A modified Frank--Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms (Q1941215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified Frank--Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms |
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A modified Frank--Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms (English)
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12 March 2013
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A fist-order method to find the minimum cross-sectional area ellipsoidal cylinder (MAEC) containing a finite set of points is studied. ``This problem arises in optimal design in statistics when one is interested in a subset of the parameters'' write the authors in the abstract. Simple convex formulations of the MAEC problem and its dual are proposed. The Frank-Wolfe algorithm is the basis of the method for solving this problem and its dual. Convergence of the algorithm is investigated. The article gives examples illustrating the efficiency of the algorithms.
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linear convergence
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Frank-Wolfe algorithm
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minimum-volume ellipsoids
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minimum-area cylinders
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numerical examples
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optimal design
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convergence
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