Softwares

  1. SDPT3: a MATLAB software for semidefinite-quadratic-linear programming.
  2. SDPNALplus: a MATLAB software for semidefinite programming with bound constraints.
    A collection of standard form SDP instances in SDPT3 format is also available.
  3. SuiteLasso: a MATLAB software for lasso regularized linear least squares problems based on a semismooth Newton augmented Lagrangian method.
  4. DWDLarge: a MATLAB software for large scale distance weighted discrimination problems.
  5. NNLS: a MATLAB software for nuclear norm regularized least squares problems based on an accelerated proximal gradient method.
  6. BBCPOP: a MATLAB software for A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems with Binary, Box and Complementarity Constraints.