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.

QPPAL: a MATLAB software for high-dimensional convex quadratic programming.

SuiteLasso: a MATLAB software for lasso regularized linear least squares problems based on a semismooth Newton augmented Lagrangian method.

FMGL: a MATLAB package for Fused Multiple Graphical Lasso.

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.