Direction choice for accelerated convergence in hit-and-run sampling

DOI10.1287/OPRE.46.1.84MaRDI QIDQ2781135zbMATH OpenOpenAlexWikidataFDO

Authors David E. Kaufman, Robert L. Smith

Publication date 5 May 2003

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.46.1.84

Mathematics Subject Classification ID

Applications of statistics (62P99)

Cited in

(14)

• Simulated annealing for constrained global optimization
• General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
• Slice sampling. (With discussions and rejoinder)
• Multi-objective optimization using statistical models
• Single observation adaptive search for discrete and continuous stochastic optimization
• Exploring stochasticity and imprecise knowledge based on linear inequality constraints
• Pure random search with exponential rate of convergency
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
• Black-Box Optimization: Methods and Applications
• A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
• Randomized methods based on new Monte Carlo schemes for control and optimization
• Convergence of hybrid slice sampling via spectral gap
• Geometric algorithms for sampling the flux space of metabolic networks

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