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

Package details

AuthorZhisu Zhu, Yinyu Ye (DSDP by Steve Benson, Yinyu Ye and Xiong Zhang)
MaintainerZhisu Zhu <zhuzhisu@alumni.stanford.edu>
URL http://www.mcs.anl.gov/hs/software/DSDP
Package repositoryView on CRAN
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Rdsdp documentation built on March 26, 2020, 5:32 p.m.