On Minimum Volume Ellipsoids Containing Part of a Given Ellipsoid
Michael J. Todd
Abstract
Michael J. Todd
Abstract
We give formulae for minimum volume ellipsoids that contain one-sided or two-sided cuts of a given ellipsoid. These formulae may be of use in the recent ellipsoid algorithms for convex and linear programming.
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We give formulae for minimum volume ellipsoids that contain one-sided or two-sided cuts of a given ellipsoid. These formulae may be of use in the recent ellipsoid algorithms for convex and linear programming.
Key concepts: Ellipsoid, Ellipsoid method, Mathematics, Volume (thermodynamics), Regular polygon, Linear programming, Mathematical optimization, Convex optimization