Tight Bounds for Approximate Carathéodory and Beyond

ICML 2017 Vahab MirrokniRenato Paes LemeAdrian VladuSam Chiu-wai Wong

We give a deterministic nearly-linear time algorithm for approximating any point inside a convex polytope with a sparse convex combination of the polytope's vertices. Our result provides a constructive proof for the Approximate Carath\'{e}odory Problem, which states that any point inside a polytope contained in the $\ell_p$ ball of radius $D$ can be approximated to within $\epsilon$ in $\ell_p$ norm by a convex combination of only $O\left(D^2 p/\epsilon^2\right)$ vertices of the polytope for $p \geq 2$... (read more)

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