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

Autor:	Jakub Kudela
Jazyk:	angličtina
Rok vydání:	2019
Předmět:	minimum-volume covering ellipsoid Lowner-John ellipsoid large-scale optimization Wolfe-Atwood algorithm pooling batching Electronic computers. Computer science QA75.5-76.95
Zdroj:	Mendel, Vol 25, Iss 2 (2019)
Druh dokumentu:	article
ISSN:	1803-3814 2571-3701
DOI:	10.13164/mendel.2019.2.019
Popis:	The Minimum-Volume Covering Ellipsoid (MVCE) problem is an important optimization problem that comes up in various areas of engineering and statistics. In this paper, we improve the state-of-the-art Wolfe-Atwood algorithm for solving the MVCE problem with pooling and batching procedures. This implementation yields significant improvements on the runtime of the algorithm for large-scale instances of the MVCE problem, which is demonstrated on quite extensive computational experiments.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/75a91e72be8c4da5a0f689aef10ddd41 Zobrazit plný text záznamu View record in DOAJ