opt-syn

opt-syn#

Analysis and Synthesis of First-Order Algorithms (MATLAB)

opt-syn: optimization (algorithm) synthesis.

Overview#

opt-syn analyzes and synthesizes first-order algorithms by using methods from robust control theory.

Analysis bounds performance measures such as worst-case convergence rates and gains for error amplification. Synthesis tries to design an optimization algorithm satisfying these desired performance constraints. Analysis and Synthesis may be performed for algorithms arising in dynamic environments, including cases with constant or time-varying delays, channel memory, and cross-talk.

Both the Analysis and Synthesis tasks are posed as convex problems with Linear Matrix Inequality constraints. These problems are posed and solved using LMILab.

Get Started#

For installation and examples of algorithm Analysis and Synthesis workflows, see Get Started.

Contributors#

Contact Jared Miller for questions, issues, feedback, and suggestions.

Funding#

Development of opt-syn was in part supported by Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) under Germany’s Excellence Strategy - EXC 2075 – 390740016 and by the Stuttgart Center for Simulation Science (SimTech)