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Oracle-based algorithms for high-dimensional
polytopes
Vissarion Fisikopoulos
Joint work with I.Z. Emiris (UoA), B. G¨artner (ETHZ)
Dept. of Informatics & Telecommunications, University of Athens
Workshop on Geometric Computing, Heraklion, Crete,
22.Jan.2013
Motivation: Secondary & Resultant polytopes
Previous work: Oracle (optimization) & output-sensitive
algorthm [EFKP SoCG’12]
Motivation: Secondary & Resultant polytopes
Previous work: Oracle (optimization) & output-sensitive
algorthm [EFKP SoCG’12]
In practice: computation in < 7 dimensions
Motivation: Secondary & Resultant polytopes
Previous work: Oracle (optimization) & output-sensitive
algorthm [EFKP SoCG’12]
In practice: computation in < 7 dimensions
Q: Can we compute information when dim. > 7 ? eg. volume
Motivation: Secondary & Resultant polytopes
Previous work: Oracle (optimization) & output-sensitive
algorthm [EFKP SoCG’12]
In practice: computation in < 7 dimensions
Q: Can we compute information when dim. > 7 ? eg. volume
Q: More polytopes given by optimization oracles ?
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks: Optimization & Volume computation
Experimental Results
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks: Optimization & Volume computation
Experimental Results
Polytope representation
Convex polytope P ∈ Rn.
Explicit: Vertex-, Halfspace - representation (VP, HP),
Edge-sketelon (ESP), Triangulation (TP), Face lattice
Implicit: Oracles (OPTP, SEPP, MEMP)
Motivation-Applications
Resultant, Discriminant, Secondary polytopes
(Generalized) Minkowski sums
Oracles and duality [Gr¨otschel et al.’93]
OPT(c)
VIOLATE(c)
VALIDATE(c) MEMBER(x)
SEPAR(x)
binary
search
F
F, D
F, D
F cT , x ∈ Rn
Feasibility (F)
(Polar) Duality (D):
0 ∈ int(P), P∗
:= {c ∈ Rn
: cT
x ≤ 1, for all x ∈ P} ⊆ (Rn
)∗
Oracles and duality [Gr¨otschel et al.’93]
OPT(c)
VIOLATE(c)
VALIDATE(c) MEMBER(x)
SEPAR(x)
binary
search
F
F, D
F, D
F cT , x ∈ Rn
Feasibility (F)
(Polar) Duality (D):
0 ∈ int(P), P∗
:= {c ∈ Rn
: cT
x ≤ 1, for all x ∈ P} ⊆ (Rn
)∗
Given OPTIMIZATION compute SEPARATION.
Polytope change of representation
Problem Algorithm Complexity
VP → HP Convex hull EXP
OPTP → TP Incremental [EFKP’12] P(in,out)
Feasibility
Ellipsoid [Kha’79],
Pbit, ZPP
Las Vegas [BV’04]
OPTP +
Incremental [EFG’12] Pbit(in,out)
{edge dir.} → ESP
MEMP → Monte-Carlo
BPP
-approx vol(P) [Dyer et.al’91,LV’04]
Polytope change of representation
Problem Algorithm Complexity
VP → HP Convex hull EXP
OPTP → TP Incremental [EFKP’12] P(in,out)
Feasibility
Ellipsoid [Kha’79],
Pbit, ZPP
Las Vegas [BV’04]
OPTP +
Incremental [EFG’12] Pbit(in,out)
{edge dir.} → ESP
MEMP → Monte-Carlo
BPP
-approx vol(P) [Dyer et.al’91,LV’04]
Our contribution: Theory & Implementation
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks: Optimization & Volume computation
Experimental Results
Edge skeleton computation
Input:
OPTP
Edge directions of P: D
Output:
Edge-skeleton of P
P
Sketch of Algorithm:
Compute a vertex of P (x = OPTP(c) for arbitrary cT ∈ Rn)
Compute segments S = {(x, x + d), for all d ∈ D}
Remove from S all segments (x, y) s.t. y /∈ P (OPTP → SEPP)
Remove from S the segments that are not extreme
Edge skeleton computation
Proposition
[RothblumOnn07] Let P ⊆ Rn given by OPTP, and E ⊇ D(P). All
vertices of P can be computed in
O(|E|n−1
) calls to OPTP + O(|E|n−1
) arithmetic operations.
Theorem
The edge skeleton of P can be computed in
O∗
(m3
n) calls to OPTP +O∗
(m3
n3.38
+m4
n) arithmetic operations,
m: the number of vertices of P.
Corollary
For resultant polytopes R ⊂ Zn this becomes (d is a constant)
O∗
(m3
n (d/2)+1
+ m4
n).
