Applied Mathematics and Optimization, Vol.30, No.1, 15-19, 1994
Optimal Ellipsoidal Approximations Around the Analytic Center
We present a simple and self-contained proof for two-sided ellipsoidal approximations of certain convex sets I. The ellipsoids are centered at the minimum of the logarithmic barrier function for I. The ratio of inner and outer ellipsoid is optimal with respect to a self-concordance parameter theta.
Keywords:SMOOTH