An Object-oriented Approach to Semidefinite Programming

@article{Yuzhen1996AnOA,
  title={An Object-oriented Approach to Semidefinite Programming},
  author={Ge Yuzhen and T. W. Layne and Jr. E. Collins},
  journal={Mathematical \& Computational Applications},
  year={1996},
  volume={3},
  pages={1-10}
}
An object-oriented design and implementation of a primal-dual algorithm for solving the semidefinite programming problem is presented. The advantages of applying the object-oriented methodology to numerical computations, in particular to an interior point algorithm for semidefinite programming, or for solving other types of linear matrix inequalities are discussed. One object-oriented design of the primal-dual algorithm and its implementation using C++ is presented. The performance of the C… Expand

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