Softwares and data

  1. SuiteLassoa MATLAB suite for regression problems with generalized Lasso regularizers  (with Defeng Sun and Kim-Chuan Toh)
  2. QSDPNAL: a MATLAB software for convex quadratic semidefinite programming (with Defeng Sun and Kim-Chuan Toh)
  3. DP4GNIO: C/C++ implementations of the dynamic programming algorithm for solving ℓ1-GNIO and ℓ2-GNIO problems (with Xuyu Chen)