An Object-oriented Approach to Semidefinite Programming

Ge, Yuzhen and Watson, Layne T and Emmanuel G. Collins, Jr. (1996) An Object-oriented Approach to Semidefinite Programming. Technical Report ncstrl.vatech_cs//TR-96-08, Computer Science, Virginia Polytechnic Institute and State University.

Abstract

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++ implementation is compared with that of a procedural C implementation, and while the performance of the C++ implementation is comparable to that of the C implementation, the resulting code is easier to read, modify, and maintain.