Name
Title | ||
|---|---|---|
Linear convergence of a modified Frank-Wolfe algorithm for computing minimum-volume enclosing ellipsoids |
Abstract | ||
|---|---|---|
We show the linear convergence of a simple first-order algorithm for the minimum-volume enclosing ellipsoid problem and its dual, the D-optimal design problem of statistics. Using similar techniques, we show the linear convergence of the Frank-Wolfe algorithm with away steps applied to the simplex, under conditions different from those of Guélat and Marcotte. Computational tests confirm the attractive features of this method. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1080/10556780701589669 | Optimization Methods and Software |
Keywords | Field | DocType |
optimizing on a simplex.,frank-wolfe algorithm,similar technique,linear convergence,attractive feature,ellipsoid problem,computational test,simple first-order algorithm,minimum- volume ellipsoids,d-optimal design problem,modified frank-wolfe algorithm,technical report,first order,industrial engineering,frank wolfe algorithm,operations research,d optimal design | Mathematical optimization,Ellipsoid,Simplex algorithm,Frank–Wolfe algorithm,Simplex,Rate of convergence,Mathematics | Journal |
Volume | Issue | ISSN |
23 | 1 | 1055-6788 |
Citations | PageRank | References |
37 | 2.09 | 5 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| S. Damla Ahipasaoglu | 1 | 50 | 3.48 |
| Peng Sun | 2 | 420 | 26.68 |
| Michael J. Todd | 3 | 1256 | 282.65 |