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Hello, When using the ellipsoid method (for solving a linear program for example), the volume of the ellipsoid at each iteration is proven do to decrease, and do so by at least a factor of $e^{-1/2n}$.e^{1/2n}$. What can you say about the condition number of the ellipsoid? Specifically, a good result would guarantee a slow increase in the condition number (maybe depending on volume decrease). Thanks, Daniel |
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Hello, When using the ellipsoid method (for solving a linear problem program for example), the volume of the ellipsoid at each iteration is proven do decrease, and do so by at least a factor of $e^{-1/2n}$. What can you say about the condition number of the ellipsoid? Specifically, a good result would guarantee a slow increase in the condition number. Thanks, Daniel |
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