Linear convergence of a modified Frank-Wolfe algorithm for computing minimum volume ellipsoids
We show the linear convergence of a simple first-order algorithm for the minimum-volume enclosing ellipsoid problem and its dual, the D-optimal design problem of statistics. Computational tests confirm the attractive features of this method. Citation Optimization Methods and Software 23 (2008), 5–19. Article Download View Linear convergence of a modified Frank-Wolfe algorithm for computing minimum … Read more