dc.contributor.author | Sun, Peng | |
dc.contributor.author | Freund, Robert M. | |
dc.date.accessioned | 2003-12-14T23:22:42Z | |
dc.date.available | 2003-12-14T23:22:42Z | |
dc.date.issued | 2004-01 | |
dc.identifier.uri | http://hdl.handle.net/1721.1/3896 | |
dc.description.abstract | 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. | en |
dc.description.sponsorship | Singapore-MIT Alliance (SMA) | en |
dc.format.extent | 192207 bytes | |
dc.format.mimetype | application/pdf | |
dc.language.iso | en_US | |
dc.relation.ispartofseries | High Performance Computation for Engineered Systems (HPCES); | |
dc.subject | ellipsoid | en |
dc.subject | Newton’s method | en |
dc.subject | interior-point method | en |
dc.subject | barrier method | en |
dc.subject | active set | en |
dc.subject | semidefinite program | en |
dc.subject | data mining | en |
dc.subject | robust statistics | en |
dc.subject | clustering analysis | en |
dc.title | Summary Conclusions: Computation of Minimum Volume Covering Ellipsoids* | en |
dc.type | Article | en |