PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.

Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization. The numerical worst-case analyses from PEP can be performed just by writting the algorithms just as you would implement them.

Code implementing the Performance Estimation Problem (PEP) methodology for SGD without variance assumption.