Softwares

• Link to my github page

• O2O, ODE-based learning to optimize, (code: “O2O”)

• optlib, A collection of codes in Lean for the formalization of mathematical optimization, (codes: “optlib”)

• MCPG, A Monte Carlo Policy Gradient Method for binary optimization (with C. Chen, R. Chen, T. Li), 2023, (code: “MCPG”)

• PFOpt, A polynomial-filtered subspace extraction for low rank optimization (with H. Liu), 2019, (code: “PFOpt”)

• SSNLP, A Semi-smooth Newton Method for Linear Programming (with Y. Liu), 2017, (code: “SSNLP”)

• SSNSDP, A Semi-smooth Newton Method for Semidefinite Programming (with Y. Li), 2017

• RBR, A Row-By-Row Method for Community Detection (with J. Zhang and H. Liu), 2017, (code: “RBR”)

• ARNT, Adaptive Regularized Newton Method for Riemannian Optimization (with J. Hu), 2017, (code: “ARNT”)

• Arrabit, Augmented Rayleigh-Ritz (ARR) And Block Iteration for large-scale eigenpair computation (with Y. Zhang), 2015 (code)

• LMSVD, Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions (with X. Liu and Y. Zhang), 2012 (code)

• OptM, Optimization with Orthogonality Constraints (with W. Yin), 2010 (code)

• LMaFit, A MATLAB solver for low-rank matrix fitting (with Y. Zhang and W. Yin), 2010 (code: “LMaFit”)

• FPC_AS, A MATLAB solver for L_1 regularization problems (with W. Yin), 2008 (code: “FPC_AS”)

• MGLS, A multigrid optimization method, 2008 (code)

• C Codes of an interior-point penalty method for nonlinear programming (with A. Waechter and L. Chen), developed within the software package Ipopt, 2006

• miscellaneous

Demo codes for education

• 刘浩洋, 户将, 李勇锋，文再文，最优化：建模、算法与理论, 高教出版社， 书号978-7-04-055035-1
  H. Liu, J. Hu, Y. Li, Z. Wen, Optimization: Model, Algorithm and Theory (in Chinese)
  (点击此链接访问详细代码和注释)