Suggestions for effective algorithms with asymmetric cost function

Hi everyone. I am doing a machine learning project, in which, the low false positive rate is a higher priority than the overall accuracy.Right now I am looking for several baseline algorithms to compare with. But most algorithms I found don't have an software package, like Asymmetric SVM.

So my question is: is it possible to incorporate asymmetric cost into existing algorithms without changing the actual code? Or if I need to implement myself, are there any algorithm that is easier to extend?

Thanks~