A modified Frank–Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: Theory and algorithms
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چکیده
منابع مشابه
A modified Frank-Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: Theory and algorithms
We study a first-order method to find the minimum cross-sectional area ellipsoidal cylinder containing a finite set of points. This problem arises in optimal design in statistics when one is interested in a subset of the parameters. We provide convex formulations of this problem and its dual, and analyze a method based on the Frank-Wolfe algorithm for their solution. Under suitable conditions o...
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ژورنال
عنوان ژورنال: Computational Geometry
سال: 2013
ISSN: 0925-7721
DOI: 10.1016/j.comgeo.2011.11.004