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.

语言：MATLAB · GitHub 星标：60 · Fork：6

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

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