Sparse Optimisation Research Code

A JavaScript library to allocate and optimize financial portfolios.

Scientific Computational Imaging COde

MATLAB package of iterative regularization methods and large-scale test problems. This software is described in the paper "IR Tools: A MATLAB Package of Iterative Regularization Methods and Large-Scale Test Problems" that will be published in Numerical Algorithms, 2018.

Lensless imaging toolkit. Complete tutorial: https://go.epfl.ch/lenslesspicam

TOmographic MOdel-BAsed Reconstruction (ToMoBAR) software

An Image Reconstructor that applies fast proximal gradient method (FISTA) to the wavelet transform of an image using L1 and Total Variation (TV) regularizations

l1l2py is a Python package to perform variable selection by means of l1l2 regularization with double optimization.

Utilizing Gradient Decent & FISTA

Fast Iterative Shrinkage-Thresholding Algorithm

Library of Semi-Relaxed Optimal Transport

Matrix Completion applied to the Netflix problem and image inpainting / recovery

Implementation and brief comparison of different First Order and different Proximal gradient methods, comparison of their convergence rates

Package to compute spherical ridgelets

All sorts of data science & computer science programs for future reference

Implementing “Stochastic FISTA Algorithms: So Fast?"

Computational Mathematics models

Triton implementation for FISTA (Experimental)

Sparse non-negative Weibull deconvolution of offshore wind-speed distributions — FISTA and trust-region (TRAIn) solvers, in MATLAB and Python.

Computational Mathematics models