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...
| Main Authors: | , |
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| Format: | Working Paper |
| Language: | en_US |
| Published: |
Massachusetts Institute of Technology, Operations Research Center
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/5090 |