Duality of Ellipsoidal Approximations via Semi-Infinite Programming
نویسنده
چکیده
In this work, we develop duality of the minimum volume circumscribed ellipsoid and the maximum volume inscribed ellipsoid problems. We present a unified treatment of both problems using convex semi–infinite programming. We establish the known duality relationship between the minimum volume circumscribed ellipsoid problem and the optimal experimental design problem in statistics. The duality results are obtained using convex duality for semi–infinite programming developed in a functional analysis setting.
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ورودعنوان ژورنال:
- SIAM Journal on Optimization
دوره 20 شماره
صفحات -
تاریخ انتشار 2009