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks: Optimization & Volume computation
Experimental Results
Random points with Hit-and-Run
x
P
B
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Random points with Hit-and-Run
x
P
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Random points with Hit-and-Run
xP
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Optimization using random walks [BV’04]
z
B
P
H
b
Optimization reduces to Feasibility:
Input: SEPP, B, L = lg radius(B)
radius(b)
Output: z ∈ P ⊆ Rn or P is empty
1. Compute N random points
y1, . . . , yN uniform in B;
2. Let z ← 1
N
N
i=1 yi; H ← SEPP(z);
3. If z ∈ P return z, else B ← B ∩ H;
4. Repeat steps 1-3, 2nL times;
Report P is empty;
Complexity: O∗(n) oracle calls + O∗(n7) arithm. oper.
Volume computation using random walks [Dyer et.al’91]
B(1)
B(ρ)
P
Input: MEMP, ρ:
B(1) ⊆ P ⊆ B(ρ) ⊆ Rn
Output: -approximation vol(P)
1. Pi := P ∩ B(2i/n), i = 0 : n lg ρ ;
P0 = B(1), Pn lg ρ = P
2. Generate rand. point in P0
3. Generate rand. points in Pi and
count how many fall in Pi−1
vol(P) = vol(P0)
m
i=1
vol(Pi)
vol(Pi−1)
Complexity [Lov´asz et al.’04]: O∗(n4) oracle calls
Volume of polytopes given by OPTP
Input: OPTP, ρ: B(1) ⊆ P ⊆ B(ρ)
Output: -approximation vol(P)
Call volume algorithm
Each MEMP oracle calls feasibility/optimization algorithm
Corollary
An approximation of the volume of resultant and Minkowski sum
polytopes given by OPT oracles can be computed in O∗(n (d/2)+5 )
and O∗(n7.38) respectively, where d is a constant.
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks: Optimization & Volume computation
Experimental Results
Experiments Optimization
n-cubes (table), n-crosspolytopes, skinny crosspolytopes
M: multipoint walk, H: Hit-and-Run walk
Alg. O1 Alg. O2 Alg. O3
# rand. # walk
n points steps M(sec) H(sec) M(sec) H(sec) M(sec) H(sec)
2 4 0 0.02 0.05 0.01 0.01 0.01 0.006
4 38 0 0.59 1.53 0.10 0.08 0.10 0.119
6 96 1 5.54 13.23 0.47 0.84 0.99 0.727
8 172 4 61.40 73.94 4.33 5.34 9.82 4.527
10 265 10 306.20 357.88 26.64 17.22 74.86 16.44
11 316 14 559.97 853.04 54.71 36.95 112.57 55.60
Efficient computation (< 1min) up to dimension 11 using
Hit-and-Run
Experiments Volume given Membership oracle
n-cubes (table), n-crosspolytopes, σ=average absolute
deviation, µ=average over 20 experiments
exact exact # rand. # walk vol vol vol vol approx
n vol sec points steps min max µ σ sec
2 4 0.06 2218 8 3.84 4.12 3.97 0.05 0.23
4 16 0.06 2738 7 14.99 16.25 15.59 0.32 1.77
6 64 0.09 5308 38 60.85 67.17 64.31 1.12 39.66
8 256 2.62 8215 16 242.08 262.95 252.71 5.09 46.83
10 1024 388.25 11370 40 964.58 1068.22 1019.02 30.72 228.58
12 4096 – 14725 82 3820.94 4247.96 4034.39 80.08 863.72
(the only known) implementation of [Lov´asz et al.’12] tested
only for cubes up to n = 8
volume up to dimension 12 within mins with < 2% error
no hope for exact methods in much higher than 10 dim
the minimum and maximum values bounds the exact volume
Experiments Volume of Minkowski sum
Mink. sum of n-cube and n-crosspolytope, σ=average
absolute deviation, µ=average over 10 experiments
exact exact # rand. # walk vol vol vol vol approx
n vol sec points steps min max µ σ sec
2 14.00 0.01 216 11 12.60 19.16 15.16 1.34 119.00
3 45.33 0.01 200 7 42.92 57.87 49.13 3.92 462.65
4 139.33 0.03 100 7 100.78 203.64 130.79 21.57 721.42
5 412.26 0.23 100 7 194.17 488.14 304.80 59.66 1707.97
slower that volume with MEM
improvements in optimization and volume implementation
improve also this
Future work - Open problems
1. describe an efficient random walk procedure for P given by
OPT instead of MEM
2. P of special case (e.g. Minkowski sum, resultant, secondary
polytope)
3. volume computation in the polar dual and Mahler volume
4. describe all edge directions of a resultant polytope
References
The code
http://sourceforge.net/projects/randgeom
Thank You !

