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

Full description

Bibliographic Details
Main Authors: Sun, Peng, Freund, Robert M.
Format: Working Paper
Language:en_US
Published: Massachusetts Institute of Technology, Operations Research Center 2004
Subjects:
Online Access:http://hdl.handle.net/1721.1/5090