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A Filtering Heuristic for the Computation of Minimum-Volume Enclosing Ellipsoids

Research group:


Publication Type:

Conference/Workshop Paper

Venue:

Combinatorial Optimization and Applications: 10th International Conference, COCOA 2016, Hong Kong, China, December 16-18, 2016, Proceedings

Publisher:

Springer International Publishing

DOI:

10.1007/978-3-319-48749-6_56


Abstract

We study heuristics to accelerate existing state-of-the-art algorithms for the minimum-volume enclosing ellipsoid problem. We propose a new filtering heuristic that can significantly reduce the number of distance computations performed in algorithms derived from Khachiyan’s first-order algorithm. Our experiments indicate that in high dimensions, the filtering heuristic is more effective than the elimination heuristic proposed by Harman and Pronzato. In lower dimensions, the elimination heuristic is superior.

Bibtex

@inproceedings{Kallberg4607,
author = {Linus K{\"a}llberg and Thomas Larsson},
title = {A Filtering Heuristic for the Computation of Minimum-Volume Enclosing Ellipsoids},
isbn = {978-3-319-48749-6},
editor = {T-H. Hubert Chan, Minming Li, Lusheng Wang},
pages = {744--753},
month = {December},
year = {2016},
booktitle = {Combinatorial Optimization and Applications: 10th International Conference, COCOA 2016, Hong Kong, China, December 16-18, 2016, Proceedings},
publisher = {Springer International Publishing},
url = {http://www.es.mdh.se/publications/4607-}
}