The ConicBundle Library for Convex Optimization

ConicBundle is a callable library for C/C++ that implements a bundle method for solving

\[ min_{y\in\mathbf{R}^m}\quad f_1(y) + ... + f_k(y) \]

for convex functions $ f_j:\mathbf{R}^n\to\mathbf{R}$, $j=1,...,k$.

Besides the standard first order oracle interface, the library offers a number of special features:

The library comes with three variants of interfaces:

The first two only use standard types and constructs of the respective languages, the third interface relies heavily on a subpackage of matrix classes also provided with this software.

Here is a short outline of the Manual:

Anything free comes without guarantee. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
Copyright (C) 2005-2008 Christoph Helmberg

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