[Clp] Ellipsoidal Approximation

[Matthew Saltzman]

There are no implementations of the ellipsoid method currently in
COIN-OR, at least that I'm aware of.  I'm sure there isn't in CLP.
Production LP solvers have not generally implemented ellipsoid methods
because they are computationally uncompetitive for actually solving
LPs. 

On Wed, 2012-09-12 at 16:12 -0400, Victor Miller wrote:
> Some interior point methods use ellipsoidal approximations to the
> input polytope.  I'm interested in calculating ellipsoidal
> approximations directly and was wondering if routines for calculating
> these are contained somewhere in Coin.  Can anybody tell me?
> 
> Victor

-- 
Matthew Saltzman
Clemson University Math Sciences
mjs AT clemson DOT edu