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Computation of Minimum-Volume Covering Ellipsoids
2004
Operations Research
We present a practical algorithm for computing the minimum-volume n-dimensional ellipsoid that must contain m given points a 1 a m ∈ n . 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
doi:10.1287/opre.1040.0115
fatcat:yeysbhovyra2ncezuuhepsy6ny