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A collection of algorithms for membership and sampling of convex sets

Project description

Convex Geometry Library

This package contains some primitive subroutines to

  • Perform membership queries in convex bodies
  • Generate random samples via random walks
  • Estimate volume

Usage/Demo

Features/Routines implemented

  • Random Walks
    • Ball walk
    • Hit-and-run
    • Billiard Walk
  • GLS Algorithms
    • Optimization oracle
    • Separation oracle
    • Validity oracle
    • Polarity
  • Floating Body
    • Using above, see Anderson et. al.
  • Centroid Body
    • See Anderson et al.
  • Volume Estimation
    • See Vempala et al.

Contributing

  1. Open issue to discuss your thoughts.
  2. Fork.
  3. PR.

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