SET ESTIMATION VIA ELLIPSOIDAL APPROXIMATIONS

Authors
SABHARWAL A POTTER L
Citation
A. Sabharwal et L. Potter, SET ESTIMATION VIA ELLIPSOIDAL APPROXIMATIONS, IEEE transactions on signal processing, 45(12), 1997, pp. 3107-3112
Citations number
17
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
45
Issue
12
Year of publication
1997
Pages
3107 - 3112
Database
ISI
SICI code
1053-587X(1997)45:12<3107:SEVEA>2.0.ZU;2-J
Abstract
We present ellipsoid algorithms for convexly constrained estimation an d design problems. The proposed polynomial time algorithms yield both an estimate of the complete set of feasible solutions and a point esti mate in the interior. Optimal cutting hyperplanes are derived, and a c omputationally efficient sequential cut algorithm is proposed and show n to achieve the best existing polynomial time performance bound.