Mixing
How can I transform this problem, using more than 4 data points in CVX?
0
$begingroup$
I wrote this code in Matlab to find an ellipsoid circumscriving these 4 points that has minimum volume.
m = 4; n = 2;
C = randn(m,n);
tau = 0.001
cvx_begin sdp
variable y(n)
variable M(n,n) symmetric
minimize (-2*log_det(M)) %objective function
subject to
for i = 1:m
[eye(n,n), M*C(i,:)'-y;(M*C(i,:)'-y)',1] >= 0 %first constraint
end
M - tau*eye(n,n) >= 0 %second constraint
cvx_end
clf
plot(C(:,1),C(:,2),'o') %
hold on
B = inv(M);
center = B*y;
noangles = 200;
angles = linspace( 0, 2 * pi, noangles );
ellipse_inner = B * [ cos(angles) ; sin(angles) ] + center * ones(1, noangles ) ; %ellipsoid
plot( ellipse_inner(1,:), ellipse_inner(2,:), 'r' ); %
hold off
I would like to use the same problem, inserting more points than 4. I tried to change m and n, then the plot, but it doesn't work. Can someone help me, trying m=8 and n=4?
optimization matlab semidefinite-programming cvx cvxpy
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
$endgroup$
add a comment |
0
$begingroup$
I wrote this code in Matlab to find an ellipsoid circumscriving these 4 points that has minimum volume.
m = 4; n = 2;
C = randn(m,n);
tau = 0.001
cvx_begin sdp
variable y(n)
variable M(n,n) symmetric
minimize (-2*log_det(M)) %objective function
subject to
for i = 1:m
[eye(n,n), M*C(i,:)'-y;(M*C(i,:)'-y)',1] >= 0 %first constraint
end
M - tau*eye(n,n) >= 0 %second constraint
cvx_end
clf
plot(C(:,1),C(:,2),'o') %
hold on
B = inv(M);
center = B*y;
noangles = 200;
angles = linspace( 0, 2 * pi, noangles );
ellipse_inner = B * [ cos(angles) ; sin(angles) ] + center * ones(1, noangles ) ; %ellipsoid
plot( ellipse_inner(1,:), ellipse_inner(2,:), 'r' ); %
hold off
I would like to use the same problem, inserting more points than 4. I tried to change m and n, then the plot, but it doesn't work. Can someone help me, trying m=8 and n=4?
optimization matlab semidefinite-programming cvx cvxpy
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
$endgroup$
$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14
add a comment |
0
0
0
$begingroup$
I wrote this code in Matlab to find an ellipsoid circumscriving these 4 points that has minimum volume.
m = 4; n = 2;
C = randn(m,n);
tau = 0.001
cvx_begin sdp
variable y(n)
variable M(n,n) symmetric
minimize (-2*log_det(M)) %objective function
subject to
for i = 1:m
[eye(n,n), M*C(i,:)'-y;(M*C(i,:)'-y)',1] >= 0 %first constraint
end
M - tau*eye(n,n) >= 0 %second constraint
cvx_end
clf
plot(C(:,1),C(:,2),'o') %
hold on
B = inv(M);
center = B*y;
noangles = 200;
angles = linspace( 0, 2 * pi, noangles );
ellipse_inner = B * [ cos(angles) ; sin(angles) ] + center * ones(1, noangles ) ; %ellipsoid
plot( ellipse_inner(1,:), ellipse_inner(2,:), 'r' ); %
hold off
I would like to use the same problem, inserting more points than 4. I tried to change m and n, then the plot, but it doesn't work. Can someone help me, trying m=8 and n=4?
optimization matlab semidefinite-programming cvx cvxpy
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
$endgroup$
I wrote this code in Matlab to find an ellipsoid circumscriving these 4 points that has minimum volume.
m = 4; n = 2;
C = randn(m,n);
tau = 0.001
cvx_begin sdp
variable y(n)
variable M(n,n) symmetric
minimize (-2*log_det(M)) %objective function
subject to
for i = 1:m
[eye(n,n), M*C(i,:)'-y;(M*C(i,:)'-y)',1] >= 0 %first constraint
end
M - tau*eye(n,n) >= 0 %second constraint
cvx_end
clf
plot(C(:,1),C(:,2),'o') %
hold on
B = inv(M);
center = B*y;
noangles = 200;
angles = linspace( 0, 2 * pi, noangles );
ellipse_inner = B * [ cos(angles) ; sin(angles) ] + center * ones(1, noangles ) ; %ellipsoid
plot( ellipse_inner(1,:), ellipse_inner(2,:), 'r' ); %
hold off
I would like to use the same problem, inserting more points than 4. I tried to change m and n, then the plot, but it doesn't work. Can someone help me, trying m=8 and n=4?
optimization matlab semidefinite-programming cvx cvxpy
optimization matlab semidefinite-programming cvx cvxpy
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
asked Jan 29 at 15:21
Elisabetta BraviElisabetta Bravi
32
32
$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14
add a comment |
$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14
$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14
$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14
add a comment |
0
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$begingroup$
First, what exactly is the error? Second, did you try to plot an ellipse in $n=4$ dimensions?
$endgroup$
– Michal Adamaszek
Jan 30 at 9:14