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.