Papers › The Mixing Time of the Dikin Walk in a Polytope - A Simple Proof
The Mixing Time of the Dikin Walk in a Polytope - A Simple Proof
Sushant Sachdeva, Nisheeth K. Vishnoi
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We study the mixing time of the Dikin walk in a polytope - a random walk based on the log-barrier from the interior point method literature. This walk, and a close variant, were studied by Narayanan (2016) and Kannan-Narayanan (2012). Bounds on its mixing time are important for algorithms for sampling and optimization over polytopes. Here, we provide a simple proof of their result that this random walk mixes in time O(mn) for an n-dimensional polytope described using m inequalities.
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