[R] SDP & QCQP

[Douglas Bates]

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