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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.

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  • Workflow Status: Published
  • Created By: Anita Race
  • Created: 10/12/2009
  • Modified By: Fletcher Moore
  • Modified: 10/07/2016

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