Linear Programming 35: Ellipsoid Method I

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Linear Programming 35: Ellipsoid Method I

Abstract: We do the setup required to explain the ellipsoid method. The ellipsoid method proves that linear programs can be solved in polynomial time, but in practice the algorithm is typically not competitive with the simplex method.

This video accompanies the class "Linear Programming and Network Flows" at Colorado State University

We are following the book "Understanding and Using Linear Programming" by Jirí Matoušek and Bernd Gärtner

Our course notes are available at
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Nice explanation and I like the example of Lion. Thanks for sharing

kajalarora
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Can you give me the source code of the ellipsoid algorithm?

jack-skst
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can you explain any numerical examples of ellipsoid algorithm?

jack-skst