In this work, we develop duality of the minimum volume circumscribed ellipsoid and the maximum volume inscribed ellipsoid problems. We present a unified treatment of both problems using convex semi–infinite programming. We establish the known duality relationship between the minimum volume circumscribed ellipsoid problem and the optimal experimental design problem in statistics. The duality results are obtained using convex duality for semi–infinite programming developed in a functional analysis setting.
Citation
Technical Report TR2008-3, Department of Mathematics and Statistics, University of Maryland Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250, USA, February/2008