Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/5090Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Sun, Peng | - |
| dc.creator | Freund, Robert M. | - |
| dc.date | 2004-05-28T19:22:45Z | - |
| dc.date | 2004-05-28T19:22:45Z | - |
| dc.date | 2002-07 | - |
| dc.date.accessioned | 2013-10-09T02:37:34Z | - |
| dc.date.available | 2013-10-09T02:37:34Z | - |
| dc.date.issued | 2013-10-09 | - |
| dc.identifier | http://hdl.handle.net/1721.1/5090 | - |
| 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 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 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.format | 1786129 bytes | - |
| dc.format | application/pdf | - |
| dc.language | en_US | - |
| dc.publisher | Massachusetts Institute of Technology, Operations Research Center | - |
| dc.relation | Operations Research Center Working Paper;OR 364-02 | - |
| dc.subject | Ellipsoid, Newton's method, interior-point method, barrier method, active set, semidefinite program, data mining. | - |
| dc.title | Computation of Minimum Volume Covering Ellipsoids | - |
| dc.type | Working Paper | - |
| Appears in Collections: | MIT Items | |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.