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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Källberg, L., Larsson, T. (2016). A Filtering Heuristic for the Computation of Minimum-Volume Enclosing Ellipsoids. In: Chan, TH., Li, M., Wang, L. (eds) Combinatorial Optimization and Applications. COCOA 2016. Lecture Notes in Computer Science(), vol 10043. Springer, Cham. https://doi.org/10.1007/978-3-319-48749-6_56
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DOI: https://doi.org/10.1007/978-3-319-48749-6_56
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