Composite-Performance-Estimation-Problems-first-order-methods

This code can be used to reproduce the results from the work:

[1] Taylor, Adrien B., Julien M. Hendrickx, and François Glineur. "Exact worst-case performance of first-order methods for composite convex optimization." SIAM Journal on Optimization 27.3 (2017): 1283-1313.

Getting started

To use the code, download the repository and execute the demo file.

Note: This code requires YALMIP along with a suitable SDP solver (e.g., Sedumi, SDPT3, Mosek).

Going Further

This code is only meant to reproduce the results from [1]; if the purpose is to use performance estimation problems in other contexts, the reader should instead have a look at the more recent Performance Estimation Toolbox.

Authors

• Adrien Taylor
• Julien Hendrickx
• François Glineur