Softwares

  • PFOpt, A polynomial-filtered subspace extraction for low rank optimization (with H. Liu), 2019, (code: “PFOpt”)

  • SSNLP, A Semi-smooth Newton Method for Linear Programming (with Y. Liu), 2017, (code: “SSNLP”)

  • SSNSDP, A Semi-smooth Newton Method for Semidefinite Programming (with Y. Li), 2017

  • RBR, A Row-By-Row Method for Community Detection (with J. Zhang and H. Liu), 2017, (code: “RBR”)

  • ARNT, Adaptive Regularized Newton Method for Riemannian Optimization (with J. Hu), 2017, (code: “ARNT”)

  • Arrabit, Augmented Rayleigh-Ritz (ARR) And Block Iteration for large-scale eigenpair computation (with Y. Zhang), 2015 (code)

  • LMSVD, Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions (with X. Liu and Y. Zhang), 2012 (code)

  • OptM, Optimization with Orthogonality Constraints (with W. Yin), 2010 (code)

  • LMaFit, A MATLAB solver for low-rank matrix fitting (with Y. Zhang and W. Yin), 2010 (code: “LMaFit”)

  • FPC_AS, A MATLAB solver for L_1 regularization problems (with W. Yin), 2008 (code: “FPC_AS”)

  • MGLS, A multigrid optimization method, 2008 (code)

  • C Codes of an interior-point penalty method for nonlinear programming (with A. Waechter and L. Chen), developed within the software package Ipopt, 2006

  • miscellaneous

Demo codes for education

  • 刘浩洋, 户将, 李勇锋,文再文,最优化:建模、算法与理论, 高教出版社, 书号978-7-04-055035-1
    H. Liu, J. Hu, Y. Li, Z. Wen, Optimization: Model, Algorithm and Theory (in Chinese)
    (点击此链接访问详细代码和注释)