Random sampling of convex polytopes
sample.py implements the billiard walk algorithm (1) to uniformly sample from
a convex polytope given by inequality constraints Ax <= b.
According to the paper, this approach converges faster than standard hit-and-run sampling (and can, for elongated polytopes or high dimensions, be much quicker than rejection sampling).
[1]: GRYAZINA, Elena; POLYAK, Boris. Random sampling: Billiard walk algorithm. European Journal of Operational Research, 2014, 238.2: 497-504.