The ellipsoid method

The ellipsoid is symmetry.

The relaxation of linear programing must be in it.


∴

Cj≧rj+pj, ∀j∈N (N={1,2,…,n}), ∀S⊆N


This is the whole universe, so you need to minimize it.


wj is weight.

You can also rewrite this.




This is the violation, so you remove the job k from S.















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