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math.OC2024
PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python
Baptiste Goujaud, Céline Moucer, François Glineur +3
PEPit is a Python package aiming at simplifying the access to worst-case analyses of a large family of first-order optimization methods possibly involving gradient, projection, pro…
math.OC2024
Geometry-dependent matching pursuit: a transition phase for convergence on linear regression and LASSO
Céline Moucer, Adrien Taylor, Francis Bach
Greedy first-order methods, such as coordinate descent with Gauss-Southwell rule or matching pursuit, have become popular in optimization due to their natural tendency to propose s…