Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming

  • Authors:
  • Ravindran Kannan;Hariharan Narayanan

  • Affiliations:
  • Algorithms Research Group, Microsoft Research Labs, Bangalore 560080, India;Department of Computer Science, University of Chicago, Chicago, Illinois 60637

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2012

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Abstract

Let K be a polytope in Rn defined by m linear inequalities. We give a new Markov chain algorithm to draw a nearly uniform sample from K. The underlying Markov chain is the first to have a mixing time that is strongly polynomial when started from a “central” point. We use this result to design an affine interior point algorithm that does a single random walk to solve linear programs approximately.