| 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 |
|