In mathematical optimization, the ellipsoid method is an iterative method for minimizing convex functions over convex sets, generating a sequence of ellipsoids whose volume uniformly decreases at every step while continuing to enclose a minimizer of the function. When specialized to solving feasible linear optimization problems with rational data, it becomes an algorithm that finds an optimal solution in a number of steps polynomial in the size of the input.
Facts
Time Complexity
Time Complexity (category)Polynomial Time -- O(n^k) 1 Connections
In Field
Source Ellipsoid method (Wikipedia)
Sources
1. Ellipsoid method (Wikipedia)
Wikipedia article body, read for Browse By backfill (w-bbfill-computing6-0927)
Ellipsoid method (Wikipedia)
In Field: Computational Science, Lead sentence
ellipsoid method is an iterative method for minimizing convex functions over convex sets.
In Group: Linear Programming Algorithms, Lead
In mathematical optimization, the ellipsoid method is an iterative method for minimizing convex functions over convex sets.
View the SourceReader Challenges (0)
No disputes yet. Spotted an error or a better source? Open the first one.
Sign in to dispute this or suggest a correction.