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