Richard Peng (and coauthors) has a lot of great work (such as this: https://epubs.siam.org/doi/abs/10.1137/110845914 https://epubs.siam.org/doi/abs/10.1137/1108

Richard Peng (and coauthors) has a lot of great work (such as this: https://epubs.siam.org/doi/abs/10.1137/110845914 https://epubs.siam.org/doi/abs/10.1137/110845914 as well as his more recent paper with Sidford). But agree with the other commenters that implementing this is often quite difficult and there might be extremely high constants involved.