Pattern hit-and-run for sampling efficiently on polytopes
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Publication:433826
DOI10.1016/j.orl.2011.11.002zbMath1242.90178MaRDI QIDQ433826
Huseyin Onur Mete, Zelda B. Zabinsky
Publication date: 6 July 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.11.002
global optimization; simulated annealing; Markov chain Monte Carlo sampling; random search algorithms
90C26: Nonconvex programming, global optimization
90C59: Approximation methods and heuristics in mathematical programming
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