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http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/3896Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Sun, Peng | - |
| dc.creator | Freund, Robert M. | - |
| dc.date | 2003-12-14T23:22:42Z | - |
| dc.date | 2003-12-14T23:22:42Z | - |
| dc.date | 2004-01 | - |
| dc.date.accessioned | 2013-10-09T02:33:00Z | - |
| dc.date.available | 2013-10-09T02:33:00Z | - |
| dc.date.issued | 2013-10-09 | - |
| dc.identifier | http://hdl.handle.net/1721.1/3896 | - |
| dc.identifier.uri | http://koha.mediu.edu.my:8181/xmlui/handle/1721 | - |
| dc.description | 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 it particularly amenable to solution by interior-point methods, and it has been the subject of much theoretical complexity analysis. Here we focus on computation. We present a combined interior-point and active-set method for solving this problem. Our computational results demonstrate that our method solves very large problem instances (m = 30,000 and n = 30) to a high degree of accuracy in under 30 seconds on a personal computer. | - |
| dc.description | Singapore-MIT Alliance (SMA) | - |
| dc.format | 192207 bytes | - |
| dc.format | application/pdf | - |
| dc.language | en_US | - |
| dc.relation | High Performance Computation for Engineered Systems (HPCES); | - |
| dc.subject | ellipsoid | - |
| dc.subject | Newton’s method | - |
| dc.subject | interior-point method | - |
| dc.subject | barrier method | - |
| dc.subject | active set | - |
| dc.subject | semidefinite program | - |
| dc.subject | data mining | - |
| dc.subject | robust statistics | - |
| dc.subject | clustering analysis | - |
| dc.title | Summary Conclusions: Computation of Minimum Volume Covering Ellipsoids* | - |
| dc.type | Article | - |
| Appears in Collections: | MIT Items | |
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