Abstract
We investigate an ellipsoid algorithm for nonlinear programming. After describing the basic steps of the algorithm, we discuss its computer implementation and present a method for measuring computational efficiency. The computational results obtained from experimenting with the algorithm are discussed and the algorithm's performance is compared with that of a widely used commercial code.
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This research was supported in part by The National Science Foundation, Grant No. MCS78-02096.
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Ecker, J.G., Kupferschmid, M. An ellipsoid algorithm for nonlinear programming. Mathematical Programming 27, 83–106 (1983). https://doi.org/10.1007/BF02591966
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DOI: https://doi.org/10.1007/BF02591966