MINIMUM-VOLUME ELLIPSOIDS CONTAINING COMPACT-SETS - APPLICATION TO PARAMETER BOUNDING

The problem of finding the minimum-volume ellipsoid containing a compa ct set chi is shown to be equivalent to the determination of an optima l distribution of weights over chi. Several equivalent conditions for optimality of this distribution are obtained, and used to construct al gorithms guaranteed to converge to the optimum. These algorithms can b e used to approximate the posterior feasible set for the parameters of a model in the bounded-error context. Linear and nonlinear illustrati ve examples are treated.