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Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra

Author

Listed:
  • C. G. E. Boender

    (Erasmus University, Rotterdam, The Netherlands)

  • R. J. Caron

    (University of Windsor, Windsor, Ontario, Canada)

  • J. F. McDonald

    (University of Windsor, Windsor, Ontario, Canada)

  • A. H. G. Rinnooy Kan

    (Erasmus University, Rotterdam, The Netherlands)

  • H. E. Romeijn

    (Erasmus University, Rotterdam, The Netherlands)

  • R. L. Smith

    (University of Michigan, Ann Arbor, Michigan)

  • J. Telgen

    (University of Twente, Enschede, The Netherlands)

  • A. C. F. Vorst

    (Erasmus University, Rotterdam, The Netherlands)

Abstract

We present a class of shake-and-bake algorithms for generating (asymptotically) uniform points on the boundary of full-dimensional bounded polyhedra. We also report results of simulations for some elementary test problems.

Suggested Citation

  • C. G. E. Boender & R. J. Caron & J. F. McDonald & A. H. G. Rinnooy Kan & H. E. Romeijn & R. L. Smith & J. Telgen & A. C. F. Vorst, 1991. "Shake-and-Bake Algorithms for Generating Uniform Points on the Boundary of Bounded Polyhedra," Operations Research, INFORMS, vol. 39(6), pages 945-954, December.
    • Handle: RePEc:inm:oropre:v:39:y:1991:i:6:p:945-954
    DOI: 10.1287/opre.39.6.945
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    Cited by:

    1. Serpil Sayin, 2003. "A Procedure to Find Discrete Representations of the Efficient Set with Specified Coverage Errors," Operations Research, INFORMS, vol. 51(3), pages 427-436, June.
    2. Gryazina, Elena & Polyak, Boris, 2014. "Random sampling: Billiard Walk algorithm," European Journal of Operational Research, Elsevier, vol. 238(2), pages 497-504.
    3. A. B. Dieker & Santosh S. Vempala, 2015. "Stochastic Billiards for Sampling from the Boundary of a Convex Set," Mathematics of Operations Research, INFORMS, vol. 40(4), pages 888-901, October.
    4. van Valkenhoef, Gert & Tervonen, Tommi, 2016. "Entropy-optimal weight constraint elicitation with additive multi-attribute utility models," Omega, Elsevier, vol. 64(C), pages 1-12.

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