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Performance estimation of first-order methods

Meynaert, Dylan
(2017)

Files

Meynaert_42511200_2017.pdf
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Details

Supervisors
Glineur, François ; Hendrickx, Julien ; Taylor, Adrien
Faculty
Ecole polytechnique de Louvain
Degree label
Master [120] : ingénieur civil en mathématiques appliquées
Abstract
The goal of this work is to determine the performance of different first-order methods. To do it, we use a novel approach developed in the past few years. A first observation is that worst-case computation problems (or performance estimation problem) consist in infinite-dimensional optimization problem. Depending on the class of functions, it is possible to establish necessary and sufficient interpolation conditions to reformulate the optimization problem in a finite-dimensional problem. It allows to solve those problems and then to obtain worst-case guarantees and worst-case function.