Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods

Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods

We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal optimization method as a nonconvex but practically tractable quadra...

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Bibliographic Details
Main Authors: Das Gupta, Shuvomoy, Van Parys, Bart P. G., Ryu, Ernest K.
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer Science and Business Media LLC 2024
Subjects:
General Mathematics
Software
Online Access:https://hdl.handle.net/1721.1/153536

Internet

https://hdl.handle.net/1721.1/153536

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