Exploiting Sparsity for Semi-Algebraic Set Volume Computation - Archive ouverte HAL
Article Dans Une Revue Foundations of Computational Mathematics Année : 2021

Exploiting Sparsity for Semi-Algebraic Set Volume Computation

Résumé

We provide a systematic deterministic numerical scheme to approximate the volume (i.e. the Lebesgue measure) of a basic semi-algebraic set whose description follows a sparsity pattern. As in previous works (without sparsity), the underlying strategy is to consider an infinite-dimensional linear program on measures whose optimal value is the volume of the set. This is a particular instance of a generalized moment problem which in turn can be approximated as closely as desired by solving a hierarchy of semidefinite relaxations of increasing size. The novelty with respect to previous work is that by exploiting the sparsity pattern we can provide a sparse formulation for which the associated semidefinite relaxations are of much smaller size. In addition, we can decompose the sparse relaxations into completely decoupled subproblems of smaller size, and in some cases computations can be done in parallel. To the best of our knowledge, it is the first contribution that exploits sparsity for volume computation of semi-algebraic sets which are possibly high-dimensional and/or non-convex and/or non-connected.
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Dates et versions

hal-02010175 , version 1 (06-02-2019)
hal-02010175 , version 2 (13-07-2020)

Identifiants

Citer

Matteo Tacchi, Tillmann Weisser, Jean-Bernard Lasserre, Didier Henrion. Exploiting Sparsity for Semi-Algebraic Set Volume Computation. Foundations of Computational Mathematics, 2021, 22, pp.161--209. ⟨10.1007/s10208-021-09508-w⟩. ⟨hal-02010175v2⟩
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