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Performance-Estimation-Toolbox

by PerformanceEstimation

MATLABpushed over 2 years ago

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.

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Optimization analyzer

An automated toolbox for performing worst-case analyses of first-order optimization methods in convex and nonconvex optimization.

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View on GitHubwww.di.ens.fr/~ataylor/share/PESTO_CDC_2017.pdf

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