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) .


Reference manual

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0.3 by Adam Rahman, 2 years ago

Browse source code at

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

Imported by PlaneGeometry.

See at CRAN