maximum volume – Optimization Online

Duality of ellipsoidal approximations via semi-infinite programming

Published: 2008/03/09

Convex Optimization, Semi-infinite Programming circumscribed ellipsoid, d-optimal design, duality, inscribed ellipsoid, john ellipsoid, lowner ellipsoid, maximum volume, minimum volume, optimal experimental design, optimality conditions, semi-infinite programming

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 … Read more

The extremal volume ellipsoids of convex bodies, their symmetry properties, and their determination in some special cases

Published: 2007/09/05

Osman Guler

Filiz Gurtuna

Constrained Nonlinear Optimization, Convex Optimization, Semi-infinite Programming automorphism group, circumscribed ellipsoid, contact points, haar measure, inscribed ellipsoid, john ellipsoid, lowner ellipsoid, maximum volume, minimum volume, optimality conditions, semi-infinite programming, symmetric convex bodies

A convex body K has associated with it a unique circumscribed ellipsoid CE(K) with minimum volume, and a unique inscribed ellipsoid IE(K) with maximum volume. We first give a unified, modern exposition of the basic theory of these extremal ellipsoids using the semi-infinite programming approach pioneered by Fritz John in his seminal 1948 paper. We … Read more