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A
π ¼ AI s :
ð 7
:
9 Þ
ʓ \ ʛ
, Chauvet and Till ´ ( 2006 ) proposed a
To randomly select a vertex of
ʓ \ ʛ:
The algorithm consists of two main procedures: the flight and landing phases.
During the first phase, the constraints are always exactly satisfied. The objective is
to randomly round-off almost all the π k s to 0 or 1. The landing phase addresses the
fact that Eq. ( 7.9 ) cannot always be exactly satisfied.
The steps of the flight phase are as follows. The starting value is
sequence of random displacements in
π
ðÞ ¼ π
. For
each iteration t ¼0,
...
, T :
1. Generate a vector u( t ) ¼ { u k ( t )} 6 ¼0, not necessarily random, such that u( t )
belongs to the kernel 1 of A (i.e., ker(A)) and u k ( t ) ¼0if
π k ( t ) is an integer.
ʻ 1 and
ʻ 2 ) such that 0 π
2. Compute the largest values of
ʻ 1 ( t ) and
ʻ 2 ( t )(
( t )+
ʻ 1 ( t )
u( t ) 1 and 0 π
( t ) ʻ 2 ( t )u( t ) 1, obviously
ʻ 1 ( t )
>
0 and
ʻ 2 ( t )
>
0.
3. Compute the next
π
using
1 uðÞ
Þ ¼ π
ðÞþʻ
with probability
ʴ
ðÞ
π
ð
t þ 1
;
ð 7
:
10 Þ
2 uðÞ
π
ðÞʻ
with probability 1-
ʴ
ðÞ
2 .
The three steps are iterated until we cannot perform Step 1. In the flight phase,
finding a vector in ker(A) can be quite computationally expensive. To overcome
this difficulty, Chauvet and Till ´ ( 2006 ) developed a faster algorithm for
implementing the three steps. The idea consists of replacing A with a smaller
matrix B, where B is a sub-matrix of A containing only q + 1 columns of A. From
a technical point of view, a vector v of ker(B) can be used to find a vector u of
ker(A), because we can insert zeroes into v for each column of A that is not in B.All
the computations can be done using matrix B, which dramatically speeds-up the
algorithm. It can be shown that when the algorithm converges ( t ¼ T ), the following
three properties are satisfied:
2 = ʻ
1 þ ʻ
where
ʴ
ðÞ ¼ ʻ
1. E(
.
2. A π ( T ) ¼A π .
3. The number of non-integer elements of
π
( T )) ¼ π
π
( T ) is at most equal to the number of
auxiliary variables.
*
At the end of the flight phase, the algorithm ends if
π
¼ π
( T ) does not contain
any non-integer elements. In other words,
π k ¼1 if the unit k is selected in the
sample and
π k ¼0 otherwise. Otherwise, some constraints cannot be exactly satis-
fied. In the latter instance, the landing phase should be performed. One possible
method for the landing phase is to use an enumerative algorithm. In this case, the
1 The kernel of a matrix A, is the set of all vectors x for which Ax¼ 0.
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