Summary Conclusions: Computation of Minimum Volume Covering Ellipsoids*

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/3896

Title:	Summary Conclusions: Computation of Minimum Volume Covering Ellipsoids*
Keywords:	ellipsoid Newton’s method interior-point method barrier method active set semidefinite program data mining robust statistics clustering analysis
Issue Date:	9-Oct-2013
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. Singapore-MIT Alliance (SMA)
URI:	http://koha.mediu.edu.my:8181/xmlui/handle/1721
Other Identifiers:	http://hdl.handle.net/1721.1/3896
Appears in Collections:	MIT Items

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