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Overview

NC-OPT is an open source software package for Nonconvex Composite Optimization in MATLAB. Its main purpose is to: (a) provide a general API for creating and models based on a first-order oracle framework; and (b) leverage the fast matrix subroutines in MATLAB to solve these models. The interface of NC-OPT is loosely based on the well-known Gurobi API.

The user guide for NC-OPT can be found here.