Software
IP-PMM Solver
Language: MATLAB
License: MIT License
Related Publication: An interior point-proximal method of multipliers for convex quadratic programming
Z-ProxSG: Metatuning Software
A Zeroth-order Method for Metatuning with Applications to Optimization Solvers Parameter Tuning
Language: MATLAB
License: MIT License
Related Publication: A Zeroth-order Proximal Stochastic Gradient Method for Weakly Convex Stochastic Optimization
SSN-PMM Solvers
Two Semismooth-Newton Augmented Lagrangian Solvers for Sparse Approximation Problems (Separable case, Nonseparable case)
Language: MATLAB
License: MIT License
Related Publications:
Preconditioners for Regularized IPMs
Preconditioners for regularized interior point methods for convex quadratic programming
Language: MATLAB
License: BSD 2-Clause License
Related Publication: General-purpose preconditioning for regularized interior point methods