Six heuristic algorithms for solving the K-minimum volume ellipsoid (K-MVE) problem

Pavel Sergeevich Shcherbakov · Cybernetics and Physics · 2020

We propose six heuristic methods for finding an approximate solution to the following combinatorial problem: GivenN points in the n-dimensional space, find the minimum-size ellipsoid covering exactly N 􀀀k of them, where k is much less than N. Various assumptions on the nature of the points and their amount are considered; the results of illustrative numerical experiments with the algorithms are discussed.

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