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2016 | OriginalPaper | Chapter

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

Authors : Linus Källberg, Thomas Larsson

Published in: Combinatorial Optimization and Applications

Publisher: Springer International Publishing

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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.

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Metadata
Title
A Filtering Heuristic for the Computation of Minimum-Volume Enclosing Ellipsoids
Authors
Linus Källberg
Thomas Larsson
Copyright Year
2016
DOI
https://doi.org/10.1007/978-3-319-48749-6_56

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