The Polarity Process for the Maximum-Volume Inscribed Ellipsoid Problem

RESUMO

We study the maximum-volume inscribed ellipsoid (MaxIE) problem for a polytope through a geometric iteration based on polarity. Given an interior point, the method forms the shifted polar polytope, computes its minimum-volume covering ellipsoid (MinCE), and then polarizes this covering ellipsoid back to obtain a new inscribed ellipsoid. This procedure was suggested by Khachiyan and Todd in 1993. Prior work studied basic polarity identities and gave an asymptotic-convergence argument for the exact process, but did not furnish a volume-ratio rate. Independently of that asymptotic argument, we develop a new analysis based on the log-volume of the polar MinCE as a potential function. We prove its convexity with an explicit gradient formula and establish global linear contraction of the potential gap along each trajectory. The contraction factor is existential and instance-dependent. This gives both a separate convergence proof and a finite volume-ratio iteration bound. We further analyze an inexact polarity process in which each MinCE subproblem is solved only approximately, and derive sufficient oracle tolerances for producing a prescribed volume approximation. Combining this outer analysis with existing algorithms for MinCE gives conditional arithmetic estimates based on the path-following Newton method, the barycentric coordinate descent, and the away-step Frank-Wolfe method. Numerical experiments compare these oracle choices with two MaxIE baselines and illustrate that performance depends on matching the MinCE solver to the instance geometry.