298 research outputs found
An update on the Hirsch conjecture
The Hirsch conjecture was posed in 1957 in a letter from Warren M. Hirsch to
George Dantzig. It states that the graph of a d-dimensional polytope with n
facets cannot have diameter greater than n - d.
Despite being one of the most fundamental, basic and old problems in polytope
theory, what we know is quite scarce. Most notably, no polynomial upper bound
is known for the diameters that are conjectured to be linear. In contrast, very
few polytopes are known where the bound is attained. This paper collects
known results and remarks both on the positive and on the negative side of the
conjecture. Some proofs are included, but only those that we hope are
accessible to a general mathematical audience without introducing too many
technicalities.Comment: 28 pages, 6 figures. Many proofs have been taken out from version 2
and put into the appendix arXiv:0912.423
The Mixing Time of the Dikin Walk in a Polytope - A Simple Proof
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) for an n-dimensional polytope
described using m inequalities.Comment: 5 pages, published in Operations Research Letter
Fast MCMC sampling algorithms on polytopes
We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and
the John walk, for generating samples from the uniform distribution over a
polytope. Both random walks are sampling algorithms derived from interior point
methods. The former is based on volumetric-logarithmic barrier introduced by
Vaidya whereas the latter uses John's ellipsoids. We show that the Vaidya walk
mixes in significantly fewer steps than the logarithmic-barrier based Dikin
walk studied in past work. For a polytope in defined by
linear constraints, we show that the mixing time from a warm start is bounded
as , compared to the mixing time
bound for the Dikin walk. The cost of each step of the Vaidya walk is of the
same order as the Dikin walk, and at most twice as large in terms of constant
pre-factors. For the John walk, we prove an
bound on its mixing time and conjecture
that an improved variant of it could achieve a mixing time of
. Additionally, we propose variants
of the Vaidya and John walks that mix in polynomial time from a deterministic
starting point. The speed-up of the Vaidya walk over the Dikin walk are
illustrated in numerical examples.Comment: 86 pages, 9 figures, First two authors contributed equall
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