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. Article

GPNP solves the sparsity constrained optimization including CS, Quadratic CS, and etc. Article

PSNP solves the sparsity regularized optimization including CS, LR, SVM, and etc. Article

NL0R solves the sparsity regularized optimization problems including CS, LR, and LCP. Article

NSSVM solves the sparity constrained SVM. Article

IIHT solves the sparsity constrained optimization including CS, LR, LCP, and etc. Article

MIRL1 solves the reweighted L1 minimization. Article

HTPCP solves the sparse LCP, non-LCP. Article

ADMM solves the sparse and low-rank covariance matrix recovery problem. Article

Applications solved by the solvers above are summarized in the following table:
NHTPGPNPPSNPNL0RIIHTMIRL1HTPCP
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. Article

GPSP solves the one-bit compressive sensing problems. Article

L01ADMM solves the support vector machine. Article

EDM Optimization Solvers

SQREDM solves MDS problems, e.g., sensor network localization and molecular conformation. Article

PREEEDM solves MDS problems, e.g., sensor network localization and molecular conformation. Article
FedEPM solves problems in federated learning. Article

FedADMM solves problems in federated learning. Article

FedGiA solves problems in federated learning. Article

Bilevel Optimization Toolbox

BOLIBver2, the second version of the library providing 173 test examples. Article

BiOpt Toolbox, bilevel optimization toolbox including BOLIBver2, Solvers and several tools.