Development of the modeling tool to use the symmetric cone programming efficiently

为了利用对称锥规划求解实际问题，我们建立了求解典型实际问题的模型和算法。此外，我们还开发了一个将计算机代数系统与金融工程相结合的建模工具。我们开发的QuantOnline可以通过简单的互联网建模进行计算。此外，我们还成功地开发了有效解决包含条件数约束的矩阵逼近问题的算法。

In order to solve real problems using the symmetric cone programming, we developed modeling and the algorithm to solve the typical real problems efficiently. In addition, we have developed a modeling tool that integrates computer algebra system and financial engineering. QuantOnline that we developed can be computed by easy modeling over the Internet. Furthermore, we have succeeded in the development of algorithms that efficiently solve matrix approximation problems including constraints on condition number.