A deep cut ellipsoid algorithm for convex programming: Theory and applications
نویسندگان
چکیده
منابع مشابه
A deep cut ellipsoid algorithm for convex programming: Theory and applications
This paper proposes a deep cut version of the ellipsoid algorithm for solving a general class of continuous convex programming problems. In each step the algoritbm does not require more computational effort to construct these deep cuts than its corresponding central cut version. Rules that prevent some of the numerical instabilities and theoretical drawbacks usually associated with the algorith...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1994
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf01582060