J4 ›› 2011, Vol. 49 ›› Issue (02): 173-178.

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Linearly Convergent Algorithm for Solvingthe Minimum Volume AxisAligned Ellipsoid Problem

CONG Weijie, LIU Hongwei   

  1. School of Science, Xidian University, Xi’an 710071, China
  • Received:2010-06-02 Online:2011-03-26 Published:2011-06-14
  • Contact: LIU Hongwei E-mail:hwliu@mail.xidian.edu.cn

Abstract:

Firstly, two approximate optimality conditions of the minimum volume axisaligned ellipsoid (MVAE) problem were defined. Secondly, a new approximate solution satisfying the second approximate optimality condition was computed. Furthermore, an approximation algorithm for the MVAE problem was presented, which has the linear convergence. The numerical results show the efficiency of the algorithm.

Key words: minimum volume axisaligned ellipsoid, optimality conditions, approximation algorithm, linear convergence

CLC Number: 

  • O221.2