Pattern hit-and-run for sampling efficiently on polytopes

DOI10.1016/J.ORL.2011.11.002zbMATH Open1242.90178OpenAlexW2008206038MaRDI QIDQ433826FDOQ433826

Authors: 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

Recommendations

• Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles
• Convergence properties of hit–and–run samplers
• Pattern discrete and mixed hit-and-run for global optimization
• Hit-and-run mixes fast
• An analysis of a variation of hit-and-run for uniform sampling from general regions

zbMATH Keywords

simulated annealingglobal optimizationMarkov chain Monte Carlo samplingrandom search algorithms

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Nonconvex programming, global optimization (90C26)

Cites Work

• Introduction to Stochastic Search and Optimization
• Simulation and the Monte Carlo Method
• Hit-and-run mixes fast
• Integer Programming with a Fixed Number of Variables
• Title not available (Why is that?)
• Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
• Title not available (Why is that?)
• Hit-and-Run from a Corner
• Solving convex programs by random walks
• Markov Chains
• Stochastic adaptive search for global optimization.
• Probability and Computing
• Simulated annealing for constrained global optimization
• Improved Bounds for Mixing Rates of Markov Chains and Multicommodity Flow
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• Simulated Annealing for Convex Optimization
• New reflection generator for simulated annealing in mixed-integer/continuous global optimization
• Hit and run as a unifying device
• Improving hit-and-run for global optimization
• An analytically derived cooling schedule for simulated annealing
• Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles
• Random Walks on Truncated Cubes and Sampling 0-1 Knapsack Solutions
• Title not available (Why is that?)
• Pattern discrete and mixed hit-and-run for global optimization

Cited In (8)

• An analysis of a variation of hit-and-run for uniform sampling from general regions
• Multiobjective interacting particle algorithm for global optimization
• Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
• Pattern discrete and mixed hit-and-run for global optimization
• Title not available (Why is that?)
• Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles
• Derivative-free optimization of a rapid-cycling synchrotron
• A Hit‐and‐Run approach for generating scale invariant Small World networks

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