Publication detail
Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching
KŮDELA, J.
English title
Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching
Type
journal article in Scopus
Language
en
Original abstract
The Minimum-Volume Covering Ellipsoid (MVCE) problem is an important opti-mization problem that comes up in various areas of engineering and statistics. Inthis paper, we improve the state-of-the-art Wolfe-Atwood algorithm for solving theMVCE problem with pooling and batching procedures. This implementation yieldssignificant improvements on the runtime of the algorithm for large-scale instancesof the MVCE problem, which is demonstrated on quite extensive computationalexperiments.
English abstract
The Minimum-Volume Covering Ellipsoid (MVCE) problem is an important opti-mization problem that comes up in various areas of engineering and statistics. Inthis paper, we improve the state-of-the-art Wolfe-Atwood algorithm for solving theMVCE problem with pooling and batching procedures. This implementation yieldssignificant improvements on the runtime of the algorithm for large-scale instancesof the MVCE problem, which is demonstrated on quite extensive computationalexperiments.
Keywords in English
minimum-volume covering ellipsoid; Lowner-John ellipsoid; large-scale optimization; Wolfe-Atwood algorithm; pooling; batching
Released
21.12.2019
Publisher
Brno University of Technology
Location
Brno, Czech Republic
ISSN
1803-3814
Volume
25
Number
2
Pages from–to
19–26
Pages count
8
BIBTEX
@article{BUT163938,
author="Jakub {Kůdela},
title="Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching",
year="2019",
volume="25",
number="2",
month="December",
pages="19--26",
publisher="Brno University of Technology",
address="Brno, Czech Republic",
issn="1803-3814"
}