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}$, $j=1,...,k$.

In addition to 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 interfaces 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 some more information on details (in part yet to come):

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) 2005-2020 Christoph Helmberg