Consider k points x 1 , . . . , x k in R 2 . For

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Consider k points x1, . . . , xin R2. For a given positive number d, we define the k-ellipse with radius d as the set of points x ∈ Rsuch that the sum of the distances from x to the points xis equal to d.

1. How do k-ellipses look like when k = 1 or k = 2? For k = 2, show that you can assume x= –x= p, ΙΙpΙΙ= 1, and describe the set in a orthonormal basis of Rsuch that p is the first unit vector.

2. Express the problem of computing the geometric median, which is the point that minimizes the sum of the distances to the points xi, i = 1, . . . , k, as an SOCP in standard form.

3. Write a code with input X = (x1, . . . , xk) ∈ R2,k and d > 0 that plots the corresponding k-ellipse.

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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