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dc.contributor.authorAhipasaoglu, S. Damla
dc.contributor.authorTodd, Michael J.
dc.description.abstractWe study a first-order method to find the minimum cross-sectional area ellipsoidal cylinder containing a finite set of points. This problem arises in optimal design in statistics when one is interested in a subset of the parameters. We provide convex formulations of this problem and its dual, and analyze a method based on the Frank-Wolfe algorithm for their solution. Under suitable conditions on the behavior of the method, we establish global and local convergence properties. However, difficulties may arise when a certain submatrix loses rank, and we describe a technique for dealing with this situation.en_US
dc.subjectLinear convergenceen_US
dc.subjectFrank-Wolfe algorithmen_US
dc.subjectminimum-volume ellipsoidsen_US
dc.subjectminimum-volume cylindersen_US
dc.titleA Modified Frank-Wolfe Alogorithm for Computing Minimum-Area Enclosing Ellipsoidal Cylinders: Theory and Algorithmsen_US
dc.typetechnical reporten_US

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