A construction of the minimum volume ellipsoid containing a set of points using BRKGA metaheuristic

Antonio A. M. Raposo, Valeska Martins de Souza, Luís Roberto A. G. Filho
2021 Proceeding Series of the Brazilian Society of Computational and Applied Mathematics   unpublished
The problem of obtaining a Minimum Volume Enclosing Ellipsoid (MVEE) of a given point set C = {x1, . . . , xn} ⊆ R n is found in several practical applications. This paper proposes an alternative methodology to build these ellipsoids of minimum volume through a metaheuristic based on the Biased Random-Keys Genetic Algorithm (BRKGA) in order to reduce the computational cost in solving n-dimensional MVEE problems. The formulation was implemented in Python and compared with the CVX package
more » ... ted in MATLAB for 10 two-dimensional instances. The results showed that BRKGA generated solutions with a high level of accuracy and low computational cost.
doi:10.5540/03.2021.008.01.0339 fatcat:zvk7bfkvjva2nbjgbc34zahbzu