/dikin_walk

Dikin walk polytope sampling

Primary LanguagePython

Dikin walk

Implementation of Dikin walk in Python, an algorithm for drawing a nearly uniform sample from a polytope. This is my initial stab at understanding and implementing this algorithm. It has not been thoroughly tested and most likely has bugs.

See "R. Kannan and H. Narayanan, Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming."