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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) <doi:10.1080/10556789908805762>). This includes problems such as the nearest correlation matrix problem (Higham (2002) <doi:10.1093/imanum/22.3.329>), D-optimal experimental design (Smith (1918) <doi:10.2307/2331929>), Distance Weighted Discrimination (Marron and Todd (2012) <doi:10.1198/016214507000001120>), 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) <doi:10.1007/s10107-002-0347-5>.
| Version: | 0.3 |
| Depends: | Matrix, R (≥ 2.10) |
| Imports: | methods, stats |
| Published: | 2019-02-11 |
| Author: | 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) |
| Maintainer: | Adam Rahman <a45rahma at uwaterloo.ca> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | yes |
| In views: | Optimization |
| CRAN checks: | sdpt3r results |
| Reference manual: | sdpt3r.pdf |
| Vignettes: |
doptimal dwd etp gpp lmi logcheby lovasz maxcut maxkcut minelips nearcorr toeplitz |
| Package source: | sdpt3r_0.3.tar.gz |
| Windows binaries: | r-devel: sdpt3r_0.3.zip, r-release: sdpt3r_0.3.zip, r-oldrel: sdpt3r_0.3.zip |
| macOS binaries: | r-release (arm64): sdpt3r_0.3.tgz, r-oldrel (arm64): sdpt3r_0.3.tgz, r-release (x86_64): sdpt3r_0.3.tgz, r-oldrel (x86_64): sdpt3r_0.3.tgz |
| Old sources: | sdpt3r archive |
| Reverse imports: | edmcr, PlaneGeometry |
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