Re: Uniform Random Vector Generator with Linear Constraints?
Herman Rubin wrote:
In article <df57og$cg4$4@xxxxxxxxxxxxxxx>,
Gib Bogle <bogle@xxxxxxxxxxxxxxxxxxxxxxxx> wrote:
chessaurus@xxxxxxxxx wrote:
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
Why not just generate p1, p2, p3 is if there were no constraints, then
throw away the triples that violate the constraints?
The problem is that you may be throwing away far too
many. If the conditions are equalities, then, except
for roundoff error, all will be eliminated.
Right, I overlooked the "equations" case.
.
