d-optimality

D-optimal Data Fusion: Exact and Approximation Algorithms

  • Yongchun Li
  • Marcia Fampa
  • Jon Lee
  • Feng Qiu
  • Weijun Xie
    • Categories Combinatorial Optimization, Integer Programming Tags , , , , , , ,

    We study the D-optimal Data Fusion (DDF) problem, which aims to select new data points, given an existing Fisher information matrix, so as to maximize the logarithm of the determinant of the overall Fisher information matrix. We show that the DDF problem is NP-hard and has no constant-factor polynomial-time approximation algorithm unless P = NP. … Read more

    A Modified Frank-Wolfe Algorithm for Computing Minimum-Area Enclosing Ellipsoidal Cylinders: Theory and Algorithms

  • Selin Damla Ahipasaoglu
  • Michael J. Todd
    • Categories Convex and Nonsmooth Optimization Tags , , , , ,

    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 … Read more