PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python
Baptiste Goujaud, Céline Moucer, François Glineur, Julien M. Hendrickx, Adrien Taylor, Aymeric Dieuleveut
Topics & Concepts
Python (programming language)Theory of computationComputer scienceMathematical optimizationSemidefinite programmingAlgorithmR packageOptimization problemLinear programmingApplied mathematicsComputational scienceProgramming languageMathematicsSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms ResearchStochastic Gradient Optimization Techniques