In order to solve the Semidefinite Programming, this paper introduces the recurrent neural network model. By introducing the equivalent variational inequality problem and the neural network which has the same solution with the variational inequality, the model converges to the solution of semidefinite programming. At the same time, numerical simulation also proves it very well. In short, neural network is an effective way to solve semidefinite programming, so as to provide a viable option for engineering.