AdrienTaylor / Optimal-Gradient-Method

Optimal-Gradient-Method

This code can be used to reproduce and verify the results from the work

[1] Adrien Taylor, Yoel Drori, "An optimal gradient method for smooth strongly convex minimization", 2021.

Authors

• Adrien Taylor
• Yoel Drori

Notes

• Files in the folder "01_Verify Analytical Reformulations" require Mathematica (for verifying analytical developments).
• Files in the "02_Numerical Verifications" require YALMIP along with a suitable SDP solver (e.g., Sedumi, SDPT3, Mosek), and the Performance Estimation Toolbox (PESTO).
• Files in the "03_Numerical Step Size Optimization" folder require YALMIP along with a suitable SDP solver (e.g., Sedumi, SDPT3, Mosek).