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1 April 1998

An Object Oriented Approach to Semidefinite Programming

,
and
1
Department of Mathematics and Computer Science, Butler University, Indianapolis, IN 46208, USA
2
Departments of Computer Science and Mathematics, Virginia Polytechnic Institute & State University, Blacksburg, VA 24061-0106, USA
3
Department of Mechanical Engineering, Florida A&M-Florida State University, Tallahassee, FL 32310-6046, USA.
*
Author to whom correspondence should be addressed.
Math. Comput. Appl.1998, 3(1), 1-10;https://doi.org/10.3390/mca3010001
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Abstract

An 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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