sdpt3r: Semi-Definite Quadratic Linear Programming Solver
Version 0.1

Solves the general Semi-Definite Linear Programming formulation using an R implementation of SDPT3 (K.C. Toh, M.J. Todd, and R.H. Tutuncu (1999) ). This includes problems such as the nearest correlation matrix problem (Higham (2002) ), D-optimal experimental design (Smith (1918) ), Distance Weighted Discrimination (Marron and Todd (2012) ), as well as graph theory problems including the maximum cut problem. Technical details surrounding SDPT3 can be found in R.H Tutuncu, K.C. Toh, and M.J. Todd (2003) .

Package details

AuthorKim-Chuan Toh (Matlab/C), Micheal Todd (Matlab/C), Reha Tutunco (Matlab/C), Adam Rahman (R/C Headers), Timothy A. Davis (symamd C code), Stefan I. Larimore (symamd C code)
Date of publication2017-09-04 12:41:45 UTC
MaintainerAdam Rahman <[email protected]>
LicenseGPL-2 | GPL-3
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("sdpt3r")

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sdpt3r documentation built on Sept. 4, 2017, 5:02 p.m.