Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching

The Minimum-Volume Covering Ellipsoid (MVCE) problem is an important optimization problem that comes up in various areas of engineering and statistics. In this paper, we improve the state-of-the-art Wolfe-Atwood algorithm for solving the MVCE problem with pooling and batching procedures. This imple...

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Bibliographic Details
Main Author: Jakub Kudela
Format: Article
Language:English
Published: Brno University of Technology 2019-12-01
Series:Mendel
Subjects:
Online Access:https://mendel-journal.org/index.php/mendel/article/view/104