Abstract
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.
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© 1994 Springer-Verlag
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Pronzato, L., Walter, E. (1994). Maximum-volume ellipsoids contained in bounded convex sets: Application to batch and on-line parameter bounding. In: Henry, J., Yvon, JP. (eds) System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 197. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0035487
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DOI: https://doi.org/10.1007/BFb0035487
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