Detail publikace
Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching
KŮDELA, J.
Anglický název
Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching
Typ
článek v časopise ve Scopus, Jsc
Jazyk
en
Originální abstrakt
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.
Anglický abstrakt
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.
Klíčová slova anglicky
minimum-volume covering ellipsoid; Lowner-John ellipsoid; large-scale optimization; Wolfe-Atwood algorithm; pooling; batching
Vydáno
21.12.2019
Nakladatel
Brno University of Technology
Místo
Brno, Czech Republic
ISSN
1803-3814
Ročník
25
Číslo
2
Strany od–do
19–26
Počet stran
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"
}