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ReHMC support for spectrahedra and general convex bodies #159

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ReHMC support for spectrahedra and general convex bodies #159

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papachristoumarios
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ReHMC Improvements. This pull request adds ReHMC support for the following bodies:

  • Spectrahedra (Contributed by @TolisChal). The eigenvalue problems are solved using the Spectra library.
  • General Convex Bodies given by a set of M inequalities g_i(x) <= 0 where g_i are convex functions. The boundary oracle is solved using binary search.

@papachristoumarios
Squash commits into one
f2040cd
@papachristoumarios
Minor changes
37d54dd
@papachristoumarios
Remove merge blocks
1bfc766
@papachristoumarios
Disable MKL in github actions
7b84432
@papachristoumarios
Fix CircleCI tests
619e1e3
@papachristoumarios
Fix step() method in R bindings
70498e0
@papachristoumarios
Disactivate sdp test
eea6f69
@papachristoumarios
Rebuild documentation with roxygen
8ddb5ef
@papachristoumarios
Rebuild documentation with roxygen
a7fe93e
@papachristoumarios
Add ess docs
6177f56
@papachristoumarios
Fix ess docs
9ada49f
@papachristoumarios
Fix ess docs
128bcce
@papachristoumarios
Fix random polytope generator
7df13c2
@papachristoumarios
Reorder class fields
1e8eff3
@papachristoumarios
Remove ESS computation via stan
46f97b9
@papachristoumarios
Add volesti implementation of ESS and test correctness
eda5ff0
@papachristoumarios
Add const& to effective_sample_size
edb06cb
@papachristoumarios
Refactor and move mat_convert script
a4f910b
@papachristoumarios
Refactoring
23a1ad2
@papachristoumarios
Remove removed header
20f0714
@papachristoumarios
Move R examples to separate folder
38fca74
@papachristoumarios
Add R documentation entries
aec692d
@papachristoumarios
Add missing .Rd files
f3c0ea3
@papachristoumarios
Complete R documentation entries
d869141
@papachristoumarios
Complete R documentation entries
61a6eec
@papachristoumarios
Complete R documentation entries
c96ebb9
@papachristoumarios
Rename R files to have ext .R and removed binary
6ac5e63
@papachristoumarios
Find libraries in OSx systems
aa4fa38
@papachristoumarios
Merge branch 'develop' of https://github.com/GeomScale/volume_approxi…
641cded 
…mation into icml-2021
@papachristoumarios
Move Rcpp oracle functors to R project dir
294b149
@vissarion vissarion changed the title ReHMC Improvements ReHMC support for spectrahedra and general convex bodies Jul 26, 2021
@papachristoumarios papachristoumarios deleted the icml-2021 branch December 12, 2021 22:47
@papachristoumarios papachristoumarios mentioned this pull request Dec 12, 2021
Merged
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3 participants
@papachristoumarios @vissarion @TolisChal