Description
A convex minimization problem consists of a convex function to be minimized over the variable, convex inequality constraints of the form, where the functions are convex, and linear equality constraints of the form . We are also given an initial ellipsoid defined as
containing a minimizer, where and is the center of . Finally, we require the existence of a cutting-plane oracle for the function . One example of a cutting-plane is given by a subgradient of .
Read more about this topic: Ellipsoid Method
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