This is a proof-of-concept of the ellipsoid method implemented in MATLAB. It was developed for my master's thesis at Technische Universität München in 2014. The repository consists of three files: The ellipsoid_method function, a helper function named separation_oracle_omniscient, and a file with several examples. Please refer to the inline comments regarding the parameters of the method. In addition, the MATLAB publishing files for the example are appended in the html folder.
The method itself has not requirements but for the visualization and plotting features of the method, the following external functions need to be downloaded:
Ellipse_plotby Nima Moshtagh http://www.mathworks.com/matlabcentral/fileexchange/13844-plot-an-ellipse-in-center-form/content/Ellipse_plot.mCON2VERTby Michael Kleder http://www.mathworks.com/matlabcentral/fileexchange/7894-con2vert-constraints-to-vertices/content/con2vert.m
The code is licensed under the CC0 1.0 Universal License (Public Domain Dedication).