GNU General Public License v3 Yes NITRC SLEP: Sparse Learning with Efficient Projections SLEP contains a collection of algorithms for solving sparse learning problems, including LASSO, group LASSO, sparse group LASSO, hierarchical tree structure, and trace norm regularization. SLEP: Sparse Learning with Efficient Projections GNU General Public License v3, Imaging Genomics http://www.nitrc.org/projects/slep/, http://www.nitrc.org/projects/slep/