Resources

Slides

Description
Structures of Optimization Algorithms (short)
Structures of Optimization Algorithms (long)

Other Software

opt-syn is part of a family of computational tools for the analysis and synthesis of optimization algorithms. Other software to perform algorithm analysis and/or synthesis includes

Name	Description
PEPit	Finite-horizon analysis of first-order methods.
AutoLyap	Infinite-horizon Lyapunov analysis of first-order methods.
decent-bench	Benchmarking of decentralized/distributed/federated optimization algorithms.
AlgoSynthesis	Jointly convex IQC-based synthesis of \(s=1\) gradient-descent algorithms

Tools to perform analysis and control of dynamical systems include

Name	Description
Robust Control Toolbox	MATLAB robust control routines.
IQCLAB	Robust control analysis/synthesis using Integral Quadratic Constraints
LPVCore	Linear Parameter Varying Systems
MPT3	Computational geometry, reachability sets, model predictive control
CasADI	Nonlinear optimization and optimal control
GPOPS-II	Optimal control and trajectory planning
multi-iqc	Multiobjective IQC synthesis in discrete-time

Helpful Online Books

Title	Authors
Linear Matrix Inequalities in Control	Carsten Scherer, Siep Weiland
Convex Optimization	Stephen Boyd, Lieven Vandenberghe
Large Scale Convex Optimization	Ernest Ryu, Wotao Yin
Lectures on Network Systems	Francesco Bullo