Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415455 | Computational Geometry | 2013 | 26 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
S. Damla Ahipaşaoğlu, Michael J. Todd,