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:	0.3
Depends:	Matrix, R (≥ 2.10)
Imports:	methods, stats
Published:	2019-02-11
DOI:	10.32614/CRAN.package.sdpt3r
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 [issues need fixing before 2024-11-25]

Documentation:

Reference manual:	sdpt3r.pdf
Vignettes:	doptimal dwd etp gpp lmi logcheby lovasz maxcut maxkcut minelips nearcorr toeplitz

Downloads:

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 dependencies:

Reverse imports:

edmcr, PlaneGeometry

Linking:

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