A numerical investigation of rank-two ellipsoid algorithms for nonlinear programming

A numerical investigation of rank-two ellipsoid algorithms for nonlinear programming

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Article ID: iaor1988718
Country: Netherlands
Volume: 43
Issue: 1
Start Page Number: 87
End Page Number: 95
Publication Date: Jan 1989
Journal: Mathematical Programming (Series A)
Authors: , ,
Abstract:

The authors study the performance of some rank-two ellipsoid algorithms when used to solve nonlinear programming problems. Experiments are reported which show that the rank-two algorithms studied are slightly less efficient than the usual rank-one (center-cut) algorithm. Some results are also presented concerning the growth of ellipsoid asphericity in rank-one and rank-two algorithms.

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