Of an Iterative Procedure for Solving the Optimization Problem into an Ellipsoid

Liljana Stefanovska, Beti Andonovic, Sonja Gegovska-Zajkova

For solving the problem of optimization in a space limited by an ellipsoid and a linear goal function, for which the maximum is searched, there is an iterative procedure suggested. The procedure starts from an interior point of the ellipsoid and by moving into its interior there is a generated sequence of points of the contour of the ellipsoid that converges to the optimal solution (point), where the goal function is of greatest value