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.


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Reference manual

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install.packages("Rdsdp")

1.0.4-2 by Zhisu Zhu, 3 years ago


http://www.mcs.anl.gov/hs/software/DSDP


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 MFKnockoffs, OptimaRegion, knockoff.


See at CRAN