• CVX

  • Referenced in 757 articles [sw04594]
  • solving disciplined convex programs (DCPs). CVX supports a number of standard problem types, including linear ... also solve much more complex convex optimization problems, including many involving nondifferentiable functions, such ... entropy maximization, determinant maximization, and many other convex programs. As of version 2.0, CVX also...
  • CPLEX

  • Referenced in 2650 articles [sw04082]
  • solves linearly or quadratically constrained optimization problems where the objective to be optimized ... expressed as a linear function or a convex quadratic function. The variables in the model...
  • KNITRO

  • Referenced in 184 articles [sw00490]
  • linear, quadratic, and nonlinear smooth optimization problems, both convex and nonconvex. It is also effective ... mixed-integer programming (MIPs), particular convex mixed integer, nonlinear problems (MINLP). KNITRO is highly regarded...
  • PhaseLift

  • Referenced in 196 articles [sw31783]
  • novel framework for phase retrieval, a problem which arises in X-ray crystallography, diffraction imaging ... multiple structured illuminations together with ideas from convex programming to recover the phase from intensity ... diffracted patterns by solving a simple convex optimization problem inspired by the recent literature...
  • PENNON

  • Referenced in 105 articles [sw04336]
  • Pennon: A code for convex nonlinear and semidefinite programming. We introduce a computer ... program PENNON for the solution of problems of convex nonlinear and semidefinite programming ... Zibulevsky for convex NLP problems. We present generalization of this algorithm to convex...
  • LMI toolbox

  • Referenced in 1440 articles [sw06383]
  • these solvers are significantly faster than classical convex optimization algorithms, it should be kept ... solving, say, a Riccati equation. For instance, problems with a thousand design variables typically take...
  • Saga

  • Referenced in 85 articles [sw39677]
  • Unlike SDCA, SAGA supports non-strongly convex problems directly, and is adaptive to any inherent ... strong convexity of the problem. We give experimental results showing the effectiveness of our method...
  • cdd

  • Referenced in 112 articles [sw00114]
  • points) and extreme rays of a general convex polyhedron given by a system of linear ... capability of handling the dual (reverse) problem without any transformation of data. The dual ... problem is known to be the (convex) hull problem which is to obtain a linear ... given as the Minkowski sum of the convex hull of a finite set of points...
  • Bonmin

  • Referenced in 192 articles [sw04766]
  • algorithmic framework for convex mixed integer nonlinear programs. This paper is motivated by the fact ... methods and software for solving large-scale problems. Moreover, both fundamental building blocks, namely mixed ... library of mixed integer nonlinear problems that exhibit convex continuous relaxations, on which the experiments...
  • YALMIP

  • Referenced in 971 articles [sw04595]
  • MATLAB toolbox for rapid prototyping of optimization problems. The package initially aimed at the control ... second order cone programming, semidefinite programming, non-convex semidefinite programming, mixed integer programming, multi-parametric ... standard MATLAB code. Automatic categorization of problems, and automatic solver selection Supports numerous external solvers...
  • AlphaECP

  • Referenced in 45 articles [sw04940]
  • solutions can be ensured for pseudo-convex MINLP problems. The ECP method is an extension ... method which was originally given for convex NLP problems (Kelley, 1960). The method requires only ... problem in each iteration. The MIP sub problems may be solved to optimality ... Pörn R. (2002). Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques. Optimization...
  • CMA-ES

  • Referenced in 109 articles [sw05063]
  • linear or non-convex continuous optimization problems. They belong to the class of evolutionary algorithms...
  • UNLocBoX

  • Referenced in 300 articles [sw07521]
  • UNLocboX is a matlab convex optimization toolbox part of the UnlocX project. It composed ... operators are available in order to implement problems very efficiently...
  • Wirtinger Flow

  • Referenced in 90 articles [sw34175]
  • Flow: Theory and Algorithms. We study the problem of recovering the phase from magnitude measurements ... paper develops a non-convex formulation of the phase retrieval problem as well ... convex optimization schemes that may have implications for computational problems beyond phase retrieval...
  • ACCPM

  • Referenced in 59 articles [sw06707]
  • package for solving large scale convex optimization problems. The code is an implementation...
  • SPG

  • Referenced in 74 articles [sw00897]
  • algorithm for solving large-scale convex-constrained optimization problems. It combines the classical projected gradient...
  • HOPDM

  • Referenced in 73 articles [sw04342]
  • scale linear, convex quadratic and convex nonlinear programming problems. The code is an implementation...
  • CVXPY

  • Referenced in 52 articles [sw13968]
  • allows the user to express convex optimization problems in a natural syntax that follows ... solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python...
  • alphaBB

  • Referenced in 49 articles [sw06249]
  • optimization method, ffBB, for general continuous optimization problems involving nonconvexities in the objective function and/or ... bilinear, fractional, signomial) with customized tight convex lower bounding functions and (ii) by utilizing ... solution of a series of nonlinear convex minimization problems. The global optimization method, ffBB...
  • TAO

  • Referenced in 47 articles [sw10597]
  • algorithms for the solution of large optimization problems on high-performance parallel architectures. Our case ... gradient) algorithm for solving bound-constrained convex quadratic problems. Our implementation of the GPCG algorithm...