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Enhancements and computational evaluation of the hit-and-run random walk on polyhedra

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dc.contributor.advisor Robert M. Freund. en_US
dc.contributor.author Liang, Jiajie, S.M. Massachusetts Institute of Technology en_US
dc.contributor.other Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.date.accessioned 2007-10-19T20:32:19Z
dc.date.available 2007-10-19T20:32:19Z
dc.date.copyright 2006 en_US
dc.date.issued 2006 en_US
dc.identifier.uri http://hdl.handle.net/1721.1/39216
dc.description Thesis (S.M.)--Massachusetts Institute of Technology, Computation for Design and Optimization Program, 2006. en_US
dc.description Includes bibliographical references (p. 55). en_US
dc.description.abstract The symmetry function of a convex set offers us numerous useful information about the set in relation to probabilistic theory and geometric properties. The symmetry function is a measure of how symmetric the convex set is, and for a point, intuitively it measures how symmetric the set is with respect to that point. We call a point of high symmetry value a deep point. A random walk is a procedure that starts from a particular point in Rn and at each iteration, moves to a "neighboring" point according to some probability distribution that depends solely on the current point. The Hit-and-Run random walk on a convex set S picks a random line e through the point, and at next iteration goes to a new point that is chosen uniformly on the chord ℓ [intersection] S. In this thesis, we analyze and investigate the effectiveness of the Hit-and-Run random walk to compute a deep point in a convex body, given a randomly generated convex set. The effectiveness is evaluated in terms of the role of the starting point and the likelihood that the random walk will enter the zone of high symmetry. Additionally, some known probabilistic properties of the symmetry function are tested using the random walk, from which the integrity of the code is also verified. en_US
dc.description.abstract (cont.) The final portion of this thesis analyzes the behavioral properties of convex sets that have non-Euclidean rounding, which renders the random walk less efficient. Therefore the pre-conditioned Hit-and-Run random walk is performed, and the performance is quantitatively presented in a power law equation that predicts the preconditioning iterations required, given the dimension of the convex set, a starting point near a corner and the width of that corner. en_US
dc.description.provenance Made available in DSpace on 2007-10-19T20:32:19Z (GMT). No. of bitstreams: 2 85844266.pdf: 1650474 bytes, checksum: dd913b59a0dd81d9538df47fa98a64af (MD5) 85844266-MIT.pdf: 1650284 bytes, checksum: 4028ee68ea6f452f23a85a0f160d244e (MD5) Previous issue date: 2006 en
dc.description.statementofresponsibility by Jiajie Liang. en_US
dc.format.extent 55 p. en_US
dc.language.iso eng en_US
dc.publisher Massachusetts Institute of Technology en_US
dc.rights M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. en_US
dc.rights.uri http://dspace.mit.edu/handle/1721.1/7582
dc.subject Computation for Design and Optimization Program. en_US
dc.title Enhancements and computational evaluation of the hit-and-run random walk on polyhedra en_US
dc.type Thesis en_US
dc.description.degree S.M. en_US
dc.contributor.department Massachusetts Institute of Technology. Computation for Design and Optimization Program. en_US
dc.identifier.oclc 85844266 en_US

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