PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.
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Updated
Oct 9, 2024 - Python
PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.
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.
🎉 tada!: auTomAtic orDer of growth Analysis
This code can be used to reproduce all results from the paper "Smooth strongly convex interpolation and exact worst-case performance of first-order methods" (published in Mathematical Programming). (newer version available in the PESTO toolbox)
This code can be used to reproduce most results from the paper " Exact Worst-case Performance of First-order Methods for Composite Convex Optimization" (Published in SIAM Journal on Optimization). (newer version available in the PESTO toolbox!)
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