An Interior-Point Algorithm for the Maximum-Volume Ellipsoid Problem
In this report, we consider the problem on finding the maximum-volume ellipsoid inscribing a given full-dimensional polytope in R^n defined by a finite set of affine inequalities. We present several formulations for the problem that may serve as algorithmic frameworks for applying interior-point methods. We propose a practical interior-point algorithm based on one of the formulations and present preliminary numerical results.
Citable link to this pagehttps://hdl.handle.net/1911/101901
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- CAAM Technical Reports