Software - Lieven Vandenberghe

  • CVXOPT: Python package for convex optimization

  • CHOMPACK: library of algorithms for sparse matrix computations with chordal sparsity patterns

  • SMCP: software for linear cone programming over sparse matrix cones

Software released to supplement papers

  • Interior-point solver for SVM training using matrix completion (link)

  • Interior-point solver for nuclear norm approximation (link, zip file)

  • gKYPSDP: MATLAB package for semidefinite programs derived from the (generalized) KYP lemma

  • SIMIO: MATLAB package for system identification with missing inputs and outputs

Older software

  • MAXDET: software for determinant maximization problems

  • SP: software for semidefinite programming

  • SOCP: software for optimization over second-order cones