Generating random points in a polytope

DOI10.1080/03610918408812382MaRDI QIDQ3339156zbMATH OpenOpenAlexFDO

Authors Paul A. Rubin

Publication date 1984

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918408812382

zbMATH Keywords

Monte Carlo simulationconvex polytopedecomposition into simplicespseudorandom variatesuniform variates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

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• An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
• A generalized sampling approach for multilinear utility functions given partial preference information
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• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
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• Few points to generate a random polytope

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