Random walks and an O*(n5) volume algorithm for convex bodies

Given a high dimensional convex body K⊆ℝⁿ by a separation oracle, we can approximate its volume with relative error ε, using O*(n⁵) oracle calls. Our algorithm also brings the body into isotropic position. As all previous randomized volume algorithms, we use “rounding” followed by a multiphase Monte-Carlo (product estimator) technique. Both parts rely on sampling (generating random points in K), which is done by random walk. Our algorithm introduces three new ideas: the use of the isotropic position (or at least an approximation of it) for rounding; the separation of global obstructions (diameter) and local obstructions (boundary problems) for fast mixing; and a stepwise interlacing of rounding and sampling. © 1997 John Wiley & Sons, Inc. Random Struct. Alg., 11 , 1–50, 1997