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Rdsdp: R Interface to DSDP Semidefinite Programming Library
R interface to DSDP semidefinite programming library. The DSDP software is a free open source implementation of an interior-point method for semidefinite programming. It provides primal and dual solutions, exploits low-rank structure and sparsity in the data, and has relatively low memory requirements for an interior-point method.
Getting started
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Package details |
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| Author | Zhisu Zhu [aut, cre], Yinyu Ye [aut] (DSDP by Steve Benson, Yinyu Ye and Xiong Zhang) |
| Maintainer | Zhisu Zhu <zhuzhisu@alumni.stanford.edu> |
| License | GPL-3 |
| Version | 1.0.6 |
| URL | https://www.mcs.anl.gov/hs/software/DSDP |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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