Important
Course website: https://github.com/PerformanceEstimation/Tutorial-Europt-2026
Place: The Europt 2026 summer school will take place on 6-7 July at the Johannes Kepler Universität Linz, Austria.
Schedule: 4 x 90 minutes. Monday, July 6: 14:00 – 15:30 and 16:00 – 17:30 Tuesday, July 7: 14:00 – 15:30 and 16:00 – 17:30
Lecturer: Etienne de Klerk
Performance estimation problems were introduced in 2014 by Yoel Drori and Marc Teboulle, see [1]. This mini-class mostly follows the perspective and formalism and developments from [2, 3]. A friendly informal introduction to this formalism is available in this blog post.
A longer version (>9h) of this course was taught at SMAI-MODE by Aymeric Dieuleveut and Adrien Taylor. Performance estimation resources can be found at here. Do not hesitate to feedback and contribute if you want to share your thoughts or add your favorite examples!
[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.