Welcome to SparseOpt Toolbox
SparseOpt is designed to accelerate the development of numerical toolboxes for sparse optimization and to provide a flexible platform for testing a wide range of sparse optimization applications. The current release of the toolbox encompasses the following solvers:
✅ SCO - Sparsity-constrained optimization solvers
✅ SRO - Sparsity-regularized optimization solvers
✅ SFCO - Step function-constrained optimization solvers
✅ SFRO - Step function-regularized optimization solvers
✅ SQCQP - Sparse quadratically constrained quadratic programming solver
✅ CS - Compressive sensing solvers
✅ 1BCS - One-bit compressive sensing solvers
✅ SSVM - Sparse support vector machine solvers