FOM - a MATLAB toolbox of first-order methods for solving convex optimization problems

This paper presents the FOM MATLAB toolbox for solving convex optimization problems using first-order methods. The diverse features of the eight solvers included in the package are illustrated through a collection of examples of different nature.

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Bibliographic Details
Published in:Optimization methods & software 2019-01, Vol.34 (1), p.172-193
Main Authors: Beck, Amir, Guttmann-Beck, Nili
Format: Article
Language:English
Subjects:
Convex analysis
convex optimization
Convexity
first-order methods
Matlab
MATLAB toolbox
Optimization
Solvers
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Description
Summary:This paper presents the FOM MATLAB toolbox for solving convex optimization problems using first-order methods. The diverse features of the eight solvers included in the package are illustrated through a collection of examples of different nature.
ISSN:1055-6788
1029-4937
DOI:10.1080/10556788.2018.1437159