CORTEXA
← Browse
arxivcs.DScs.LGmath.OC2026-07-15

Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes

Yunbum Kook

Inspired by interior-point methods (IPM) for structured convex optimization, Kannan and Narayanan introduced the Dikin walk for sampling uniformly from polytopes in 2009. As in IPMs, the Dikin walk is affine-invariant, and its convergence is governed by the barrier geometry used to define its local proposal. They showed that the Dikin walk with the logarithmic barrier for a polytope in $\mathbb{R}^{d}$ with $m$ linear inequalities mixes in $md$ iterations. In 2017, Chen, Dwivedi, Wainwright, and Yu improved this to $d^{2.5}$ using a Lewis-weight barrier, and conjectured that the correct mixing time should be $d^{2}$. We make progress toward this conjecture by improving the previous $d^{2.5}$-mixing bound. For exponential sampling over a polytope, we prove that the Dikin walk with a scaled Lee--Sidford metric mixes from a warm start in $d^{2.25}$ iterations. This also yields an improved cold-start complexity via a known annealing framework. The main technical ingredient is improved average self-concordance of the Lee--Sidford metric, which gives high acceptance probability for the Metropolis filter along a random Dikin proposal. While previous analyses were effectively limited to second-order control due to technical difficulties, we develop a principled higher-order analysis. The proof combines a selective higher-order expansion of recursive bottleneck terms, a moving orthonormal-frame calculus for higher derivatives of the Lewis weights, and Wiener-chaos decompositions via multiple stochastic integrals to control the resulting Gaussian polynomials.

View free PDFSource page

Related papers

arxivcs.LGcs.DS2026-07-23

New Complexity-Theoretic Frontiers of Tractability for Neural Network Training

Cornelius Brand, Robert Ganian, Mathis Rocton

In spite of the fundamental role of neural networks in contemporary machine learning research, our understanding of the computational complexity of optimally training neural networks remains incomplete even when dealing with the simplest kinds of activation functions. Indeed, whi…

View free PDFSource page
arxivcs.LGmath.OC2026-07-31

Convergence and Regret of the Policy Gradient for Multi-Armed Bandits in Diffusion Environment

Yanwei Jia, Du Ouyang

This paper studies the policy gradient update for a multi-arm bandit problem in diffusion environment that is described by a stochastic differential equation (SDE) under the continuous-time reinforcement learning framework by Wang et al. (2020), Jia and Zhou (2022b). With the log…

View free PDFSource page
arxivmath.OCcs.AIcs.LGstat.ML2026-07-24

Explicit Iteration Complexity of Exact Data-Driven Inverse Optimization for Integer Linear Programs

Akira Kitaoka

A data-driven inverse optimization problem (DDIOP) is the problem of estimating the objective-function parameters (weights) that explain observed optimal-solution data, and it arises in many applications, including integer linear programming (ILP). It is known that, by applying g…

View free PDFSource page