The following packages are available for download under the GNU General Public License (GPL):
Please refer to the README.txt file within the tar gzipped archives for instructions.
PACKAGE DESCRIPTION: An active-Set Algorithm for Large-Scale Box Constrained Nonlinear Optimization Problems
CODING LANGUAGES : Fortran 90, C++, MATLAB
REFERENCES:
A. Cristofari, M.De Santis, S. Lucidi, F. Rinaldi (2017). A Two-Stage Active-Set Algorithm for Bound Constrained Optimization. Journal of Optimization Theory and Applications, 172(2), 369-401
A. Cristofari, M.De Santis, S. Lucidi, F. Rinaldi (2018). Data and performance of an active-set truncated Newton method with non-monotone line search for bound-constrained optimization. Data in Brief, 21, 2155-2169
PACKAGE DESCRIPTION: An active-Set Coordinate Descent Algorithm for l1-regularized Least Squares Problems
CODING LANGUAGES : MATLAB
REFERENCES:
M. De Santis, S. Lucidi, F. Rinaldi. (2016) A Fast Active Set Block Coordinate Descent Algorithm for l1-regularized least squares. SIAM Journal on Optimization, 26(1), pp. 781-809
PACKAGE DESCRIPTION: An active-set non-monotone projected gradient algorithm for minimization over the l1-ball
CODING LANGUAGES : MATLAB
REFERENCES:
A. Cristofari, M. De Santis, S. Lucidi, F. Rinaldi. Minimization over the l1-ball using an active-set non-monotone projected gradient. Optimization Online
Contributors and developers of the Library:
Andrea Cristofari - DICII - University of Rome "Tor Vergata"
Marianna De Santis - DINFO - University of Firenze
Stefano Lucidi - DIAG - University of Rome "La Sapienza"
Francesco Rinaldi - DM "Tullio Levi Civita" - University of Padova