Reference Summary: We present a Markov Chain, "Dikin walk", for sampling from a convex body equipped with a self-concordant barrier. This tutorial example problem shows how to find a search direction towards the optimal solution with the
Optimization Interior Point Methods Part 1 -
We present a Markov Chain, "Dikin walk", for sampling from a convex body equipped with a self-concordant barrier. This tutorial example problem shows how to find a search direction towards the optimal solution with the It took place at the HCI / Heidelberg University during the summer term of ...
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- We present a Markov Chain, "Dikin walk", for sampling from a convex body equipped with a self-concordant barrier.
- This tutorial example problem shows how to find a search direction towards the optimal solution with the
- It took place at the HCI / Heidelberg University during the summer term of ...
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