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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Reformatting/solve dual values #72

Closed bgoujaud closed 1 year ago

bgoujaud commented 1 year ago

Reformatting pep.solve (factorization); keep dual values before dimension reduction; store values and dual values associated to psd matrix and lmi constraints.