Topic
Ellipsoid method
About: Ellipsoid method is a research topic. Over the lifetime, 1023 publications have been published within this topic receiving 56147 citations.
Papers published on a yearly basis
Papers
Book•
1 Jan 1994
TL;DR: In this paper, the authors present a brief history of LMIs in control theory and discuss some of the standard problems involved in LMIs, such as linear matrix inequalities, linear differential inequalities, and matrix problems with analytic solutions.
Abstract: Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.
12,201 citations
TL;DR: This clearly written, mathematically rigorous text includes a novel algorithmic exposition of the simplex method and also discusses the Soviet ellipsoid algorithm for linear programming; efficient algorithms for network flow, matching, spanning trees, and matroids; the theory of NP-complete problems; approximation algorithms, local search heuristics for NPcomplete problems, more.
Abstract: This clearly written , mathematically rigorous text includes a novel algorithmic exposition of the simplex method and also discusses the Soviet ellipsoid algorithm for linear programming; efficient algorithms for network flow, matching, spanning trees, and matroids; the theory of NP-complete problems; approximation algorithms, local search heuristics for NPcomplete problems, more All chapters are supplemented by thoughtprovoking problems A useful work for graduate-level students with backgrounds in computer science, operations research, and electrical engineering Mathematicians wishing a self-contained introduction need look no further—American Mathematical Monthly 1982 ed
7,616 citations
TL;DR: It is proved that given a polytopeP and a strictly interior point a εP, there is a projective transformation of the space that mapsP, a toP′, a′ having the following property: the ratio of the radius of the smallest sphere with center a′, containingP′ to theradius of the largest sphere withCenter a′ contained inP′ isO(n).
Abstract: We present a new polynomial-time algorithm for linear programming. In the worst case, the algorithm requiresO(n
3.5
L) arithmetic operations onO(L) bit numbers, wheren is the number of variables andL is the number of bits in the input. The running-time of this algorithm is better than the ellipsoid algorithm by a factor ofO(n
2.5). We prove that given a polytopeP and a strictly interior point a eP, there is a projective transformation of the space that mapsP, a toP′, a′ having the following property. The ratio of the radius of the smallest sphere with center a′, containingP′ to the radius of the largest sphere with center a′ contained inP′ isO(n). The algorithm consists of repeated application of such projective transformations each followed by optimization over an inscribed sphere to create a sequence of points which converges to the optimal solution in polynomial time.
5,071 citations
1 Dec 1984
TL;DR: The algorithm consists of repeated application of such projective transformations each followed by optimization over an inscribed sphere to create a sequence of points which converges to the optimal solution in polynomial-time.
Abstract: We present a new polynomial-time algorithm for linear programming. The running-time of this algorithm is O(n3-5L2), as compared to O(n6L2) for the ellipsoid algorithm. We prove that given a polytope P and a strictly interior point a e P, there is a projective transformation of the space that maps P, a to P', a' having the following property. The ratio of the radius of the smallest sphere with center a', containing P' to the radius of the largest sphere with center a' contained in P' is O (n). The algorithm consists of repeated application of such projective transformations each followed by optimization over an inscribed sphere to create a sequence of points which converges to the optimal solution in polynomial-time.
4,247 citations
Book•
1 Jan 1988
TL;DR: In this article, the Fulkerson Prize was won by the Mathematical Programming Society and the American Mathematical Society for proving polynomial time solvability of problems in convexity theory, geometry, and combinatorial optimization.
Abstract: This book develops geometric techniques for proving the polynomial time solvability of problems in convexity theory, geometry, and - in particular - combinatorial optimization. It offers a unifying approach based on two fundamental geometric algorithms: - the ellipsoid method for finding a point in a convex set and - the basis reduction method for point lattices. The ellipsoid method was used by Khachiyan to show the polynomial time solvability of linear programming. The basis reduction method yields a polynomial time procedure for certain diophantine approximation problems. A combination of these techniques makes it possible to show the polynomial time solvability of many questions concerning poyhedra - for instance, of linear programming problems having possibly exponentially many inequalities. Utilizing results from polyhedral combinatorics, it provides short proofs of the poynomial time solvability of many combinatiorial optimization problems. For a number of these problems, the geometric algorithms discussed in this book are the only techniques known to derive polynomial time solvability. This book is a continuation and extension of previous research of the authors for which they received the Fulkerson Prize, awarded by the Mathematical Programming Society and the American Mathematical Society.
3,930 citations
Related Topics (5)
Performance Metrics
| Year | Papers |
|---|---|
| 2024 | 1 |
| 2023 | 8 |
| 2022 | 11 |
| 2021 | 12 |
| 2020 | 25 |
| 2019 | 23 |