Ellipsoid Method

In this article we give an overview of the Ellipsoid Method. We start with a historic introduction and provide a basic algorithm in Section 2. Techniques to avoid two important assumptions required by this algorithm are considered in Section 2.2. After the discussion of some implementation aspects, we are able to show the polynomial running time of the Ellipsoid Method. The second section is closed with some modifications in order to speed up the running time of the ellipsoid algorithm. In Section 3, we discuss some theoretical implications of the Ellipsoid Method to linear programming and combinatorial optimization.

[1]  R. Schrader,et al.  The ellipsoid method and its implications , 1983 .

[2]  Martin Grötschel,et al.  The ellipsoid method and its consequences in combinatorial optimization , 1981, Comb..

[3]  David S. Johnson,et al.  Computers and Intractability: A Guide to the Theory of NP-Completeness , 1978 .

[4]  Bert Gerards,et al.  Matrices with the edmonds—Johnson property , 1986, Comb..

[5]  M. Todd,et al.  The Ellipsoid Method: A Survey , 1980 .

[6]  V. Klee,et al.  HOW GOOD IS THE SIMPLEX ALGORITHM , 1970 .

[7]  L. Lovász,et al.  Geometric Algorithms and Combinatorial Optimization , 1981 .

[8]  L. G. H. Cijan A polynomial algorithm in linear programming , 1979 .

[9]  N. Z. Shor Cut-off method with space extension in convex programming problems , 1977, Cybernetics.

[10]  Narendra Karmarkar,et al.  A new polynomial-time algorithm for linear programming , 1984, Comb..

[11]  N. Biggs GEOMETRIC ALGORITHMS AND COMBINATORIAL OPTIMIZATION: (Algorithms and Combinatorics 2) , 1990 .

[12]  P. Gács,et al.  Khachiyan’s algorithm for linear programming , 1981 .

[13]  Michael J. Todd,et al.  Polynomial Algorithms for Linear Programming , 1988 .

[14]  G. J. Tee,et al.  Khachian's efficient algorithm for linear inequalities and linear programming , 1980, SGNM.

[15]  Éva Tardos,et al.  A Strongly Polynomial Algorithm to Solve Combinatorial Linear Programs , 1986, Oper. Res..

[16]  P. Gill,et al.  Methods for computing and modifying the $LDV$ factors of a matrix , 1975 .

[17]  Michael J. Todd,et al.  Modifications and implementation of the ellipsoid algorithm for linear programming , 1982, Math. Program..

[18]  Maria E. Orlowska,et al.  A new polynomial time algorithm for BCNF relational database design , 1992, Inf. Syst..

[19]  Eugene L. Lawler The Great Mathematical Sputnik of 1979 , 1980 .