Speaker:   Yuriy Zinchenko
  Department of Mathematics and Statistics
  University of Calgary


Title: YAS: an open-source C++ platform for rapid IPM development with SMP

We present an object-oriented open-source platform for rapid porting, prototyping and development of interior-point method algorithms in C++, targeted for SMP architecture. YAS is designed to allow easy extensions of IPM beyond the symmetric cone programming, e.g., p-norm cones, and the underlying direct linear algebra solvers. Currently within the platform, basic long-step, predictor-corrector, and Nesterov�s asymmetric primal-dual methods are implemented. YAS provides SeDuMi-like interface for MATLAB and Octave, with the capability of building standalone applications.