Dikin Ellipsoid Algorithm

For x &glt; 0 (a true “interior point”),

dikin ellipsoid image 1
dikin ellipsoid image 2

This constraint prevents y from crossing any face. Ay=0 keeps y on the right hyperplane.

Optimal value on boundary of ellipsoid due to convexity.

Ellipsoid biases search away from corners.

dikin ellipsoid image 3

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