• Corpus ID: 222208644

Efficient Sampling from Feasible Sets of SDPs and Volume Approximation

@article{Chalkis2020EfficientSF,
title={Efficient Sampling from Feasible Sets of SDPs and Volume Approximation},
author={Apostolos Chalkis and Ioannis Z. Emiris and Vissarion Fisikopoulos and Panagiotis Repouskos and Elias P. Tsigaridas},
journal={ArXiv},
year={2020},
volume={abs/2010.03817}
}
• Published 29 September 2020
• Computer Science, Mathematics
• ArXiv
We present algorithmic, complexity, and implementation results on the problem of sampling points from a spectrahedron, that is the feasible region of a semidefinite program. Our main tool is geometric random walks. We analyze the arithmetic and bit complexity of certain primitive geometric operations that are based on the algebraic properties of spectrahedra and the polynomial eigenvalue problem. This study leads to the implementation of a broad collection of random walks for sampling from…
1 Citations

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