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MVEE

于 2021-01-08 发布 文件大小:1KB
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  d维空间中N个点,求这些点的最小体积覆盖椭球。 算法:针对其对偶问题,采用Franke-Wolfe序列线性逼近策略,逐次求得最优乘子,进而求出椭球的相关参数,又称Khachiyan一阶导数算法。 适用范围:中小规模数据集(Minimum Volume Enclosing Ellipsoid; MVEE)

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MVEE.txt,2686,2016-02-26

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