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JOURNALS // Informatsionnye Tekhnologii i Vychslitel'nye Sistemy // Archive

Informatsionnye Tekhnologii i Vychslitel'nye Sistemy, 2024 Issue 4, Pages 112–122 (Mi itvs884)

MATHEMATICAL FOUNDATIONS OF INFORMATION TECHNOLOGY

Heuristic approaches to constructing a minimum volume ellipsoid around a subset of points

P. S. Shcherbakovabc, Ya. I. Kvintoa

a V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow, Russia
b Moscow Institute of Physics and Technology (National Research University), Dolgoprudny, Russia
c Federal Research Center "Computer Science and Control" of Russian Academy of Sciences, Moscow, Russia

Abstract: The paper deals with the following essentially combinatorial problem: Given $N$ points in $\mathbb{R}^n$, compose the ellipsoid of minimum volume containing exactly $N$$k$ points where $k$ is much less than $N$. Six algorithms for an approximate solution of this problem are proposed; they are based on certain heuristic considerations. Under various assumptions on the mechanism of generating the points and their amount, the comparative efficiency of the algorithms was conducted and the results of numerical experiments were presented.

Keywords: point sets, partial information rejection, convex optimization, minimum volume ellipsoid, heuristics.

DOI: 10.14357/20718632240411



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© Steklov Math. Inst. of RAS, 2025