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math.OC2025
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
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…
math.OC2021
Data-driven stability analysis of switched linear systems with Sum of Squares guarantees
Anne Rubbens, Zheming Wang, Raphaël M. Jungers
We present a new data-driven method to provide probabilistic stability guarantees for black-box switched linear systems. By sampling a finite number of observations of trajectories…