The following is a non-exhaustive list of software packages for optimization.

  • The matlab-based software CVX allows for rapid prototyping of convex models.

  • For a python-based version, see CVXMOD.

  • A convenient matlab-based modelling language for advanced modeling and solution of convex and nonconvex optimization problems is YALMIP.

  • MOSEK is a highly efficient commercial software package that offers free student licences.