An Object Oriented Approach to Semidefinite Programming
AbstractAn object-oriented design and implementation of a primal-dual algorithm for solving the semidefinite programming problem is pn~sented. 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.
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Ge, Y.; Watson, L.T.; Collins, E.G., Jr. An Object Oriented Approach to Semidefinite Programming. Math. Comput. Appl. 1998, 3, 1-10.
Ge Y, Watson LT, Collins EG, Jr. An Object Oriented Approach to Semidefinite Programming. Mathematical and Computational Applications. 1998; 3(1):1-10.Chicago/Turabian Style
Ge, Yuzhen; Watson, Layne T.; Collins, Emmanuel G., Jr. 1998. "An Object Oriented Approach to Semidefinite Programming." Math. Comput. Appl. 3, no. 1: 1-10.