0000692: IMPLEMENTED: fitting minimum circumscribed, minimum zone, maximum inscribed circles to N-dimensional data

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Severity

Reproducibility

Date Submitted

Last Update

0000692

[ALGLIB] Interpolation

feature

have not tried

2017-04-18 16:58

2017-04-18 16:59

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000692: IMPLEMENTED: fitting minimum circumscribed, minimum zone, maximum inscribed circles to N-dimensional data

Description

Implemented fitting minimum circumscribed (MCC), minimum zone (MZC), maximum inscribed (MIC) circles/spheres to N-dimensional data.

Two algorithms are provided:
* robust (although less efficient) NLC one, based on ALGLIB nonlinearly constrained solver. This algorithm shows good convergence properties.
* fast inexact SLP (sequential linear programming) one, based on ALGLIB linearly constrained solver.

NOTE: SLP approach to MCC/MZC/MIC is recommended by many authors; however, empirical testing demonstrated that linearization of the problem often breaks down near true solution (validated in MATLAB; it is deficiency of linearization, not solver used for such model). Thus, SLP solver often fails to converge to more than 3-5 digits of precision. However, it is 10-20 times faster than NLC, and on some problems it works good enough. That's why we included it as non-standard option.

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2017-04-18 16:58	SergeyB	New Issue
2017-04-18 16:58	SergeyB	Status	new => assigned
2017-04-18 16:58	SergeyB	Assigned To	=> SergeyB
2017-04-18 16:58	SergeyB	Programming language	=> Unspecified
2017-04-18 16:59	SergeyB	Status	assigned => resolved
2017-04-18 16:59	SergeyB	Fixed in Version	=> 3.11.0
2017-04-18 16:59	SergeyB	Resolution	open => implemented

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