first-order-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.

optimization matlab semidefinite-programming optimization-algorithms worst-case-analyses first-order-methods performance-estimation-problems

UpdatedFeb 20, 2024
MATLAB

ZIB-IOL /Boscia.jl

Star35

Mixed-Integer Convex Programming: Branch-and-bound with Frank-Wolfe-based convex relaxations

optimization julia nonlinear-optimization optimization-algorithms mixed-integer-programming first-order-methods frank-wolfe

UpdatedDec 17, 2025
Julia

JuliaFirstOrder /SeparableOptimization.jl

Star29

A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.

optimization julia julia-language constrained-optimization admm proximal-algorithms proximal-operators prox convex-optimization piecewise first-order-methods convex quadratic first-order linearly-separable nonsmooth-optimization admm-algorithm piecewise-quadratic separable-optimization linearly-constrained

UpdatedJul 19, 2021
Julia

UW-ACL /pipg-demo

Star25

Demonstration of the PIPG algorithm for trajectory optimization

trajectory-optimization optimization-algorithms convex-optimization first-order-methods mpc-control

UpdatedJun 26, 2022
Jupyter Notebook

shailesh1729 /tisp

Sponsor

Star22

Topics in Signal Processing

proximal-algorithms convex-optimization first-order-methods sparse-representations

UpdatedAug 21, 2022
TeX

GepocUS /Spcies

Star19

Suite of Predictive Controllers for Industrial Embedded Systems. A Matlab toolbox for automatic code generation of solvers for MPC controllers.

control optimization solver embedded-systems mpc first-order-methods model-predictive-control predictive-controllers

UpdatedOct 3, 2025
MATLAB

milzj /FW4PDE

Star5

Frank--Wolfe algorithms for PDE-constrained optimization

python optimization optimization-algorithms first-order-methods

UpdatedJan 5, 2025
Python

aig-upf /sltp

Star5

The SLTP Generalized Planning Framework: Sample, Learn, Transform & Plan

logic planning first-order-methods generalized-planning

UpdatedNov 3, 2020
Python

EliaFantini /ZO-AdaMM-vs-FO-AdaMM-convergence-and-minima-shape-comparison

Star5

Implementation and comparison of zero order vs first order method on the AdaMM (aka AMSGrad) optimizer: analysis of convergence rates and minima shape

python machine-learning deep-learning pytorch cosine-similarity t-sne optimization-algorithms first-order-methods amsgrad optimizers convergence-analysis convergence-rate cnn-filters zero-order-methods zero-order-adammm first-order-adamm minima-analysis zo-sgd

UpdatedSep 25, 2022
Jupyter Notebook

AdrienTaylor /GreedyMethods

Star5

Code to reproduce the results presented in the work "Efficient First-order Methods for Convex Minimization: a Constructive Approach" (in Mathematical Programming series A) by Y. Drori and A. Taylor.

semidefinite-programming optimization-algorithms first-order-methods automated-algorithm-generation