• DFO an open source Fortran 77 package for solving nonlinear optimization problems without computing or estimating derivatives. Available from COIN-OR.
  • SVM-QP , a Fortran 77 package for solving large-scale convex QPs in support vector machines. Available from COIN-OR.
  • SINCO , a C++ package for solving sparse inverse covariance selection problem. Available from COIN-OR.
  • A Python version of DFO written by Anahita Hassanzadeh is made available here.
  • LHAC is  L-BFGS based code for large scale sparse optimization, written by Xiaocheng Tang.  It particularly targets sparse logistic regression and sparse inverse covariance selection.

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