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Linear convergence of modified Frank-Wolfe algorithms
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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.
Status
- Workflow Status:Published
- Created By:Anita Race
- Created:10/12/2009
- Modified By:Fletcher Moore
- Modified:10/07/2016
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