MVE Problem: Maximum Volume Ellipsoid Problem


The Maximum Volume Ellipsoid Problem is to find the largest ellipsoid (measured by volume) inscribing a given polytope defined by a finite number of linear inequalities; that is, Ax <= b, where A is an m by n matrix with m > n and b is an m-vector.

By definition, a polytope is a bounded polyhedron. For the problem to have a meaningful solution, the polytope must be full dimensional (i.e., it must have a non-zero volume).

MVE is free software and comes with no warranty. All files written by this author are copyrighted under the terms of the GNU General Public License as published by the Free Software Foundation. See the MVE Copyright Notice here.

Reference:

Yin Zhang and Liyan Gao. On Numerical Solution of the Maximum Volume Ellipsoid Problem. SIAM Journal on Optimization, Vol.14, No.1, pp. 53-76, 2003.

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Comments and suggestions: yzhang@rice.edu.