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Oracle-based algorithms for high-dimensional polytopes.

  • 1. Oracle-based algorithms for high-dimensional polytopes Vissarion Fisikopoulos Joint work with I.Z. Emiris (UoA), B. G¨artner (ETHZ) Dept. of Informatics & Telecommunications, University of Athens Workshop on Geometric Computing, Heraklion, Crete, 22.Jan.2013
  • 2. Motivation: Secondary & Resultant polytopes Previous work: Oracle (optimization) & output-sensitive algorthm [EFKP SoCG’12]
  • 3. Motivation: Secondary & Resultant polytopes Previous work: Oracle (optimization) & output-sensitive algorthm [EFKP SoCG’12] In practice: computation in < 7 dimensions
  • 4. Motivation: Secondary & Resultant polytopes Previous work: Oracle (optimization) & output-sensitive algorthm [EFKP SoCG’12] In practice: computation in < 7 dimensions Q: Can we compute information when dim. > 7 ? eg. volume
  • 5. Motivation: Secondary & Resultant polytopes Previous work: Oracle (optimization) & output-sensitive algorthm [EFKP SoCG’12] In practice: computation in < 7 dimensions Q: Can we compute information when dim. > 7 ? eg. volume Q: More polytopes given by optimization oracles ?
  • 6. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks: Optimization & Volume computation Experimental Results
  • 7. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks: Optimization & Volume computation Experimental Results
  • 8. Polytope representation Convex polytope P ∈ Rn. Explicit: Vertex-, Halfspace - representation (VP, HP), Edge-sketelon (ESP), Triangulation (TP), Face lattice Implicit: Oracles (OPTP, SEPP, MEMP) Motivation-Applications Resultant, Discriminant, Secondary polytopes (Generalized) Minkowski sums
  • 9. Oracles and duality [Gr¨otschel et al.’93] OPT(c) VIOLATE(c) VALIDATE(c) MEMBER(x) SEPAR(x) binary search F F, D F, D F cT , x ∈ Rn Feasibility (F) (Polar) Duality (D): 0 ∈ int(P), P∗ := {c ∈ Rn : cT x ≤ 1, for all x ∈ P} ⊆ (Rn )∗
  • 10. Oracles and duality [Gr¨otschel et al.’93] OPT(c) VIOLATE(c) VALIDATE(c) MEMBER(x) SEPAR(x) binary search F F, D F, D F cT , x ∈ Rn Feasibility (F) (Polar) Duality (D): 0 ∈ int(P), P∗ := {c ∈ Rn : cT x ≤ 1, for all x ∈ P} ⊆ (Rn )∗ Given OPTIMIZATION compute SEPARATION.
  • 11. Polytope change of representation Problem Algorithm Complexity VP → HP Convex hull EXP OPTP → TP Incremental [EFKP’12] P(in,out) Feasibility Ellipsoid [Kha’79], Pbit, ZPP Las Vegas [BV’04] OPTP + Incremental [EFG’12] Pbit(in,out) {edge dir.} → ESP MEMP → Monte-Carlo BPP -approx vol(P) [Dyer et.al’91,LV’04]
  • 12. Polytope change of representation Problem Algorithm Complexity VP → HP Convex hull EXP OPTP → TP Incremental [EFKP’12] P(in,out) Feasibility Ellipsoid [Kha’79], Pbit, ZPP Las Vegas [BV’04] OPTP + Incremental [EFG’12] Pbit(in,out) {edge dir.} → ESP MEMP → Monte-Carlo BPP -approx vol(P) [Dyer et.al’91,LV’04] Our contribution: Theory & Implementation
  • 13. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks: Optimization & Volume computation Experimental Results
  • 14. Edge skeleton computation Input: OPTP Edge directions of P: D Output: Edge-skeleton of P P Sketch of Algorithm: Compute a vertex of P (x = OPTP(c) for arbitrary cT ∈ Rn) Compute segments S = {(x, x + d), for all d ∈ D} Remove from S all segments (x, y) s.t. y /∈ P (OPTP → SEPP) Remove from S the segments that are not extreme
  • 15. Edge skeleton computation Proposition [RothblumOnn07] Let P ⊆ Rn given by OPTP, and E ⊇ D(P). All vertices of P can be computed in O(|E|n−1 ) calls to OPTP + O(|E|n−1 ) arithmetic operations. Theorem The edge skeleton of P can be computed in O∗ (m3 n) calls to OPTP +O∗ (m3 n3.38 +m4 n) arithmetic operations, m: the number of vertices of P. Corollary For resultant polytopes R ⊂ Zn this becomes (d is a constant) O∗ (m3 n (d/2)+1 + m4 n).
