Learning Performance Estimation

This repository contains teaching ressources about performance estimation problems. In short, if you are interested in using worst-case analyses in the context of first-order optimization methods, those ressources might be of interest to you.

A friendly informal introduction to this formalism is available in this blog post.

Content

• The document Course.pdf contains a set of exercises (latex source code here) for getting familiar with performance estimation problems.
• The folder Codes contains the corresponding codes (with a few missing parts to be completed while doing the assignements for the main exercises).

Contributing

If you want to correct some typos, or contribute to new exercises that you find relevant, please don't hesitate to do a pull request with your suggestions. We'll add you to the list of contributors.

Contributors

• Adrien Taylor
• Baptiste Goujaud