GitHub / PerformanceEstimation / Performance-Estimation-Toolbox

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.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/PerformanceEstimation%2FPerformance-Estimation-Toolbox

Topics: first-order-methods, matlab, optimization, optimization-algorithms, performance-estimation-problems, semidefinite-programming, worst-case-analyses

• Files
• Readme
• Dependencies