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05/25/2022
A systematic approach to Lyapunov analyses of continuous-time models in convex optimization
First-order methods are often analyzed via their continuous-time models,...
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05/25/2022
Fast Stochastic Composite Minimization and an Accelerated Frank-Wolfe Algorithm under Parallelization
We consider the problem of minimizing the sum of two convex functions. O...
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01/11/2022
PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python
PEPit is a Python package aiming at simplifying the access to worst-case...
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06/10/2021
A Continuized View on Nesterov Acceleration for Stochastic Gradient Descent and Randomized Gossip
We introduce the continuized Nesterov acceleration, a close variant of N...
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02/11/2021
A Continuized View on Nesterov Acceleration
We introduce the "continuized" Nesterov acceleration, a close variant of...
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01/24/2021
An optimal gradient method for smooth (possibly strongly) convex minimization
We present an optimal gradient method for smooth (possibly strongly) con...
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01/23/2021
Acceleration Methods
This monograph covers some recent advances on a range of acceleration te...
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10/29/2020
Convergence of Constrained Anderson Acceleration
We prove non asymptotic linear convergence rates for the constrained And...
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06/10/2020
Principled Analyses and Design of First-Order Methods with Inexact Proximal Operators
Proximal operations are among the most common primitives appearing in bo...
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02/03/2020
Complexity Guarantees for Polyak Steps with Momentum
In smooth strongly convex optimization, or in the presence of Hölderian ...
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11/19/2019
Optimal Complexity and Certification of Bregman First-Order Methods
We provide a lower bound showing that the O(1/k) convergence rate of the...
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02/03/2019