Software

Main repository: UW-AMO

• IPsolve: Interior Point solver for piecewise linear quadratic (PLQ) formulations.
  Projects supported:
       Machine learning with PLQ penalties.
       Sparse quantile regression.
       Generalized Kalman smoothing.
       Nonsmooth system identification.

• SPGL1-G (Expanded Edition).
  Projects supported:
       Robust residual-constrained formulations.
       Regularized martrix factorization.
       Sparse Deconvolution.
  

• Nonsmooth Variable Projection
  Projects supported:
       Nonsmooth variable projection.
  

• Fast Robust PCA.
  Projects supported:
       Stable principal component pursuit.
  

• Robust exponential smoothing.
  Projects supported:
       Exponential smoothing by ES cells.
  

• CKBS (Constrained & Robust Kalman-Bucy Smoothing).
  Projects supported:
       Robust nonlinear L1 smoothing.
       Robust and trend Student’s t smoothers.
       Smoothing systems with state-dependent noise models.