minelips: The Minimum Ellipsoid Problem

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

minelips creates input for sqlp to solve the minimum ellipsoid problem - given a set of n points, find the minimum volume ellipsoid that contains all the points

Usage

minelips(V)

Arguments

V	An nxp matrix consisting of the points to be contained in the ellipsoid

Details

for a set of points (x1,...,xn) determines the ellipse of minimum volume that contains all points. Mathematical and implementation details can be found in the vignette

Value

X	A list containing the solution matrix to the primal problem
y	A list containing the solution vector to the dual problem
Z	A list containing the solution matrix to the dual problem
pobj	The achieved value of the primary objective function
dobj	The achieved value of the dual objective function

Examples

data(Vminelips)

#Not Run
#out <- minelips(Vminelips)

sdpt3r documentation built on May 2, 2019, 4:19 a.m.