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PEPit is a Python package aiming at simplifying the access to worst-caseanalyses of a large family of first-order optimization methods possiblyinvolving gradient, projection, proximal, or linear optimization oracles, alongwith their approximate, or Bregman variants.  In short, PEPit is a package enabling computer-assisted worst-case analysesof first-order optimization methods. The key underlying idea is to cast theproblem of performing a worst-case analysis, often referred to as a performanceestimation problem (PEP), as a semidefinite program (SDP) which can be solvednumerically. For doing that, the package users are only required to writefirst-order methods nearly as they would have implemented them. The packagethen takes care of the SDP modelling parts, and the worst-case analysis isperformed numerically via a standard solver.

PEPit: computer-assisted worst-case analyses of first-order optimization methods in Python