Summary Conclusions: Computation of Minimum Volume Covering Ellipsoids*
We present a practical algorithm for computing the minimum volume n-dimensional ellipsoid that must contain m given points a₁,..., am â Rn. This convex constrained problem arises in a variety of applied computational settings, particularly in data mining and robust statistics. Its structure makes...
Main Authors: | Sun, Peng, Freund, Robert M. |
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Format: | Article |
Language: | en_US |
Published: |
2003
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Subjects: | |
Online Access: | http://hdl.handle.net/1721.1/3896 |
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