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Tutorial on performance estimation problems

SMAI-MODE: https://mode2026.sciencesconf.org/

Dates: starts March 16th, 2026 at 2pm, ends March 17th, 2026 at 6pm. About 6 * 90mins.

Takes place at: Valrose campus (Université Côte d'Azur), J. A. Dieudonné laboratory.

Adress: Parc Valrose, 28 Avenue Valrose, 06000 Nice (maps)

Transport: Tram T1 (stop at Valrose/Université), Bus 11, 16, 37

Ressources:

Performance estimation problems were introduced in 2014 by Yoel Drori and Marc Teboulle, see [1]. In this mini-class, we mostly follows the perspective and formalism and developments from [2, 3]. A friendly informal introduction to this formalism is available in this blog post.

Lecturers

Inria Ecole Polytechnique

Acknowledgments

We thank Daniel Berg Thomsen for numerous feedback on the content of this mini-course.

We also thank Damine Ngo for his work on building the tutorial UI.

Funding

Our projects were co-funded by the European Research Council (ERC grants SEQUOIA 724063 and CASPER 101162889) and under the management of Agence Nationale de la Recherche (ANR-19-CHIA-0002-01/chaire SCAI and Hi!Paris and ANR-23-IACL-0008 PR[AI]RIE-PSAI). Views and opinions expressed are however those of the authors only.

European Union Hi! Paris ANR

References

[1] Y. Drori, M. Teboulle (2014). Performance of first-order methods for smooth convex minimization: a novel approach. Mathematical Programming 145(1–2), 451–482.

[2] A. Taylor, J. Hendrickx, F. Glineur (2017). Smooth strongly convex interpolation and exact worst-case performance of first-order methods. Mathematical Programming, 161(1-2), 307-345.

[3] A. Taylor, J. Hendrickx, F. Glineur (2017). Exact worst-case performance of first-order methods for composite convex optimization. SIAM Journal on Optimization, 27(3):1283–1313.

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