DECOPT – DEcomposition Convex OPTimization

DECOPT is a MATLAB software package for the generic constrained convex optimization problems.

SCOPT: Self-Concordant OPTimization

SCOPT is a MATLAB implementation of the proximal gradient, proximal quasi-Newton, proximal Newton, and path-following interior-point algorithms for solving composite convex minimization problems involving self-concordant and self-concordant-like functions.

CLASH: Combinatorial selection and Least Absolute SHrinkage

CLASH (Combinatorial selection and Least Absolute SHrinkage) is a new sparse signal approximation algorithm that leverages prior information beyond sparsity to obtain approximate solutions to the Lasso problem.

ALPS: ALgebraic PursuitS

ALPS (ALgebraic PursuitS) is a software package that implements the accelerated Iterative Hard Thresholding schemes presented in ”On Accelerated Hard Thresholding Methods for Sparse Approximation’‘, Technical Report, by Volkan Cevher.


Matrix ALPS is a new set of low-rank recovery algorithms within the class of hard thresholding methods.

TV-Normed Pursuit

TV-Normed Pursuit is a new sparse recovery paradigm where efficient total-variation (TV) constrained algorithms from combinatorial and convex optimization interface for interpretable signal reconstruction.

Nys-SKETCH – Nyström Sketching Toolbox

Nys-SKETCH is a MATLAB software package for computing the fixed-rank approximation of a positive-semidefinite matrix from its sketch.

LB-CSMRI: Learning-Based Compressive MRI

LB-CSMRI is a MATLAB software package for optimizing the k-space masks for a given training MRI data and reconstruction method.