Randomized interior point methods for sampling and optimization
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Markov chainlinear programminginterior point methodsalgorithmconvex programmingrandom walkscomplexity parameterDikin walkmixing timeself-concordant barrieruniform measure
Numerical analysis or methods applied to Markov chains (65C40) Numerical mathematical programming methods (65K05) Convex programming (90C25) Linear programming (90C05) Nonlinear programming (90C30) Interior-point methods (90C51) Stochastic programming (90C15) Sums of independent random variables; random walks (60G50)
Recommendations
- The mixing time of the Dikin walk in a polytope -- a simple proof
- Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
- Random walks on polytopes and an affine interior point method for linear programming
- Random walks in a convex body and an improved volume algorithm
- Fast MCMC sampling algorithms on polytopes
Cites work
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 1149836 (Why is no real title available?)
- scientific article; zbMATH DE number 1559589 (Why is no real title available?)
- scientific article; zbMATH DE number 4197739 (Why is no real title available?)
- scientific article; zbMATH DE number 5019925 (Why is no real title available?)
- A new algorithm for minimizing convex functions over convex sets
- A new polynomial-time algorithm for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- A random polynomial-time algorithm for approximating the volume of convex bodies
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
- An exact duality theory for semidefinite programming and its complexity implications
- Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model
- Hit-and-Run from a Corner
- Hit-and-run mixes fast
- Hyperbolic Polynomials and Interior Point Methods for Convex Programming
- Isoperimetric constants for product probability measures
- Isoperimetry of waists and concentration of maps
- Log-concave and spherical models in isoperimetry
- On the Riemannian geometry defined by self-concordant barriers and interior-point methods.
- Primal central paths and Riemannian distances for convex sets
- Random walks and anO*(n5) volume algorithm for convex bodies
- Random walks in a convex body and an improved volume algorithm
- Random walks on polytopes and an affine interior point method for linear programming
- Sampling Hypersurfaces through Diffusion
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming
- Semi-classical analysis of a random walk on a manifold
- Simulated annealing in convex bodies and an \(O^{*}(n^{4}\)) volume algorithm
- Solving convex programs by random walks
- The complexity of partial derivatives
Cited in
(17)- John’s walk
- Geodesic Walks in Polytopes
- Sampling the feasible sets of SDPs and volume approximation
- Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization
- Log-concave sampling: Metropolis-Hastings algorithms are fast
- Rapid mixing of geodesic walks on manifolds with positive curvature
- Random walks on polytopes and an affine interior point method for linear programming
- A Gibbs Sampler for a Class of Random Convex Polytopes
- An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
- Randomized methods based on new Monte Carlo schemes for control and optimization
- On the mixing time of coordinate Hit-and-Run
- Efficient sampling from time-varying log-concave distributions
- A randomized cutting plane method with probabilistic geometric convergence
- Fast MCMC sampling algorithms on polytopes
- Geodesic walks in polytopes
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
- The mixing time of the Dikin walk in a polytope -- a simple proof
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