- 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.