A modification of the ellipsoid method
نویسندگان
چکیده
We consider convex quadratic programming problem with convex quadratic constraints and suggest a modification of the well-known ellipsoid method based on using an ellipsoidal layer in the problem of circumscribing the minimum volume ellipsoid around of a part of a given ellipsoid. Our paper contains further development and improvement of the technique previously developed in [E.G88]. We show how the ellipsoidal layer can be used for obtaining a better volume reduction in comparison to the ellipsoid method. Preliminary testing results are given.
منابع مشابه
A new approach for Robot selection in manufacturing using the ellipsoid algorithm
The choice of suitable robots in manufacturing, to improve product quality and to increase productivity, is a complicated decision due to the increase in robot manufacturers and configurations. In this article, a novel approach is proposed to choose among alternatives, differently assessed by decision makers on different criteria, to make the final evaluation for decision-making. The approach i...
متن کاملStochastic Ellipsoid Methods with Multiple Cuts
Robust control systems synthesis is generally recast as a class of robust feasibility problems which is to find a solution satisfying a set of parameter-dependent convex constraints for all possible parameter values. For this class of the problems, a stochastic ellipsoid method with multiple cuts each of which corresponds to each of the constraint is proposed, where a new update rule is present...
متن کاملLinear Programming Stories
The history of polyhedra, linear inequalities, and linear programming has many diverse origins. Polyhedra have been around since the beginning of mathematics in ancient times. It appears that Fourier was the first to consider linear inequalities seriously. This was in the first half of the 19 century. He invented a method, today often called Fourier-Motzkin elimination, with which linear progra...
متن کاملSolvation Force in Hard Ellipsoid Molecular Liquids with Rod-Sphere and Rod- Surface Interactions
In previous work, one of us calculated the Solvation force of hard ellipsoid fluid with hard Gaussian overlap potential using hard needle wall interaction and non-linear equation proposed by Grimson- Rickyazen. In present work, using density functional theory and extended restricted orientation model, the solvation force of hard ellipsoid fluid in presence of more realistic rod- sphere and rod-...
متن کاملOn the Minimum Volume Covering Ellipsoid of Ellipsoids
We study the problem of computing a (1+ )-approximation to the minimum volume covering ellipsoid of a given set S of the convex hull of m full-dimensional ellipsoids in Rn. We extend the first-order algorithm of Kumar and Yıldırım that computes an approximation to the minimum volume covering ellipsoid of a finite set of points in Rn, which, in turn, is a modification of Khachiyan’s algorithm. F...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Stud. Inform. Univ.
دوره 9 شماره
صفحات -
تاریخ انتشار 2011