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).

** This repo is work in progress! **

We will add more refined functionalities and improvements for numeric stability. For now you can use it to play around recreate the plots from the manuscript.

Installation

To install all relevant packages execute

pip install -r requirements.txt

Running Experiments

Some numeric case studies can be found in the notebook numeric_study.ipynb. You can use it to play around with some algorithms, bound sensitivities and to recreate the plots from the numeric experiments section.

Contact

🧑‍💻 Fabian Jakob

📧 fabian.jakob@ist.uni-stuttgart.de