Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection
Year of publication: |
2015
|
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Authors: | Den Hertog, Dick ; Zhen, J. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | Maximum volume inscribed ellipsoid | chebyshev center | polytopic projection | adjustable robust optimization |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series CentER Discussion Paper Number 2015-004 |
Classification: | C44 - Statistical Decision Theory; Operations Research ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques |
Source: |
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Computing the maximum volume inscribed ellipsoid of a polytopic projection
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