The History of Convex Optimization

In the west in optimization OR and these kinds of areas the tradition was you'd either work on like linear programming or nonlinear programming right. In the Soviet Union however there was a big focus this is now in the 60s on actually convex optimization so they came up with all sorts of things ellipsoid method was an interesting super interesting method but it's not used today. The converse of that is something like the simplex method which in the60s was shown to be worst case exponential but it didn't stop people using it every day because it just worked unbelievably well in practice.

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