We study a general smallest intersecting ball problem and its soft-margin variant in high-dimensional Euclidean spaces for input objects that are compact and convex. These two problems link and unify a series of fundamental problems in computational geometry and machine learning, including smallest enclosing ball, polytope distance, intersection radius, $\ell_1$-loss support vector machine, $\ell_1$-loss support vector data description, and so on. Leveraging our novel framework for solving zero-sum games over symmetric cones, we propose general approximation algorithms for the two problems, where implementation details are presented for specific inputs of convex polytopes, reduced polytopes, axis-aligned bounding boxes, balls, and ellipsoids. For most of these inputs, our algorithms are the first results in high-dimensional spaces, and also the first approximation methods. Experimental results show that our algorithms can solve large-scale input instances efficiently.