Minimum-Volume Covering Ellipsoids: Improving the Efficiency of the Wolfe-Atwood Algorithm for Large-Scale Instances by Pooling and Batching
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Date
2019-12-20
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Mark
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Institute of Automation and Computer Science, Brno University of Technology
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Abstract
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.
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Mendel. 2019 vol. 25, č. 2, s. 19-26. ISSN 1803-3814
https://mendel-journal.org/index.php/mendel/article/view/104
https://mendel-journal.org/index.php/mendel/article/view/104
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Peer-reviewed
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en
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Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International license
http://creativecommons.org/licenses/by-nc-sa/4.0
http://creativecommons.org/licenses/by-nc-sa/4.0