  • 16. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks: Optimization & Volume computation Experimental Results
  • 17. Random points with Hit-and-Run x P B line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 18. Random points with Hit-and-Run x P line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 19. Random points with Hit-and-Run xP line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 20. Optimization using random walks [BV’04] z B P H b Optimization reduces to Feasibility: Input: SEPP, B, L = lg radius(B) radius(b) Output: z ∈ P ⊆ Rn or P is empty 1. Compute N random points y1, . . . , yN uniform in B; 2. Let z ← 1 N N i=1 yi; H ← SEPP(z); 3. If z ∈ P return z, else B ← B ∩ H; 4. Repeat steps 1-3, 2nL times; Report P is empty; Complexity: O∗(n) oracle calls + O∗(n7) arithm. oper.
  • 21. Volume computation using random walks [Dyer et.al’91] B(1) B(ρ) P Input: MEMP, ρ: B(1) ⊆ P ⊆ B(ρ) ⊆ Rn Output: -approximation vol(P) 1. Pi := P ∩ B(2i/n), i = 0 : n lg ρ ; P0 = B(1), Pn lg ρ = P 2. Generate rand. point in P0 3. Generate rand. points in Pi and count how many fall in Pi−1 vol(P) = vol(P0) m i=1 vol(Pi) vol(Pi−1) Complexity [Lov´asz et al.’04]: O∗(n4) oracle calls
  • 22. Volume of polytopes given by OPTP Input: OPTP, ρ: B(1) ⊆ P ⊆ B(ρ) Output: -approximation vol(P) Call volume algorithm Each MEMP oracle calls feasibility/optimization algorithm Corollary An approximation of the volume of resultant and Minkowski sum polytopes given by OPT oracles can be computed in O∗(n (d/2)+5 ) and O∗(n7.38) respectively, where d is a constant.
  • 23. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks: Optimization & Volume computation Experimental Results
  • 24. Experiments Optimization n-cubes (table), n-crosspolytopes, skinny crosspolytopes M: multipoint walk, H: Hit-and-Run walk Alg. O1 Alg. O2 Alg. O3 # rand. # walk n points steps M(sec) H(sec) M(sec) H(sec) M(sec) H(sec) 2 4 0 0.02 0.05 0.01 0.01 0.01 0.006 4 38 0 0.59 1.53 0.10 0.08 0.10 0.119 6 96 1 5.54 13.23 0.47 0.84 0.99 0.727 8 172 4 61.40 73.94 4.33 5.34 9.82 4.527 10 265 10 306.20 357.88 26.64 17.22 74.86 16.44 11 316 14 559.97 853.04 54.71 36.95 112.57 55.60 Efficient computation (< 1min) up to dimension 11 using Hit-and-Run
  • 25. Experiments Volume given Membership oracle n-cubes (table), n-crosspolytopes, σ=average absolute deviation, µ=average over 20 experiments exact exact # rand. # walk vol vol vol vol approx n vol sec points steps min max µ σ sec 2 4 0.06 2218 8 3.84 4.12 3.97 0.05 0.23 4 16 0.06 2738 7 14.99 16.25 15.59 0.32 1.77 6 64 0.09 5308 38 60.85 67.17 64.31 1.12 39.66 8 256 2.62 8215 16 242.08 262.95 252.71 5.09 46.83 10 1024 388.25 11370 40 964.58 1068.22 1019.02 30.72 228.58 12 4096 – 14725 82 3820.94 4247.96 4034.39 80.08 863.72 (the only known) implementation of [Lov´asz et al.’12] tested only for cubes up to n = 8 volume up to dimension 12 within mins with < 2% error no hope for exact methods in much higher than 10 dim the minimum and maximum values bounds the exact volume
  • 26. Experiments Volume of Minkowski sum Mink. sum of n-cube and n-crosspolytope, σ=average absolute deviation, µ=average over 10 experiments exact exact # rand. # walk vol vol vol vol approx n vol sec points steps min max µ σ sec 2 14.00 0.01 216 11 12.60 19.16 15.16 1.34 119.00 3 45.33 0.01 200 7 42.92 57.87 49.13 3.92 462.65 4 139.33 0.03 100 7 100.78 203.64 130.79 21.57 721.42 5 412.26 0.23 100 7 194.17 488.14 304.80 59.66 1707.97 slower that volume with MEM improvements in optimization and volume implementation improve also this
  • 27. Future work - Open problems 1. describe an efficient random walk procedure for P given by OPT instead of MEM 2. P of special case (e.g. Minkowski sum, resultant, secondary polytope) 3. volume computation in the polar dual and Mahler volume 4. describe all edge directions of a resultant polytope