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 ∈ Rn. This convex constrained problem arises in a variety of applied computational settings, particularly in data mining and robust statistics. Its structure makes...

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Bibliographic Details
Main Authors: Sun, Peng, Freund, Robert M.
Format: Article
Language:en_US
Published: 2003
Subjects:
Online Access:http://hdl.handle.net/1721.1/3896

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