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.


Reference manual

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install.packages("Rdsdp") by Zhisu Zhu, a month ago


Browse source code at https://github.com/cran/Rdsdp

Authors: Zhisu Zhu , Yinyu Ye (DSDP by Steve Benson , Yinyu Ye and Xiong Zhang)

Documentation:   PDF Manual  

Task views: Optimization and Mathematical Programming

GPL-3 license

Imports utils, methods

Imported by OptimaRegion, knockoff.

Depended on by GhostKnockoff.

See at CRAN