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
Supplementary materials are available in addition to this article. It can be downloaded at RJ-2018-063.zip
sdpt3r, Rdsdp, Rcsdp, cccp, scs, Rmosek, quantmod
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For attribution, please cite this work as
Rahman, "The R Journal: sdpt3r: Semidefinite Quadratic Linear Programming in R", The R Journal, 2018
BibTeX citation
@article{RJ-2018-063,
author = {Rahman, Adam},
title = {The R Journal: 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}
}