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I need to create random vectors of real numbers a_i satisfying the following constraints:

abs(a_i) < c_i;      
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B 
aT*A*a < D          # quadratic multiplication with A smaller than D

where c_i, A, B, D are constants.

What would be the typical algorithm to generate efficiently this kind of vector?

I need to create random vectors of real numbers a_i satisfying the following constraints:

abs(a_i) < c_i;      
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B 
aT*A*a < D          # quadratic multiplication with A smaller than D

where c_i, b_i, A, B, D are constants.

What would be the typical algorithm to generate efficiently this kind of vector?

I need to create random vectors of real numbers a_i satisfying arbitrary constraints. Typical constraints:

a_i < c;            # each element smaller than c
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B
a_i ˜ p_i           # magnitude of element a_i follow probability distribution p_i 
aT*A*a < D          # quadratic multiplication with A smaller than D

What would be the typical algorithm to generate efficiently this kind of vector?

I need to create random vectors of real numbers a_i satisfying the following constraints:

abs(a_i) < c_i;      
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B 
aT*A*a < D          # quadratic multiplication with A smaller than D

where c_i, A, B, D are constants.

What would be the typical algorithm to generate efficiently this kind of vector?

I need to create random vectors of real numbers a_i satisfying arbitrary constraints. Typical constraints:

a_i < c;            # each element smaller than c
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B
a_i ˜ p_i           # magnitude of a follow probability distribution p_i 
aT*A*a < D          # quadratic multiplication with A smaller than D

What would be the typical algorithm to generate efficiently this kind of vector?

I need to create random vectors of real numbers a_i satisfying arbitrary constraints. Typical constraints:

a_i < c;            # each element smaller than c
sum(a_i)< A;        # sum of elements smaller than A
sum(b_i * a_i) < B; # weighted sum is smaller than B
a_i ˜ p_i           # magnitude of element a_i follow probability distribution p_i 
aT*A*a < D          # quadratic multiplication with A smaller than D

What would be the typical algorithm to generate efficiently this kind of vector?