Implement OC-Halpern & OS-PPM from Park & Ryu 2022

PerformanceEstimation / PEPit

PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.

https://pepit.readthedocs.io/en/latest/

MIT License

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Closed rkm0959 closed 2 years ago

rkm0959 commented 2 years ago

This PR implements two methods, OC-Halpern & OS-PPM, from Park & Ryu's ICML 2022 paper https://proceedings.mlr.press/v162/park22c.html.