Rdsdp is the R package providing a R interface to DSDP semidefinite programming library. The DSDP package implements a dual-scaling algorithm to
find solutions (*X*, *y*) to linear and semidefinite optimization problems of the form

*inf tr(CX)*

*subject to AX = b*

*X >= 0*

with
*(AX)_i = tr(A_iX)*
where *X >= 0* means X is positive
semidefinite, *C* and all *A_i* are symmetric matrices of the same
size and *b* is a
vector of length *m*.

The dual of the problem is

*sup b'y*

*subject to A'y + S = C*

*S >= 0*

where
*A'y = ∑_{i=1}^m y_i A_i.*

Matrices *C* and *A_i* are assumed to be block diagonal
structured, and must be specified that way (see Details).

Steven J. Benson and Yinyu Ye:

*Algorithm 875: DSDP5 software for semidefinite programming*ACM Transactions on Mathematical Software (TOMS) 34(3), 2008

http://web.stanford.edu/~yyye/DSDP5-Paper.pdfSteven J. Benson and Yinyu Ye and Xiong Zhang:

*Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization*SIAM Journal on Optimization 10(2):443-461, 2000

http://web.stanford.edu/~yyye/yyye/largesdp.ps.gz

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.