Abstract
We present a volume independent proof of convergence for the ellipsoid method. This proof serves as an explanation for the instability of the algorithm. We give an example where the method generates a sequence of increasingly ill-conditioned matrices. A rank-two update formula is derived to improve stability.
This is an extended abstract of a lecture given at the Workshop “Advances in Linear Optimization Algorithms”, Pisa, July 28-31, 1980.
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References
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© 1984 Springer-Verlag Berlin Heidelberg
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Korte, B., Schrader, R. (1984). Can the Ellipsoid Method be Efficient?. In: Hauptmann, H., Krelle, W., Mosler, K.C. (eds) Operations Research and Economic Theory. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-69909-2_26
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DOI: https://doi.org/10.1007/978-3-642-69909-2_26
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