Linear convergence of a modified Frank-Wolfe algorithm for computing minimum-volume enclosing ellipsoids
نویسندگان
چکیده
We show the linear convergence of a simple first-order algorithm for the minimum-volume enclosing ellipsoid problem and its dual, the D-optimal design problem of statistics. Computational tests confirm the attractive features of this method.
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ورودعنوان ژورنال:
- Optimization Methods and Software
دوره 23 شماره
صفحات -
تاریخ انتشار 2008