Article ID Journal Published Year Pages File Type
1142029 Operations Research Letters 2016 5 Pages PDF
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
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