A Linear Parameter-Varying Framework for the Analysis of Time-Varying Optimization Algorithms

This repository contains the code from our paper

Jakob, Fabian, and Andrea Iannelli. "A Linear Parameter-Varying Framework for the Analysis of Time-Varying Optimization Algorithms." arXiv preprint. arXiv:2501.07461 (2025).

A more modular software library version of this repo will appear soon.

Installation

To install all relevant packages execute

pip install -r requirements.txt

Running Experiments

To reproduce the case study run

python case_study.py

To obtain the convergence rate of the different algorithms use the convergence_rates.ipynb notebook.

Contact

🧑‍💻 Fabian Jakob

📧 [email protected]