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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“I am not afraid of the priests in the long-run. Scientific method is the white ant which will slowly but surely destroy their fortifications. And the importance of scientific method in modern practical life—always growing and increasing—is the guarantee for the gradual emancipation of the ignorant upper and lower classes, the former of whom especially are the strength of the priests.”
—Thomas Henry Huxley (1825–95)