In mathematical optimization, the ellipsoid method is an iterative method for minimizing convex functions. When specialized to solving feasible linear optimization problems with rational data, the ellipsoid method is an algorithm, which finds an optimal solution in a finite number of steps.
The ellipsoid method generates a sequence of ellipsoids whose volume uniformly decreases at every step, thus enclosing a minimizer of a convex function.
Read more about Ellipsoid Method: History, Description, Unconstrained Minimization, Inequality-Constrained Minimization, Performance
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