sdpt3r

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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