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

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Combinatorial Optimization and Applications (COCOA 2016)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 10043))

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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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Correspondence to Linus Källberg .

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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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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-48748-9

  • Online ISBN: 978-3-319-48749-6

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