An Object-oriented Approach to Semidefinite Programming
Watson, Layne T.
Emmanuel G. Collins, Jr.
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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.