[R] SDP & QCQP
Douglas Bates
bates at stat.wisc.edu
Tue May 11 19:15:37 CEST 2004
Martin Maechler <maechler at stat.math.ethz.ch> writes:
> >>>>> "Ramzi" == Ramzi TEMANNI <ramzi.temanni at laposte.net>
> >>>>> on Tue, 11 May 2004 13:45:09 +0200 writes:
>
> Ramzi> Hi, Are there package in R that can solve
> Ramzi> semidefinite programming problem and Quadratically
> Ramzi> Constrained Quadratic Programming ?
>
> You have probably seen the 'quadprog' package which only
> deals with quadratic "programming" of linear constraints.
>
> as for "semidefinite" (I don't know what you mean with exactly),
It means optimizing a function of the elements of a positive
semidefinite symmetric matrix so the constraints are with respect to
the matrix properties. See
http://rutcor.rutgers.edu/~alizadeh/Sdppage/index.html
or
http://www-user.tu-chemnitz.de/~helmberg/semidef.html
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