The R Journal: accepted article

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sdpt3r: Semidefinite Quadratic Linear Programming in R PDF download
Adam Rahman

Abstract We present the package sdpt3r, an R implementation of the Matlab package SDPT3 (Toh et al., 1999). The purpose of the software is to solve semidefinite quadratic linear programming (SQLP) problems, which encompasses problems such as D-optimal experimental design, the nearest correlation matrix problem, and distance weighted discrimination, as well as problems in graph theory

Received: 2018-05-01; online 2018-12-08, supplementary material, (882 bytes)
CRAN packages: sdpt3r, Rdsdp, Rcsdp, cccp, scs, Rmosek, quantmod
CRAN Task Views implied by cited CRAN packages: Optimization, Finance

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  author = {Adam Rahman},
  title = {{sdpt3r: Semidefinite Quadratic Linear Programming in R}},
  year = {2018},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2018-063},
  url = {}