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sdpt3r (version 0.1)

Semi-Definite Quadratic Linear Programming Solver

Description

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) ). This includes problems such as the nearest correlation matrix problem (Higham (2002) ), D-optimal experimental design (Smith (1918) ), Distance Weighted Discrimination (Marron and Todd (2012) ), 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) .

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Version

Install

install.packages('sdpt3r')

Monthly Downloads

15

Version

0.1

License

GPL-2 | GPL-3

Maintainer

Adam Rahman

Last Published

September 4th, 2017

Functions in sdpt3r (0.1)

Andwd

An Configuration Matrix for Distance Weighted Discrimination
Apdwd

Ap Configuration Matrix for Distance Weighted Discrimination
Bmaxkcut

Adjacency Matrix for Max-kCut
DoptDesign

Test Vector Matrix for D-Optimal Design
lmi1

Linear Matrix Inequality 1
lmi2

Linear Matrix Inequality 2
Blogcheby

B Matrix for the Log Chebyshev Approximation Problem
Bmaxcut

Adjacency Matrix for Max-Cut
control

Control Theory
doptimal

D-Optimal Experimental Design
lovasz

Lovasz Number of a Graph
maxcut

Max-Cut Problem
Ftoep

Symmetric Matrix for the Toeplitz Approximatin Problem
Glovasz

Adjacency Matrix on which to find the Lovasz Number
Hnearcorr

Approximate Correlation Matrix for Nearest Correlation Matrix Problem
Vminelips

Configuration Matrix for Minimum Ellipse Problem
maxkcut

Max-kCut Problem
minelips

The Minimum Ellipsoid Problem
dwd

Distance Weighted Discrimination
etp

Educational Testing Problem
nearcorr

Nearest Correlation Matrix Problem
smat

Create a Symmetrix Matrix
lmi3

Linear Matrix Inequality 3
logcheby

Log Chebyshev Approximation
toep

Toeplitz Approximation Problem
Betp

Symmetric Matrix for Educational Testing Problem
Bgpp

Adjacency Matrix for Graph Partitioning Problem
flogcheby

f vector for the Log Chebyshev Approximation Problem
gpp

Graph Partitioning Problem
sqlp

Semidefinite Quadratic Linear Programming Solver
svec

Upper Triangular Vectorization