Method of ellipsoids, its generalizations and applications

DOI10.1007/BF01068741MaRDI QIDQ3677524zbMATH OpenFDO

Authors V. I. Gershovich, N. Z. Shor

Publication date 1982

Published in Cybernetics (Search for Journal in Brave)

zbMATH Keywords

gradient-type algorithmsmethod of ellipsoidssubgradient descent methodmodified center of gravity methodspace-stretching operation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

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Cites work

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• Characterizations of adjacency of faces of polyhedra
• Family of algorithms for solving convex programming problems
• Solution of problems of high dimensionality by modified gradient minimization with space expansion
• The ellipsoid method and its consequences in combinatorial optimization

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• The generalized ellipsoid method and its implementation
• The generalized ellipsoid method
• Variable metric relaxation methods, part II: The ellipsoid method
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• Algorithm of dividing ellipsoids: a method of solution of systems of nonconvex inequalities

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