Pattern hit-and-run for sampling efficiently on polytopes

DOI10.1016/J.ORL.2011.11.002MaRDI QIDQ433826zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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• Hit and run as a unifying device
• Hit-and-Run from a Corner
• Hit-and-run mixes fast
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• Improving hit-and-run for global optimization
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• Introduction to Stochastic Search and Optimization
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• Pattern discrete and mixed hit-and-run for global optimization
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• Stochastic adaptive search 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
• scientific article; zbMATH DE number 7278047 (Why is no real title available?)
• 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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