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PerformanceEstimationPolyakSteps

Code associated to the work reference.

[1] M. Barré, A. B. Taylor and A. d'Aspremont, "Complexity Guarantees for Polyak Steps with Momentum" arXiv:2002.00915, 2020.

Date: February 3, 2020

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Requirements

  • The Mathematica notebooks in the proofs folder allow to easily verify some statements present in the paper's appendices.

  • The Matlab code requires YALMIP along with a suitable SDP solver (e.g., Sedumi, SDPT3, Mosek).

  • The Numerical experiements are presented in a IJulia notebook, and require several Julia packages listed in the first cell of the notebook.

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Code associated to the work "Complexity Guarantees for Polyak Steps with Momentum".

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