- PEPit is a python package aiming at simplifying the access to worst-case analy-
ses of a large family of first-order optimization methods possibly involving gradient,
projection, proximal, or linear optimization oracles, along with their approximate, or
Bregman variants. In short, PEPit is a package enabling computer-assisted worst-
case analyses of first-order optimization methods. The key underlying idea is to
cast the problem of performing a worst-case analysis, often referred to as a perfor-
mance estimation problem (PEP), as a semidefinite program (SDP) which can be
solved numerically. To do that, the package users are only required to write first-order
methods nearly as they would have implemented them. The package then takes care
of the SDP modeling parts, and the worst-case analysis is performed numerically
via standard solvers.
