Minimum-Volume Ellipsoids: Theory and Algorithms (MPS-SIAM Series on Optimization)

The first book in the area, this volume addresses the problem of finding an ellipsoid to represent a large set of points in high-dimensional space, which has applications in computational geometry, data representations, and optimal design in statistics. The book covers the formulation of this and related problems, theoretical properties of their optimal solutions, and algorithms for their solution.

Michael J. Todd is Leon C. Welch Professor Emeritus of the School of Operations Research and Information Engineering, Cornell University. He received a Guggenheim Fellowship, 1980-1981; a Sloan Research Fellowship, 1981-1985; the George B. Dantzig Prize, 1988; and the John von Neumann Theory Prize, 2003. He is an INFORMS Fellow and a SIAM Fellow. He has served on the editorial boards of Mathematics of Operations Research, Operations Research, and SIAM Journal on Optimization. He was Managing Editor of Foundations of Computational Mathematics and served on the boards of Acta Numerica and Foundations and Trends in Optimization. He is the author of one and co-editor of five previous books.