Set estimation via ellipsoidal approximations
Ashutosh Sabharwal, Lee C. Potter · IEEE Transactions on Signal Processing · 1997
We present ellipsoid algorithms for convexly constrained estimation and design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point estimate in the interior. Optimal cutting hyperplanes are derived, and a computationally efficient sequential cut algorithm is proposed and shown to achieve the best existing polynomial time performance bound.