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Ellipsoid method information


In mathematical optimization, the ellipsoid method is an iterative method for minimizing convex functions over convex sets. The ellipsoid method generates a sequence of ellipsoids whose volume uniformly decreases at every step, thus enclosing a minimizer of a convex function.

When specialized to solving feasible linear optimization problems with rational data, the ellipsoid method is an algorithm which finds an optimal solution in a number of steps that is polynomial in the input size.

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Ellipsoid method

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the ellipsoid method is an iterative method for minimizing convex functions over convex sets. The ellipsoid method generates a sequence of ellipsoids whose...

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Semidefinite programming

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the ellipsoid method is exponential in n. But in most applications, R is not so huge. In these cases, the ellipsoid method is the only known method that...

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Ellipsoid

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An ellipsoid is a surface that can be obtained from a sphere by deforming it by means of directional scalings, or more generally, of an affine transformation...

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Leonid Khachiyan

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known for his four-page February 1979 paper that indicated how an ellipsoid method for linear programming can be implemented in polynomial time. The paper...

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Earth ellipsoid

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of a (which is not quite 6,400 km). Many methods exist for determination of the axes of an Earth ellipsoid, ranging from meridian arcs up to modern satellite...

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Linear programming

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the introduction of the ellipsoid method. The convergence analysis has (real-number) predecessors, notably the iterative methods developed by Naum Z. Shor...

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Mathematical optimization

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minimization problems (similar to conjugate gradient methods). Ellipsoid method: An iterative method for small problems with quasiconvex objective functions...

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Constrained optimization

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nonlinear programming. It can still be solved in polynomial time by the ellipsoid method if the objective function is convex; otherwise the problem may be NP...

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Algorithmic problems on convex sets

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algorithm uses the central-cut ellipsoid method. Another option is to use another method that uses simplices instead of ellipsoids. An oracle for WVIOL, with...

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Geodesics on an ellipsoid

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The study of geodesics on an ellipsoid arose in connection with geodesy specifically with the solution of triangulation networks. The figure of the Earth...

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John ellipsoid

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John ellipsoid or Löwner–John ellipsoid E(K) associated to a convex body K in n-dimensional Euclidean space Rn can refer to the n-dimensional ellipsoid of...

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Iterative method

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In computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate...

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Ellipse

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useful to find the minimum bounding ellipse on a set of points. The ellipsoid method is quite useful for solving this problem. Solar System portal Science...

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Arkadi Nemirovski

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optimization and is best known for his work on the ellipsoid method, modern interior-point methods and robust optimization. Nemirovski earned a Ph.D....

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Basic feasible solution

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algorithms for solving an LP in weakly-polynomial time, such as the ellipsoid method; however, they usually return optimal solutions that are not basic...

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Latitude

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the angle formed between the vector perpendicular (or normal) to the ellipsoidal surface from the point, and the plane of the equator. Two levels of abstraction...

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Minimum spanning tree

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fractional MST problem can be solved in polynomial time using the ellipsoid method.: 248  However, if we add a requirement that f(e) must be half-integer...

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Quadratic programming

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Wolfe, etc.). For positive definite Q, when the problem is convex, the ellipsoid method solves the problem in (weakly) polynomial time. Ye and Tse present...

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Simplex algorithm

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algorithms for linear programming that use interior point methods: these include Khachiyan's ellipsoidal algorithm, Karmarkar's projective algorithm, and path-following...

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Geodetic coordinates

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geodesy based on a reference ellipsoid. They include geodetic latitude (north/south) ϕ, longitude (east/west) λ, and ellipsoidal height h (also known as geodetic...

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Convex optimization

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functions. Cutting-plane methods Ellipsoid method Subgradient method Dual subgradients and the drift-plus-penalty method Subgradient methods can be implemented...

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Fulkerson Prize

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Khachiyan, Martin Grötschel, László Lovász and Alexander Schrijver for the ellipsoid method in linear programming and combinatorial optimization. G. P. Egorychev...

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Big M method

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operations research, the Big M method is a method of solving linear programming problems using the simplex algorithm. The Big M method extends the simplex algorithm...

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Perfect graph

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nearest integer. The solution method for semidefinite programs, used by this algorithm, is based on the ellipsoid method for linear programming. It leads...

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