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Ellipsoid method. coordinate descent

The ellipsoid method redux

Published: 2023/01/20
  • Michael J. Todd
  • Categories Linear Programming Tags Ellipsoid method. coordinate descent

    We reconsider the ellipsoid method for linear inequalities. Using the ellipsoid representation of Burrell and Todd, we show the method can be viewed as coordinate descent on the volume of an enclosing ellipsoid, or on a potential function, or on both. The method can be enhanced by improving the lower bounds generated and by allowing … Read more

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    alternating direction method of multipliers approximation algorithms augmented lagrangian method bilevel optimization Branch-and-Bound branch-and-cut chance constraints column generation combinatorial optimization complexity conic optimization convex optimization cutting planes decomposition derivative-free optimization distributionally robust optimization duality dynamic programming first-order methods global convergence global optimization heuristics integer programming interior point methods large-scale optimization linear programming machine learning mixed-integer linear programming mixed-integer nonlinear programming mixed-integer programming multiobjective optimization nonconvex optimization nonlinear optimization nonlinear programming nonsmooth optimization optimal control optimization proximal point algorithm quadratic programming robust optimization semidefinite programming stochastic optimization stochastic programming trust-region methods unconstrained optimization

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