I. S. Litvinchev Computational Mathematics and Mathematical Physics , Vol.40 No.2 , 01.2000 , p. 178–188, language: английский  Аннотация Ellipsoids are proposed that contain optimal solutions of the primal and/or dual linear programming problem and do not depend on the method used to solve the original formulation. It is shown that many well-known interior-point methods realize descents toward the centers of ellipsoids. The constructed ellipsoids are used to formulate criteria for identifying the optimal basic and nonbasic variables.  Ключевые слова optimal solutions, linear programming problem, interior-point methods, eliipsoids