Journal of Jilin University Science Edition
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CONG Weijie, HE Lei
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Abstract: Aiming at the problem that the original initialization strategy of the activeset algorithm took more time to compute minimum volume enclosing ellipsoid (MVEE). Firstly, we gave a new initialization strategy based on sample covariance matrix. Secondly, we applied the initialization strategy to the ranktwo update algorithm, and gave a modified activeset algorithm to compute MVEE. The results of numerical experiments show that activeset algorithm based on the new initialization strategy can effectively improve the computational efficiency of solving the MVEE problem of largescale date sets.
Key words: largescale date set, minimum volume enclosing ellipsoid, activeset, sample covariance matrix, initialization strategy
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CONG Weijie, HE Lei. ActiveSet Algorithm for Computing MVEEBased on New Initialization Strategy[J].Journal of Jilin University Science Edition, 2017, 55(05): 1141-1145.
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http://xuebao.jlu.edu.cn/lxb/EN/Y2017/V55/I05/1141
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