Fobos is a project mainly written in C and C++, it's free.
Implementation of Support Vector Machine with L1 regularization and Logistic Regression with L1. Optimization algorithm is FOBOS(Forward-Backward Splitting).
./wscript configure
./wscript buildwget http://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/news20.binary.bz2
bzip2 -d news20.binary.bz2
ruby shuffle news20.binary > aaa.txt
head -n 15000 aaa.txt > train.txt; tail -n 4996 aaa.txt > test.txt
./build/src/main --train train.txt --test test.txt # default is svm
./build/src/main --train train.txt --test test.txt -c logistic