Software - Lieven Vandenberghe

  • CVXOPT: Python package for convex optimization

  • CHOMPACK: library of algorithms for sparse matrix computations with chordal sparsity patterns

  • SMCP: software for linear cone programming over sparse matrix cones

Older software

  • MAXDET: software for determinant maximization problems

  • SP: software for semidefinite programming

  • SOCP: software for optimization over second-order cones