ESI 6448 Discrete Optimization Theory. Section number 5643 Lecture 12. Last class. Little linear algebra review Polyhedral theory. Linear algebra review.
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Section number 5643
1. Find ellipsoid E0 P
2. Find the center x0 of E0
3. Test if x0 P
4. If x0 P, stop. O.w. find the violated inequality (, 0) passing through x0
5. From (, 0), get a half-ellipsoid HE P
6. Find a new ellipsoid E1 HE s.t. vol(E1) / vol(E0) e-1/2(n+1)< 1
7. E0 := E1. Go to 2.