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Sparse Optimisation Research Code

Portfolio_allocation_js ⭐ 148

A JavaScript library to allocate and optimize financial portfolios.

Scientific Computational Imaging COde

MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MATLAB Package of Iterative Regularization Methods and Large-Scale Test Problems" that will be published in Numerical Algorithms, 2018.

TOmographic MOdel-BAsed Reconstruction (ToMoBAR) software

l1l2py is a Python package to perform variable selection by means of l1l2 regularization with double optimization.

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Python Fista (5)

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