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Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

Authors :
Zhen, Jianzhe
Hertog, Dick den
Source :
INFORMS Journal on Computing. Wntr, 2018, Vol. 30 Issue 1, p31, 12 p.
Publication Year :
2018

Abstract

Abstract. We introduce a novel scheme based on a blending of Fourier-Motzkin elimination (FME) and adjustable robust optimization techniques to compute the maximum volume inscribed ellipsoid (MVE) in a polytopic [...]

Details

Language :
English
ISSN :
10919856
Volume :
30
Issue :
1
Database :
Gale General OneFile
Journal :
INFORMS Journal on Computing
Publication Type :
Academic Journal
Accession number :
edsgcl.532528370
Full Text :
https://doi.org/10.1287/ijoc.2017.0763