Welcome to SparseOpt

SparseOpt is a specialized computational platform for sparse and step optimization. The current release provides the following solvers, each available in Matlab and Python implementations, to support various related optimization applications.

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

Welcome to SparseOpt (中文版)