Continuous Optimization, Variational Analysis and Inverse Problems

D. R. Luke et al.
Abstract: A toolbox of algorithms and projection operators for implementing fixed point iterations based on the Prox operator.

Symbolic Convex Analysis Toolkit (SCAT)
C. Hamilton et al.
Abstract: The Symbolic Convex Analysis Toolkit (SCAT) is a Maple package for symbolic computation of various objects from convex anlysis including Fenchel conjugates and subdifferentials. We are actively working on further development of the package but the bulk of the source code is credited to Borwein & Hamilton. The archive also contains supplementary material for paper Symbolic computation with monotone operators.

D. R. Luke et al.
Abstract: Samsara is a reverse communication nonlinear optimization solver for smooth unconstrained objectives. SAMSARA is just an oracle that suggests a step (direction and length) using previous information provided to it by the calling routine. It does not execute function evaluations or gradient calculations, but it does build a model of the function being optimized, based on the steps, gradients and function values (if available) passed to it by the user.
[Tar - Fortran, Matlab and Python][pypi]

Lotzestr. 16-18

Institute for Numerical and
Applied Mathematics
University of Göttingen
Lotzestr. 16-18
37083 Göttingen, Germany