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A Nonconvex Composite Optimization Library

Home Page: https://nc-opt.readthedocs.io

License: MIT License

MATLAB 99.89% Makefile 0.11%
optimization-algorithms optimization-framework benchmark-suite

nc_opt's Introduction

Overview

NC-OPT is an open source software package for Nonconvex Composite Optimization in MATLAB. Its main purpose is to: (a) provide a general API for creating and models based on a first-order oracle framework; and (b) leverage the fast matrix subroutines in MATLAB to solve these models. The interface of NC-OPT is loosely based on the well-known Gurobi API.

The user guide for NC-OPT can be found here.

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