algorithmsperformance-estimation-problemssemidefinite-programmingworst-case-analyses
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