ImadEddineBek / MINIMAL_VOLUME_ELLIPSOID

Given N points in Rn , Select k of them such that the volume of ellipsoid covering these particular selected k points is minimal (compare to other ellipsoids covering different subsets of k points).

Minimum Volume Ellipsoid

M.V.E is a convex problem that given a set of points tries to find the smallest(minimal) ellipsoid that covers all of these points.

Getting Started

This is a very straight forward implementation using cvxpy and cvxpot in a anaconda envirenement.

Prerequisites

1. Install anaconda
2. Install CvxPy conda install -c conda-forge lapack conda install -c cvxgrp cvxpy

for more details please visit the CvxPy official Documentation This Code has two major parts:

1. M.V.E over all points

2. Minimum M.V.E over k points from N