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math.OC2026
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…
math.OC2025
Exploiting Agent Symmetries for Performance Analysis of Distributed Optimization Methods
Sebastien Colla, Julien M. Hendrickx
We show that, in many settings, the worst-case performance of a distributed optimization algorithm is independent of the number of agents in the system, and can thus be computed in…