本文選題：最小體積閉包橢球 + 初始化策略��； 參考：《吉林大學(xué)學(xué)報(理學(xué)版)》2017年05期

【摘要】：針對計算最小體積閉包橢球(MVEE)的積極集算法中原初始化策略耗時較多的問題,先給出一個基于樣本協(xié)方差矩陣構(gòu)造的新初始化策略,然后將該初始化策略應(yīng)用于秩-2更新算法中,并給出一個計算MVEE改進的積極集算法.數(shù)值實驗結(jié)果表明,基于新的初始化策略的積極集算法能有效提高求解大規(guī)模數(shù)據(jù)集MVEE問題的計算效率.
[Abstract]:In order to solve the problem that the original initialization strategy is time-consuming in the active set algorithm for calculating minimum volume closure ellipsoid (MVEE), a new initialization strategy based on sample covariance matrix is proposed. Then, the initialization strategy is applied to the rank -2 update algorithm, and an improved active set algorithm for calculating MVEE is presented. Numerical results show that the active set algorithm based on the new initialization strategy can effectively improve the computational efficiency of solving the MVEE problem of large data sets.
【作者單位】： 西安郵電大學(xué)理學(xué)院;
【基金】：國家自然科學(xué)基金(批準號:11601420;11301415) 陜西省教育廳專項科研計劃項目(批準號:15JK1651)
【分類號】：O224
，

本文編號：2079993