| 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 |
|