Publication detail

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

KŮDELA, J.

Original 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

English

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.

Keywords

minimum-volume covering ellipsoid; Lowner-John ellipsoid; large-scale optimization; Wolfe-Atwood algorithm; pooling; batching

Authors

KŮDELA, J.

Released

21. 12. 2019

Publisher

Brno University of Technology

Location

Brno, Czech Republic

ISBN

1803-3814

Periodical

Mendel Journal series

Year of study

25

Number

2

State

Czech Republic

Pages from

19

Pages to

26

Pages count

8

URL

https://mendel-journal.org/index.php/mendel/article/view/104

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",
  journal="Mendel Journal series",
  year="2019",
  volume="25",
  number="2",
  pages="19--26",
  doi="10.13164/mendel.2019.2.019",
  issn="1803-3814",
  url="https://mendel-journal.org/index.php/mendel/article/view/104"
}