sdpt3r: Semidefinite Quadratic Linear Programming in R

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

Adam Rahman
2018-12-08

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at RJ-2018-063.zip

CRAN packages used

sdpt3r, Rdsdp, Rcsdp, cccp, scs, Rmosek, quantmod

CRAN Task Views implied by cited packages

Optimization, Finance

Reuse

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Citation

For attribution, please cite this work as

Rahman, "sdpt3r: Semidefinite Quadratic Linear Programming in R", The R Journal, 2018

BibTeX citation

@article{RJ-2018-063,
  author = {Rahman, Adam},
  title = {sdpt3r: Semidefinite Quadratic Linear Programming in R},
  journal = {The R Journal},
  year = {2018},
  note = {https://doi.org/10.32614/RJ-2018-063},
  doi = {10.32614/RJ-2018-063},
  volume = {10},
  issue = {2},
  issn = {2073-4859},
  pages = {371-394}
}