Linear convergence of modified Frank-Wolfe algorithms

Event Details
  • Date/Time:
    • Tuesday September 22, 2009
      11:00 am - 12:00 pm
  • Location: Executive classroom
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    $0.00
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Contact
Renato Monteiro
ISyE
Contact Renato Monteiro
404-894-2300
Summaries

Summary Sentence: Linear convergence of modified Frank-Wolfe algorithms

Full Summary: Linear convergence of modified Frank-Wolfe algorithms for ellipsoid optimization algorithms

TITLE: Linear convergence of modified Frank-Wolfe algorithms
for ellipsoid optimization algorithms

SPEAKER: Mike Todd

ABSTRACT:

We discuss the convergence properties of first-order methods for two problems that arise in computational geometry and statistics: the minimum-volume enclosing ellipsoid problem and the minimum-area enclosing ellipsoidal cylinder problem for a set of m points in R^n. The algorithms are old but the analysis is new, and the methods are remarkably effective at solving large-scale problems to high accuracy.

Additional Information

In Campus Calendar
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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
Keywords
ellipsoid
Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:16pm
  • Last Updated: Oct 7, 2016 - 9:46pm