Corpus ID: 56373108

On Equivalence and Computational Efficiency of the Major Relaxation Methods for Minimum Ellipsoid Containing the Intersection of Ellipsoids

@article{Wang2018OnEA,
  title={On Equivalence and Computational Efficiency of the Major Relaxation Methods for Minimum Ellipsoid Containing the Intersection of Ellipsoids},
  author={Zhiguo Wang and Xiaojing Shen and Yunmin Zhu},
  journal={arXiv: Optimization and Control},
  year={2018}
}
This paper investigates the problem on the minimum ellipsoid containing the intersection of multiple ellipsoids, which has been extensively applied to information science, target tracking and data fusion etc. There are three major relaxation methods involving SDP relaxation, S-procedure relaxation and bounding ellipsoid relaxation, which are derived by different ideas or viewpoints. However, it is unclear for the interrelationships among these methods. This paper reveals the equivalence among… Expand

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