Computing the Maximum Volume Inscribed Ellipsoid of a Polytopic Projection

J. Zhen and Dick Den Hertog
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J. Zhen: Tilburg University, Center For Economic Research

No 2015-004, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Maximum volume inscribed ellipsoid; chebyshev center; polytopic projection; adjustable robust optimization (search for similar items in EconPapers)
Date: 2015
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