Frenk, Frenk, J.B.G.; Gromicho, Gromicho, J.A.S.; … - Faculteit der Economische Wetenschappen, Erasmus … - 1994
This paper proposes a deep cut version of the ellipsoid algorithm for solving a general class of continuous convex programming problems. In each step the algorithm does not require more computational effort to construct these deep cuts than its corresponding central cut version. Rules that...
