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CLN discussion w/ Aymeric#76

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@tomMoral

Hello, this looks like a promising package! Here are random remarks I got while running the tuto with Aymeric.

  • In CI, don't comment the pep8 test 馃槢
  • In CI, run the tuto notebook to make sure this is not broken with new changes.
  • it can be anoying for import to have capitalize name PEPit, using pepit avoid having to remember what is capital and what is not.
  • I was surprised that SmoothStronglyConvexFunction does not raise a ValueError when given mu=0. Using an internal base class wth clearly split cases would avoid user shooting them selfves in the foot.
  • PEP.set_initial_point: in term of API, it is weird to call a set_* method that do not take any argument. Would call this create_initial_point or get_initial_point.
  • In tutorial, section Algorithm Implementation, iit would be nice to define n here.
  • In the tuto, section Solving the PEP, you could rewrite the equation $|f(x_t) - f(x*)| \le \tau |x_0 - x*|$. It would help to compare with the equation bellow, saying $\tau = L / 4 ...$ .
  • In tuto Comparison of analytical (obtained in the literature) ... could be move to a follow up notebook to avoid scaring people (stuff after conclusion is always scary :) )

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