Convergence Rates of the Ellipsoid Method on General Convex Functions

DOI10.1287/MOOR.8.1.135zbMATH Open0506.90067OpenAlexW2161182482MaRDI QIDQ4744071FDOQ4744071

Authors: Jean-Louis Goffin 

Publication date: 1983

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.8.1.135

zbMATH Keywords

nondifferentiable optimizationellipsoid methodgeometric convergence rateunconstrained minimization of a general convex function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Cited In (6)

• A deep cut ellipsoid algorithm for convex programming: Theory and applications
• An ellipsoid algorithm for equality-constrained nonlinear programs
• A direct ellipsoid method for linear programming
• General models in min-max continuous location: Theory and solution techniques
• An objective-function ellipsoid-algorithm for convex quadraical programming
• Solving nonlinear principal-agent problems using bilevel programming

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