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coxmod
2007 Nov 14
2
convex optimization package for R, specifically semidefinite programming
Recently, a package for convex optimization was announced for Python,
based upon the LP solver GLPK, the SDP solver
in DSDP5, and the LP and QP solvers in MOSEK. I'm aware GLPK is
available for R, but wondered if anyone had good
packages for convex optimization along these lines for R.
TIA.