论文信息 - Maximum-volume ellipsoids contained in bounded convex sets: Application to batch and on-line parameter bounding

Maximum-volume ellipsoids contained in bounded convex sets: Application to batch and on-line parameter bounding

Two algorithms are proposed for computing the (unique) ellipsoid with maximum volume contained in a bounded convex set. The first one can be used on-line and only applies when the set is a polyhedron. The second one is off-line and applies to any bounded convex set. Both are based on a procedure for computing a minimum-volume outer ellipsoid, developed in the field of experimental design, which is recalled.

Eric Walter | Luc Pronzato | E. Walter | L. Pronzato

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