

























We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt to the local interior-point geometry. We show that trajectories started in the interior remain feasible for all finite times almost surely, so the constrained domain is preserved without reflections or projections. For computation, we discretize the diffusion using the Euler--Maruyama scheme and apply a Metropolis--Hastings correction, yielding a sampler that targets the exact constrained distribution. We also propose an annealed interacting variant for nonconvex optimization. Numerically, the Metropolis-adjusted method outperforms both the Dikin random walk and standard MALA on anisotropic box-constrained Gaussians, and the interacting optimizer escapes suboptimal basins more reliably than the non-interacting method.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。