This video discusses the problem of obtaining the maximum volume ellipsoid inside a convex body defined as the intersection of polyhedra and ellipsoidal sets; well, as we are detailing a 2D example, we will actually speak abput polygons and maximum area ellipse, but the ideas efficiently generalise to higher dimensions in a trivial way.

We use Matlab+YALMIP+SeDuMi to solve the associated semidefinite programming problem, setting linear matrix inequalities and a `geomean' objective function for maximum volume (achieves the same than `logdet').
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PDF/code/notes at: http://personales.upv.es/asala/YT/V/e...
#sdp #lmi #ellipsoid #controltheory
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Antonio Sala
Full collection of videos at: http://personales.upv.es/asala/YT/ind...