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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.
Stars: 49
Forks: 6
Open Issues: 0
License: mit
Language: MATLAB
Repo Size: 2.92 MB
Dependencies:
0
Created: over 7 years ago
Updated: 4 months ago
Last pushed: 4 months ago
Last synced: 4 months ago
Topics: first-order-methods, matlab, optimization, optimization-algorithms, performance-estimation-problems, semidefinite-programming, worst-case-analyses
Files
No dependencies found