Approximating Nash Equilibria and Dense Bipartite Subgraphs via an Approximate Version of Caratheodory's Theorem

We present algorithmic applications of an approximate version of Caratheodory's theorem. The theorem states that given a set of vectors X in Rd, for every vector in the convex hull of X there exists an ε-close (under the p-norm distance, for 2 ≤ p < ∞) vector that can be expressed as a convex combination of at most b vectors of X, where the bound b depends on ε and the norm p and is independent of the dimension d. This theorem can be derived by instantiating Maurey's lemma, early references to which can be found in the work of Pisier (1981) and Carl (1985). However, in this paper we present a self-contained proof of this result.