Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes
- URL: http://arxiv.org/abs/2607.13943v1
- Date: Wed, 15 Jul 2026 15:29:25 GMT
- Title: Beyond the $d^{2.5}$-mixing bound for Dikin walks on polytopes
- Abstract summary: In 2009, Kannan and Narayanan introduced the Dikin walk for sampling uniformly from polytopes.<n>In 2017, Chen, Dwivedi, Wainwright, and Yu improved this to $d2.5$ using a Lewis-weight barrier.<n>For exponential sampling over a polytope, we prove that the Dikin walk with a scaled Lee--Sidford metric mixes from a warm start in $d2.25$ iterations.
- Score: 5.744814240870601
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: 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.
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