An object-oriented approach to semidefinite programming (Q1273272)

Summary: 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.