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The Behavior of Newton-Type Methods on Two Equivalent Systems from Linear Programming
Newton-type methods are fundamental techniques for solving optimization problems. However, it is often not fully appreciated that these methods can produce significantly different behavior when applied to two equivalent ...
An Interior-Point Algorithm for the Maximum-Volume Ellipsoid Problem
In this report, we consider the problem on finding the maximum-volume ellipsoid inscribing a given full-dimensional polytope in R^n defined by a finite set of affine inequalities. We present several formulations for the ...