Matlab
You will find here some interesting Matlab toolboxes that I am using on a daily basis or because they have been developed by some esteemed colleagues.
Optimization
Yalmip: MATLAB toolbox for optimization modeling.
CVX: Matlab-based modeling system for convex optimization.
SOSTOOLS: Free MATLAB toolbox for formulating and solving sums of squares (SOS) optimization programs.
SeDuMi: Matlab package for solving convex optimization problems involving linear equations and inequalities, second-order cone constraints, and semidefinite constraints.
SDPT3: Matlab package for solving convex optimization problems involving linear equations and inequalities, second-order cone constraints, and semidefinite constraints.
MOSEK: Software package for the solution of linear, mixed-integer linear, quadratic, mixed-integer quadratic, quadratically constraint, conic and convex nonlinear mathematical optimization problems. It has C, C, Java, MATLAB, .NET, Python and R interfaces.
Model reduction
Control
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