Cookies?
Library Header Image
LSE Research Online LSE Library Services

A modified Frank–Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms

Ahipasaoglu, Selin Damla and Todd, Michael J. (2013) A modified Frank–Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: theory and algorithms. Computational Geometry, 46 (5). pp. 494-519. ISSN 0925-7721

Full text not available from this repository.

Abstract

We study a first-order method to find the minimum cross-sectional area ellipsoidal cylinder containing a finite set of points. This problem arises in optimal design in statistics when one is interested in a subset of the parameters. We provide convex formulations of this problem and its dual, and analyze a method based on the Frank-Wolfe algorithm for their solution. Under suitable conditions on the behavior of the method, we establish global and local convergence properties. However, difficulties may arise when a certain submatrix loses rank, and we describe a technique for dealing with this situation.

Item Type: Article
Official URL: http://www.journals.elsevier.com/computational-geo...
Additional Information: © 2011 Elsevier B.V.
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Research centres and groups > Management Science Group
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 09 Dec 2011 09:33
URL: http://eprints.lse.ac.uk/40088/

Actions (login required)

Record administration - authorised staff only Record administration - authorised staff only