[Csdp] Minimum volume inscribed ellipsoid problem

[G Chandramouli]

Hello all,
This is  my first time with CSDP solver. I want to know whether the problem
of finding minimum volume inscribed ellipsoid can be solved in CSDP. One of
its formulation is:

Max  log det(M)
st: (Ma_i-z)^T (Ma_i-z) <= 1   for i=1,...,m
     M >0

Actually a_i for i=1,2....m are given points in R^n space.  I want to fit
an ellipsoid with minimum volume to cover all those points. The problem is
convex. The objective function is maximizing  the log determinant of M.
However the CSDP manual says only about tr(M). Can this problem be solved
using CSDP ?

If yes, then how ? If no, can you suggest some other solver in C/ Fortran
which solves such a problem.

Thanks,
Mouli
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/csdp/attachments/20171209/7e776e80/attachment.html>