TFOCS (pronounced tee-fox) provides a set of Matlab templates, or building blocks, that can be used to construct efficient, customized solvers for a variety of convex models, including in particular those employed in sparse recovery applications. It was conceived and written by Stephen Becker, Emmanuel J. Candès and Michael Grant.
More information about the software can be found in the paper and the user guide.
TFOCS is jointly owned by CVX Research, Inc. and Caltech. It is freely available to members of academic, non-profit, and U.S. government institutions. Other uses require securing a license in advance from Caltech. Please visit the download page for more details.