Top 4 first-order-methods open source projects

PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods.

Julia implementation for various Frank-Wolfe and Conditional Gradient variants

Code of the Performance Estimation Toolbox (PESTO) whose aim is to ease the access to the PEP methodology for performing worst-case analyses of first-order methods in convex and nonconvex optimization. The numerical worst-case analyses from PEP can be performed just by writting the algorithms just as you would implement them.

Proximal operators for nonsmooth optimization in Julia