Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142029 | Operations Research Letters | 2016 | 5 Pages |
Abstract
We study the mixing time of the Dikin walk in a polytope—a random walk based on the log-barrier from the interior point method literature. This walk, and a close variant, were studied by Narayanan (2016) and Kannan–Narayanan (2012). Bounds on its mixing time are important for algorithms for sampling and optimization over polytopes. Here, we provide a simple proof of their result that this random walk mixes in time O(mn)O(mn) for an nn-dimensional polytope described using mm inequalities.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Sushant Sachdeva, Nisheeth K. Vishnoi,