Computation of Minimum-Volume Covering Ellipsoids

  title={Computation of Minimum-Volume Covering Ellipsoids},
  author={Peng Sun and Robert M. Freund},
  journal={Operations Research},
We present a practical algorithm for computing the minimum-volume n-dimensional ellipsoid that must contain m given points a1 am ∈ . 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… CONTINUE READING
Highly Influential
This paper has highly influenced 20 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS


Publications citing this paper.
Showing 1-10 of 92 extracted citations

Similar Papers

Loading similar papers…