Semi-Definite Quadratic Linear Programming Solver

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) .


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Reference manual

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install.packages("sdpt3r")

0.3 by Adam Rahman, 7 months ago


Browse source code at https://github.com/cran/sdpt3r


Authors: Kim-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)


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL-2 | GPL-3 license


Imports methods, stats

Depends on Matrix


See at CRAN