CHOMPACK swMATH ID: 4593 Software Authors: J. Dahl, L. Vandenberghe, V. Roychowdhury Description: CHOMPACK is a library of algorithms for matrix computations with chordal sparsity patterns. It includes routines for Cholesky factorization and maximum determinant positive definite completion of chordal matrices, evaluation of the gradient, Hessian, and inverse Hessian of the logarithmic barrier function of a cone of positive definite matrices with chordal sparsity pattern, and evaluation of gradient, Hessian, and inverse Hessian of the conjugate barrier. The library provides efficient multifrontal implementations of the algorithms in the paper Covariance selection for non-chordal graphs via chordal embedding by J. Dahl, L. Vandenberghe, V. Roychowdhury (Optimization Methods and Software 23 (4), 501-520, 2008). Homepage: http://abel.ee.ucla.edu/chompack/ Related Software: glasso; CVXOPT; SDPLIB; SparseMatrix; SDPT3; SeDuMi; COL; SuiteSparse; Mosek; DSDP5; DIMACS; SMCP; CHOLMOD; ABIP; MKL; COSMO; MathOptInterface.jl; CVXPortfolio; OSQP; SCS Cited in: 14 Publications all top 5 Cited by 29 Authors 4 Vandenberghe, Lieven 3 Andersen, Martin S. 2 Dahl, Joachim 1 Biegler, Lorenz T. 1 Cannon, Mark 1 Carli, Francesca Paolo 1 Choi, Nam Hee 1 de Klerk, Etienne 1 Ferrante, Augusto 1 Fraley, Chris 1 Garstka, Michael 1 Goulart, Paul J. 1 Haber, Eldad 1 Hesterberg, Timothy C. 1 Horesh, Lior 1 Huang, Hui 1 Jiang, Xin 1 Li, Hongzhe 1 Li, Jinchao 1 Maurya, Ashwini 1 Meier, Lukas 1 Pavon, Michele 1 Picci, Giorgio 1 Raghunathan, Arvind U. 1 Toh, Kim Chuan 1 Tseng, Paul 1 Wang, Chengjing 1 Yin, Jianxing 1 Yun, Sangwoon all top 5 Cited in 13 Serials 2 Computational Optimization and Applications 1 Journal of Multivariate Analysis 1 Journal of Optimization Theory and Applications 1 European Journal of Operational Research 1 Linear Algebra and its Applications 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 SIAM Journal on Optimization 1 Optimization Methods & Software 1 Mathematical Methods of Operations Research 1 Inverse Problems and Imaging 1 Mathematical Programming Computation 1 Statistics Surveys all top 5 Cited in 9 Fields 9 Operations research, mathematical programming (90-XX) 6 Numerical analysis (65-XX) 4 Statistics (62-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year