Hit-and-run mixes fast

Mathematical Programming, Series B

Volumn 86, Issue 3, 1999, Pages 443-461

  Lovász, László ^a  

^a MICROSOFT RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005342311     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070050099     Document Type: Article

References (13)

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2. Berbee, H.C., Boender, C.G., Rinnooy Kan, A.H.C., Scheffer, C.L., Smith, R.L., Telgen, J. (1987): Hit-and-run algorithms for the identification of nonredundant linear inequalities. Math. Program. 37, 184-207
3. Chen, M.-H., Schmeiser, B. (1993): Performance of the Gibbs, hit-and-run, and Metropolis samplers. J. Comput. Graph. Statist. 2, 251-272
4. Dyer, M., Frieze, A. (1992): Computing the volume of convex bodies: a case where randomness provably helps. In: Béla Bollobás, ed., Probabilistic Combinatorics and Its Applications, pp. 123-170. Proc. Symp. Appl. Math., Vol. 44
5. Dyer, M., Frieze, A., Kannan, R. (1989): A Random Polynomial Time Algorithm for Approximating the Volume of Convex Bodies. Proc. of the 21st Annual ACM Symposium on Theory of Computing, 375-381
6. Dyer, M., Frieze, A., Stougie, L. (1994): talk at the Math. Programming Symposium, Ann Arbor, MI
7. Kannan, R., Lovász, L., Simonovits, M. (1996): Isoperimetric problems for convex bodies and a localization lemma. Discrete Comput. Geom. 13, 541-559
8. 5) volume algorithm. Random Struct. Algorithms 11, 1-50
9. Lovász, L., Simonovits, M. (1990): Mixing rate of Markov chains, an isoperimetric inequality, and computing the volume. Proc. 31st Annual Symp. on Found. of Computer Science, IEEE Computer Soc., 346-355
10. Lovász, L., Simonovits, M. (1992): On the randomized complexity of volume and diameter. Proc. 33rd IEEE FOCS, 482-491
11. Lovász, L., Simonovits, M. (1993): Random walks in a convex body and an improved volume algorithm. Random Struct. Algorithms 4, 359-412
12. Smith, R.L., (1984): Efficient Monte-Carlo procedures for generating points uniformly distributed over bounded regions. Oper. Res. 32, 1296-1308
13. Zabinsky, Z.B., Smith, R.L., McDonald, J.F., Romeijn, H.E., Kaufman, D.E. (1993): Improving hit-and-run for global optimization, J. Glob. Optim. 3, 171-192