Gaussian Cooling and Dikin Walks: The Interior-Point Method for Logconcave Sampling.
Yunbum KookSantosh S. VempalaPublished in: COLT (2024)
Keyphrases
- interior point methods
- convex optimization
- linear program
- linear programming
- primal dual
- semidefinite programming
- random sampling
- quadratic programming
- interior point algorithm
- maximum likelihood
- solving problems
- coefficient matrix
- inequality constraints
- simulated annealing
- sample size
- linear systems
- computationally intensive
- model selection
- np hard