4 papers
A constructive approach to strengthen algebraic descriptions of function and operator classes
Anne Rubbens, Julien M. Hendrickx, Adrien Taylor
It is well known that functions (resp. operators) satisfying a property~ on a subset cannot necessarily be extended to a function (resp. operator) satisf…
Computer-aided analyses of stochastic first-order methods, via interpolation conditions for stochastic optimization
Anne Rubbens, Sébastien Colla, Julien M. Hendrickx
This work proposes a framework, embedded within the Performance Estimation framework (PEP), for obtaining worst-case performance guarantees on stochastic first-order methods. Given…
A constraint-based approach to function interpolation, with application to performance estimation for weakly convex optimisation
Anne Rubbens, Julien M. Hendrickx
We consider the problem of obtaining interpolation constraints for function classes, i.e., necessary and sufficient constraints that a set of points, function values and (sub)gradi…
Performance Estimation of second-order optimization methods on classes of univariate functions
Anne Rubbens, Nizar Bousselmi, Julien M. Hendrickx +1
We develop a principled approach to obtain exact computer-aided worst-case guarantees on the performance of second-order optimization methods on classes of univariate functions. We…