A near-optimal algorithm for approximating the John Ellipsoid.

Michael B. Cohen,Ben Cousins,Yin Tat Lee,Xin Yang

COLT（2019）

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摘要

We develop a simple and efficient algorithm for approximating the John Ellipsoid of a symmetric polytope. Our algorithm is near optimal in the sense that our time complexity matches the current best verification algorithm. We also provide the MATLAB code for further research.

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