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"
}