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: | Ech-Cherif A., Ecker J.G., Kupferschmidt Michael |
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.