AdrienTaylor

AccelerationMonograph

GreedyMethods

Code to reproduce the results presented in the work "Efficient First-order Methods for Convex Minimization: a Constructive Approach" (in Mathematical Programming series A) by Y. Drori and A. Taylor.

OperatorSplittingPerformanceEstimation

Performance Estimation for Operator Splitting

Potential-functions-for-first-order-methods

Codes associated to the work "Stochastic first-order methods: non-asymptotic and computer-aided analyses via potential functions"

Optimal-Gradient-Method

Performance-Estimation-Problems-For-Newton

Code for symbolic validations of the PEP-based proofs for the article " Worst-case convergence analysis of gradient and Newton methods through semidefinite programming performance estimation" authored by E. de Klerk, F. Glineur and A. Taylor

Unconstrained-Performance-Estimation-Problems-first-order-methods-

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)

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

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!)

ProximalGradientMethod

Symbolic code (using symbolic computation toolbox of matlab) for verifying the analytical convergence rate for the proximal gradient method of the preprint "Exact worst-case convergence rates of the proximal gradient method for composite convex minimization"

AdrienTaylor.github.io

A beautiful, simple, clean, and responsive Jekyll theme for academics

quad-lyap-first-order

Tight automated convergence guarantees for first-order methods using quadratic Lyapunov functions