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.
☆54Updated last year
Alternatives and similar repositories for Performance-Estimation-Toolbox:
Users that are interested in Performance-Estimation-Toolbox are comparing it to the libraries listed below
- ☆12Updated 3 years ago
- MATLAB implementation of the Scalable Semidefinite Programming☆26Updated last year
- PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.☆86Updated 3 months ago
- An open-source MATLAB® ADMM solver for partially decomposable conic optimization programs.☆64Updated 5 years ago
- Differentiation through cone programs☆99Updated 3 months ago
- Anderson accelerated Douglas-Rachford splitting☆29Updated 4 years ago
- ☆17Updated 3 months ago
- Proximal algorithms for nonsmooth optimization in Julia☆133Updated 4 months ago
- Cone program refinement☆10Updated 5 years ago
- Fast hyperparameter settings for non-smooth estimators:☆40Updated last year
- First-order solver for quadratric programming on CPU and GPU.☆12Updated 10 months ago
- This repository regroups learning ressources about performance estimation problems☆12Updated 7 months ago
- Proximal operators for nonsmooth optimization in Julia☆134Updated last year
- Parallel Multi-Block ADMM with o(1/k) Convergence☆14Updated 9 years ago
- A sparse polynomial optimization tool based on the moment-SOS hierarchy.☆54Updated this week
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated 3 months ago
- Structured optimization in Julia☆72Updated last year
- APPM 5630 at CU Boulder☆48Updated last week
- ☆26Updated last week
- Riemannian Interior Point Methods (RIPM) for Constrained Optimization on Manifolds☆13Updated last year
- A Python environment for large-scale optimization.☆30Updated 7 years ago
- ☆20Updated this week
- A CVXPY extension for multi-convex programming☆46Updated 2 years ago
- Machine Learning for Optimal Power Flow☆14Updated last month
- Experimental first-order solvers for linear and quadratic programming.☆116Updated last year
- Benchmark for bi-level optimization solvers☆44Updated 5 months ago
- A CVXPY extension for handling nonconvex QCQP via Suggest-and-Improve framework☆114Updated 5 years ago
- Code for the paper: Kernel Distributionally Robust Optimization☆13Updated 4 years ago
- Python interface for SCS☆43Updated last week
- alfonso: ALgorithm For Non-Symmetric Optimization☆18Updated 9 months ago