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Given matrix $A \in \mathbb{R}^{m \times n}$ and vector $b \in \mathbb{R}^n$, consider the $\mathcal H$-polytope $P$ defined as follows

$$ P := \left\{ x \in \mathbb{R}^n : Ax \leq b \right\} $$

I want to compute the smallest volume ellipsoid $E$ containing $P$ (that is, $P \subseteq E$) in polynomial time.

This problem has been well studied for the case where polytope $P$ is given as the convex hull of a set of points (see this and this reference, for example). However, in my case $P$ is described as an intersection of half-planes, so I cannot use the previous references unless I compute all the vertices of $P$, which has exponential complexity and, thus, is not an option.

Are there any references or research for this specific instance of the problem, where polytope $P$ is described as an intersection of half-planes?

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    $\begingroup$ I think the problem is $\#P$ complete and computing volume information of any kind is hard. Having said that I would recommend looking at Khachiyan's algorithm for helpful information. $\endgroup$
    – Turbo
    Commented Aug 10, 2021 at 1:31
  • $\begingroup$ Do you have any relevant reference? I already looked in Kachiyan's algorithm but once you get an ellipsoid with center in the interior of $P$ the iteration cannot proceed anymore. $\endgroup$ Commented Aug 10, 2021 at 2:39
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    $\begingroup$ According to Stephen Boyd, the optimization problem is NP-hard. $\endgroup$ Commented Aug 11, 2021 at 6:01
  • $\begingroup$ @RodrigodeAzevedo thanks! do you think his book mentions that? so I can reference it. $\endgroup$ Commented Aug 12, 2021 at 1:30
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    $\begingroup$ @DanielTurizo I do not know and have no time to find out. However, after a couple of seconds of searching for papers, I found Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities, which must have some useful references. $\endgroup$ Commented Aug 12, 2021 at 6:46

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