Uniform Random Vector Generator with Linear Constraints?

From: chessaurus@xxxxxxxxx
Date: 29 Aug 2005 13:06:39 -0700

Does anyone know of a good algorithm for uniformly sampling from a
space with linear constraints (constrained either with equations or
inequalities)?

For example:
uniformly select p1, p2, p3 s.t. 2*p1+5*p2 <= p3, etc?

Any help will be greatly appreciated,
Chess

.

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- Re: Uniform Random Vector Generator with Linear Constraints?
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