Solving convex programs by random walks

From MaRDI portal
Publication:5894078

DOI10.1145/1008731.1008733zbMath1204.90074OpenAlexW2106318612MaRDI QIDQ5894078

Santosh Vempala, Dimitris J. Bertsimas

Publication date: 1 February 2011

Published in: Journal of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1008731.1008733




Related Items (36)

Centerpoints: A Link Between Optimization and Convex GeometryUnnamed ItemAn empirical evaluation of walk-and-round heuristics for mixed integer linear programsRandom gradient-free minimization of convex functionsSampling from the complement of a polyhedron: an MCMC algorithm for data augmentationOn the Complexity of Constrained Determinantal Point ProcessesStatistical Query Algorithms for Mean Vector Estimation and Stochastic Convex OptimizationAn exponential lower bound for Zadeh's pivot ruleFrom approximate to exact integer programmingOn the generation of metric TSP instances with a large integrality gap by branch-and-cutQuery Complexity of Sampling and Small Geometric PartitionsPattern hit-and-run for sampling efficiently on polytopesPattern discrete and mixed hit-and-run for global optimizationSampling Hypersurfaces through DiffusionEfficient Convex Optimization with OraclesRandomized methods based on new Monte Carlo schemes for control and optimizationOn the symmetry function of a convex setA simple polynomial-time rescaling algorithm for solving linear programsRobust semidefinite programming problems with general nonlinear parameter dependence: approaches using the DC-representationsCenterpoints: A Link between Optimization and Convex GeometrySimulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithmUnnamed ItemA Hit‐and‐Run approach for generating scale invariant Small World networksInteger convex minimization by mixed integer linear optimizationComments on: Recent progress on the combinatorial diameter of polytopes and simplicial complexesA stochastic subspace approach to gradient-free optimization in high dimensionsEssentials of numerical nonsmooth optimizationMonte Carlo method of batch iterations: probabilistic characteristicsOn randomized fictitious play for approximating saddle points over convex setsProjective re-normalization for improving the behavior of a homogeneous conic linear systemMultidimensional Binary Search for Contextual Decision-MakingThe discrete yet ubiquitous theorems of Carathéodory, Helly, Sperner, Tucker, and TverbergEssentials of numerical nonsmooth optimizationAn empirical evaluation of a walk-relax-round heuristic for mixed integer convex programsMorphological Analysis of Brownian Motion for Physical MeasurementsRandomized interior point methods for sampling and optimization




This page was built for publication: Solving convex programs by random walks