Abstract
Several variants of the ellipsoid algorithm are discussed and results of computational experiments using these variants are reported. Different deep-cut hyperplanes are used to generate the next ellipsoid from the current one. Efficiency and robustness are compared when the variants are used to solve convex and nonconvex problems. Statistics on the frequency and the depth of the various cuts are also reported.
Research supported in part by The National Science Foundation, Grant No. DMS-8201790
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Dedicated to Professor George B. Dantzig on the occasion of his seventieth birthday.
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© 1985 The Mathematical Programming Society, Inc.
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Dziuban, S.T., Ecker, J.G., Kupferschmid, M. (1985). Using deep cuts in an ellipsoid algorithm for nonlinear programming. In: Cottle, R.W. (eds) Mathematical Programming Essays in Honor of George B. Dantzig Part II. Mathematical Programming Studies, vol 25. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121078
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DOI: https://doi.org/10.1007/BFb0121078
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