lass="comment">% The goal is to find an ellipsoid that contains all the points</span>
<span class="comment">% x_1,...,x_N but none of the points y_1,...,y_M. The equation of the</span>
<span class="comment">% ellipsoidal surface is: z'*P*z + q'*z + r =0</span>
<span class="comment">% P, q and r can be obtained by solving the SDP feasibility problem:</span>
<span class="comment">%           minimize    0</span>
<span class="comment">%               s.t.    x_i'*P*x_i + q'*x_i + r &gt;=  1   for i = 1,...,N</