sdpt3r: 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) <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: 0.1
Depends: Matrix, R (≥ 2.10)
Imports: methods, stats
Published: 2017-09-04
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
CRAN checks: sdpt3r results

Downloads:

Reference manual: sdpt3r.pdf
Vignettes: sdpt3r
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Package source: sdpt3r_0.1.tar.gz
Windows binaries: r-devel: sdpt3r_0.1.zip, r-release: sdpt3r_0.1.zip, r-oldrel: sdpt3r_0.1.zip
OS X El Capitan binaries: r-release: sdpt3r_0.1.tgz
OS X Mavericks binaries: r-oldrel: sdpt3r_0.1.tgz

Reverse dependencies:

Reverse imports: edmcr

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