Sparse Optimization Solvers
CSpack offers 5 solvers to solve the compressive sensing problems.NHTP solves the sparsity constrained optimization including CS, LR, LCP, and etc. ArticleGPNP solves the sparsity constrained optimization including CS, Quadratic CS, and etc. ArticlePSNP solves the sparsity regularized optimization including CS, LR, SVM, and etc. ArticleNL0R solves the sparsity regularized optimization problems including CS, LR, and LCP. ArticleNSSVM solves the sparity constrained SVM. Article IIHT solves the sparsity constrained optimization including CS, LR, LCP, and etc. ArticleMIRL1 solves the reweighted L1 minimization. ArticleHTPCP solves the sparse LCP, non-LCP. ArticleADMM solves the sparse and low-rank covariance matrix recovery problem. Article
Applications solved by the solvers above are summarized in the following table:
Applications solved by the solvers above are summarized in the following table:
NHTP | GPNP | PSNP | NL0R | IIHT | MIRL1 | HTPCP | |
Compressed sensing (CS) | $\surd$ | $\surd$ | $\surd$ | $\surd$ | $\surd$ | $\surd$ | |
Quadratic CS | $\surd$ | ||||||
Logistic regression (LR) | $\surd$ | $\surd$ | $\surd$ | $\surd$ | |||
Linear complementarity problem (LCP) | $\surd$ | $\surd$ | $\surd$ | $\surd$ | |||
Support vector machine (SVM) | $\surd$ |
0/1 Loss Optimization Solvers
NM01 solves 0/1-loss regularized optimization problems including SVM and one-bit CS. ArticleGPSP solves the one-bit compressive sensing problems. ArticleL01ADMM solves the support vector machine. Article
EDM Optimization Solvers
SQREDM solves MDS problems, e.g., sensor network localization and molecular conformation. ArticlePREEEDM solves MDS problems, e.g., sensor network localization and molecular conformation. Article
Machine Learning Related Optimization Solvers
FedEPM solves problems in federated learning. ArticleFedADMM solves problems in federated learning. ArticleFedGiA solves problems in federated learning. Article
Bilevel Optimization Toolbox
BOLIBver2, the second version of the library providing 173 test examples. ArticleBiOpt Toolbox, bilevel optimization toolbox including BOLIBver2, Solvers and several tools.