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- SDPT3: a MATLAB software for semidefinite-quadratic-linear programming.
- SDPNALplus: a MATLAB software for semidefinite programming with bound constraints.
A collection of standard form SDP instances in SDPT3 format is also available.
- QSDPNAL: a MATLAB software for quadratic semidefinite programming.
- SuiteLasso: a MATLAB software for lasso regularized linear least squares problems based on a semismooth Newton augmented Lagrangian method.
- DWDLarge: a MATLAB software for large scale distance weighted discrimination problems.
- NNLS: a MATLAB software for nuclear norm regularized least squares problems based on an accelerated proximal gradient method.
- BBCPOP: a MATLAB software for A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems with Binary, Box and Complementarity Constraints.
- Square-root-PMM: a MATLAB software for square-root-loss regression problems.
- Real test data used in the paper: Lu Li and K.C. Toh An inexact interior point method for L1-regularized sparse covariance selection, Mathematical Programming Computation, 2 (2010), pp. 291–315.