THE ELLIPSOID ALGORITHM FOR LINEAR PROGRAMMING

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Date
1998-08
Authors
MARK, LAISIN
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Abstract
This thesis deals with the application of the ellipsoid method to the solution of Linear Programming problems with integer data in polynomial time. The thesis is divided into four chapters. In chapter one, we discuss the general Linear Programming problem, the simplex method and duality in linear programming. In chapter two, we discuss the ellipsoid algorithm for the system of linear inequalities with rational or integer data and show how it can be used to determine the feasibility in polynomial time. In this chapter we also discuss some antecedents of the ellipsoid algorithms and modifications of the algorithm to achieve better rate of convergence. Chapter three deals with the application of the ellipsoid algorithm to solve a linear programming problems. Herein, we have discussed Gacs and Lovasz approach, bisection method and the method of sliding objective function. Finally, in this chapter we discuss how exact solutions can be obtained from approximate solutions. Chapter four deals with the comparison of the ellipsoid algorithm with the other linear programming algorithms. First we have compared the ellipsoid algorithm discussed in chapter two with the simplex algorithm discussed in chapter one. Before going for its comparison with Karmarkar's algorithm, we X have briefly discussed Karmarkar's algorithm and then we have critically examined its relation with the ellipsoid algorithm. Finally we have presented concluding remarks.
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A THESIS SUBMITTED TO THE DEPARTMENT OF MATHEMATICS, AHMADU BELLO UNIVERSITY, ZARIA IN PARTIAL FULFILLMENT OF THE REQUIREMENTS FOR THE AWARD OF MASTER OF SCIENCE DEGREE IN MATHEMATICS. AUGUST, 1998
Keywords
ELLIPSOID,, ALGORITHM,, LINEAR,
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