Sampling from the complement of a polyhedron: an MCMC algorithm for data augmentation

DOI10.1016/J.ORL.2020.08.014OpenAlexW3083184497MaRDI QIDQ2661558

Adam Diamant, Rafid Mahmood, Timothy C. Y. Chan

Publication date: 7 April 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2020.08.014

zbMATH Keywords

optimizationmachine learningMCMC

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Uses Software

• MIPLIB

Cites Work

• Unnamed Item
• Data-driven estimation in equilibrium using inverse optimization
• An introduction to MCMC for machine learning
• An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
• Theory and Applications of Robust Optimization
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Stochastic Billiards for Sampling from the Boundary of a Convex Set
• Handbook of Markov Chain Monte Carlo
• Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra
• Disjunctive Programming
• Solving convex programs by random walks

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