sdpt3r

R package 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>.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 5 articles , 1 standard article )

Showing results 1 to 5 of 5.
Sorted by year (citations)

  1. Adam Rahman: sdpt3r: Semidefinite Quadratic Linear Programming in R (2018) not zbMATH
  2. Marron, J. S.; Todd, Michael J.; Ahn, Jeongyoun: Distance-weighted discrimination (2007)
  3. Tütüncü, R. H.; Toh, K. C.; Todd, M. J.: Solving semidefinite-quadratic-linear programs using SDPT3 (2003)
  4. Higham, Nicholas J.: Computing the nearest correlation matrix -- a problem from finance (2002)
  5. Toh, K. C.; Todd, M. J.; Tütüncü, R. H.: SDPT3 -- a MATLAB software package for semidefinite programming, version 1. 3 (1999)