3 papers
math.OC2025
Numerical Design of Optimized First-Order Algorithms
Yassine Kamri, Julien M. Hendrickx, François Glineur +1
We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimatio…
math.OC2025
On the Worst-Case Analysis of Cyclic Block Coordinate Descent type Algorithms
Yassine Kamri, François Glineur, François Glineur +2
We study the worst-case behavior of Block Coordinate Descent (BCD) type algorithms for unconstrained minimization of coordinate-wise smooth convex functions. This behavior is indee…
math.OC2025
Dual first-order methods for efficient computation of convex hull prices
Sofiane Tanji, Yassine Kamri, François Glineur +1
Convex Hull (CH) pricing, used in US electricity markets and raising interest in Europe, is a pricing rule designed to handle markets with non-convexities such as startup costs and…