A modified Frank-Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: Theory and algorithms

@article{Ahipasaoglu2013AMF,
  title={A modified Frank-Wolfe algorithm for computing minimum-area enclosing ellipsoidal cylinders: Theory and algorithms},
  author={Selin Damla Ahipasaoglu and Michael J. Todd},
  journal={Comput. Geom.},
  year={2013},
  volume={46},
  pages={494-519}
}
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 algorithm for their solution. Under suitable conditions on the behavior of the method, we establish global and local convergence properties. However… CONTINUE READING
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