Software
NESTA
NESTA is a fast and robust first-order method that solves minimum l1 problems and a large number of extensions including total-variation minimization. This suite of optimization algorithms is based on ideas from Nesterov, namely, accelerated descent methods and smoothing techniques.
Singular Value Thresholding (SVT)
Singular Value Thresholding (SVT) is an algorithm to minimize the nuclear norm of a matrix, subject to certain types of constraints. It has been successfully used in many matrix-completion problems (for more on the matrix completion problem, see Exact matrix completion via convex optimization by E.J. Candes and B. Recht). The SVT algorithm is described in the paper A singular value thresholding algorithm for matrix completion by J-F. Cai, E.J. Candes and Z. Shen.
CurveLab
CurveLab is a toolbox implementing the Fast Discrete Curvelet
Transform in two
and three dimensions, both in Matlab and C++.
L1
MAGIC
L1 MAGIC is a collection of MATLAB routines for solving the convex
optimization programs central to compressive sampling. The algorithms
are based on standard interior-point methods, and are suitable for large-scale
problems.
ChirpLab
ChirpLab is a collection of MATLAB routines for the detection of highly
oscillatory and nonstationary signals from very noisy data. The methods
in ChirpLab might be especially suitable for the detection of gravitational
waves in data from laser interferometric detectors such as LIGO.
|
Publications
Software
Teaching
Students
|