Convergence Rates of the Ellipsoid Method on General Convex Functions

DOI10.1287/MOOR.8.1.135MaRDI QIDQ4744071zbMATH OpenOpenAlexFDO

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)

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

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