I am making some code available here so that that colleagues and researchers can reproduce and build upon my work. If you find this code useful, discover bugs, or have any other comments, I would be happy to hear your feedback!

Disclaimer: the code I’m providing is not optimized. I prioritized legibility and accessibility in these public versions because it is more useful to those not familiar with my work.

 

Optimization algorithms as robust control

This code reproduces some figures from two papers on using IQC techniques to analyze exponential convergence properties of optimization algorithms or other interconnected systems. The code is written in Matlab, and you must have a working installation of CVX. Instructions: