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April 10, 2013
Polyhedral Computation
for Characterization of Region of Entropic Vectors
and Computation of Rate Regions of Coded Networks
Jayant Apte
ASPITRG
April 10, 2013
Introduction
April 10, 2013
Why do we care about this object?
Kolmogorov
Complexity
Group
Theory
Network
Coding
Combinatorics
Probability
Theory
Quantum
Mechanics
Matrix
Theory
April 10, 2013
Region of entropic vectors and
Network Coding
● Achievable Information Rate Region of multi-
source network coding problem is the set of all
possible rates at which multiple information
sources can be multicast simultaneously on a
network
● Most general of all network coding problems
● Implicit characterization in terms of region of
entropic vectors is available
April 10, 2013
Where does polyhedral computation
come into picture?
● Finding better polyhedral inner and outer
bounds on the region of entropic vectors
● Finding the the Achievable Information Rate
Region of multi-source network coding problem
by substituting in these better inner and outer
bounds in place of exact region of entropic
vectors in the implicit characterization.
● Both the problems above become problems of
polyhedral computation
April 10, 2013
Outline
● Background on Polyhedra
● Representation Conversion
– Lexicographic Reverse Search
– Double Description Method
● Polyhedral Projection
– Convex Hull Method(As implemented in chm0.1)
7Jayant Apte. ASPITRGApril 10, 2013
Convex Polyhedron
8Jayant Apte. ASPITRGApril 10, 2013
Examples of polyhedra
Bounded- Polytope Unbounded - polyhedron
9Jayant Apte. ASPITRGApril 10, 2013
H-Representation of a Polyhedron
10Jayant Apte. ASPITRGApril 10, 2013
V-Representation of a Polyhedron
11Jayant Apte. ASPITRGApril 10, 2013
Representation conversion
● Given the H-representation of a polyhedron,
compute V-representation: vertex enumeration
● Given the V-representation of a polyhedron,
compute the H-representation: facet
enumeration
12Jayant Apte. ASPITRGApril 10, 2013
Example
(1,0,0)
(0,0,0)
(0,1,0)
(1,1,0)
(0,1,1)
(0.5,0.5,1.5)
(1,1,1)
(0,0,1)
H-rep V-rep
13Jayant Apte. ASPITRGApril 10, 2013
Polyhedral Cone
14Jayant Apte. ASPITRGApril 10, 2013
A cone in
15Jayant Apte. ASPITRGApril 10, 2013
Homogenization
16Jayant Apte. ASPITRGApril 10, 2013
H-polyhedra
17Jayant Apte. ASPITRGApril 10, 2013
Example(d=2,d+1=3)
18Jayant Apte. ASPITRGApril 10, 2013
Example
19Jayant Apte. ASPITRGApril 10, 2013
V-polyhedra
20Jayant Apte. ASPITRGApril 10, 2013
Polar of a convex cone
21Jayant Apte. ASPITRGApril 10, 2013
Polar of a convex cone
22Jayant Apte. ASPITRGApril 10, 2013
Polar of a convex cone
H-representation V-representation
H-representationV-representation
Original space Polar/dual space
23Jayant Apte. ASPITRGApril 10, 2013
Equivalence of vertex-enumeration
and facet-enumeration
24Jayant Apte. ASPITRGApril 10, 2013
Equivalence of vertex-enumeration
and facet-enumeration
Perform Vertex Enumeration
on this cone.
25Jayant Apte. ASPITRGApril 10, 2013
Equivalence of vertex-enumeration
and facet-enumeration
Then take polar again to get
facets of this cone
Perform Vertex Enumeration
on this cone.
26Jayant Apte. ASPITRGApril 10, 2013
Minimality of H-representation
● If an inequality can be removed from an H-
representation of a polyhedron without
changing the polyhedron, then that inequality
is said to be redundant.
● An H-representation is minimal if there are no
redundant inequalities
27Jayant Apte. ASPITRGApril 10, 2013
Minimality of H-representation
• Magenta inequality can be removed
without changing the polyhedron
• Magenta inequality is redundant
28Jayant Apte. ASPITRGApril 10, 2013
Minimality of V-representation
● If an extreme point/extreme ray can be
removed from a V-representation of a
polyhedron without changing the polyhedron,
then that extreme point/extreme ray is said to
be redundant.
● A V-representation is minimal if there are no
redundant extreme points/extreme rays
29Jayant Apte. ASPITRGApril 10, 2013
Minimality of V-representation
30Jayant Apte. ASPITRGApril 10, 2013
Minimality of V-representation
The red points are redundant
31Jayant Apte. ASPITRGApril 10, 2013
Algorithm I
Lexicographic Reverse Search
32Jayant Apte. ASPITRGApril 10, 2013
Lexicographic Reverse Search
● A pivoting algorithm
● Based on variant of Simplex Method called
Lexicographic Simplex Method
33Jayant Apte. ASPITRGApril 10, 2013
A linear program
(1,0,0)
(0,0,0)
(0,1,0)
(1,1,0)
(0,1,1)
(0.5,0.5,1.5)
(1,1,1)
(0,0,1)
(1,0,1)
34Jayant Apte. ASPITRGApril 10, 2013
Add slack variables
No. of variables=n=12
No. of dimensions=d=3
35Jayant Apte. ASPITRGApril 10, 2013
Co-basis(N) and Basis(B)
d-subset of slack variables that are 0={ 9,10,11}: Co-basis
Remaining n-d variables can be grouped together: Basis
36Jayant Apte. ASPITRGApril 10, 2013
Co-basis(N) and Basis(B)
(0,0,1)
d-subset of slack variables that are 0={ 7,9,11}
37Jayant Apte. ASPITRGApril 10, 2013
Degeneracy
(0,0,1)
Vertex (0,0,1) has more than one co-bases
It is called a degenerate extreme point
38Jayant Apte. ASPITRGApril 10, 2013
Lexicographic Simplex Method
Overview
● Simplex Method maximizes/minimizes a linear objective
function over a polytope/polyhedron
● Uses dictionary as a primary data structure: Every basis-
cobasis pair has a dictionary corresponding to it
● Choose entering basis using least subscript rule.
If none is found, we've reached optimum
● Choose leaving the basis and going into
co-basis using lexicographic pivot selection rule. If none
is found, problem is unbounded
● Obtain the next dictionary corresponding to new
basis-cobasis pair by doing the pivot operation
denoted as pivot(r,s)
39Jayant Apte. ASPITRGApril 10, 2013
Lexicographic simplex on our
example
(1,0,0)
(0,0,0)
(0,1,0)
(1,1,0)
(0,1,1)
(0.5,0.5,1.5)
(1,1,1)
(0,0,1)
(1,0,1)
40Jayant Apte. ASPITRGApril 10, 2013
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(r,s): pivot(r,s)
41Jayant Apte. ASPITRGApril 10, 2013
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=(0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(r,s): pivot(r,s)
42Jayant Apte. ASPITRGApril 10, 2013
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(r,s): pivot(r,s)
43Jayant Apte. ASPITRGApril 10, 2013
P(9,5)
V=(1 1 1)
N=(6 8 5)
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(7,6)
V=(0.5 0.5 1.5)
N=(6 8 9)
P(11,8)
V=(0.5 0.5 1.5)
N=(7 8 9)
P(10,7)
V=(0 0 1)
N=(7 11 9)
P(12,9)
V=(0 0 1)
N=(10 11 9)
P(r,s): pivot(r,s)
44Jayant Apte. ASPITRGApril 10, 2013
P(9,5)
V=(1 1 1)
N=(6 8 5)
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(7,6)
V=(0.5 0.5 1.5)
N=(6 8 9)
P(11,8)
V=(0 0 1)
N=(7 8 9)
P(10,7)
V=(0 0 1)
N=(7 11 9)
P(12,9)
V=(0 0 1)
N=(10 11 9)
P(9,8)
V=(1 0 1)
N=(8 12 9)
P(r,s): pivot(r,s)
45Jayant Apte. ASPITRGApril 10, 2013
P(9,5)
V=(1 1 1)
N=(6 8 5)
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(7,6)
V=(0.5 0.5 1.5)
N=(6 8 9)
P(11,8)
V=(0 0 1)
N=(7 8 9)
P(10,7)
V=(0 0 1)
N=(7 11 9)
P(12,9)
V=(0 0 1)
N=(10 11 9)
P(9,8)
V=(1 0 1)
N=(8 12 9)
P(11,6)
V=(0 1 1)
N=(10 6 9)
P(r,s): pivot(r,s)
46Jayant Apte. ASPITRGApril 10, 2013
P(9,5)
V=(1 1 1)
N=(6 8 5)
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(7,6)
V=(0.5 0.5 1.5)
N=(6 8 9)
P(11,8)
V=(0 0 1)
N=(7 8 9)
P(10,7)
V=(0 0 1)
N=(7 11 9)
P(12,9)
V=(0 0 1)
N=(10 11 9)
P(9,8)
V=(1 0 1)
N=(8 12 9)
P(11,6)
V=(0 1 1)
N=(10 6 9)
P(r,s): pivot(r,s)
47Jayant Apte. ASPITRGApril 10, 2013
P(9,5)
V=(1 1 1)
N=(6 8 5)
P(12,6)
V=(0 1 1)
N=(10 5 6)
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
P(10,4)
P(12,8)
P(11,5)
V=(1 0 1)
N=(4 11 8)
V=(1 1 1)
N=(4 5 8)
P(11,5)
P(10,4)
V=0 1 0)
N=(10 5 12)
V=(1 1 0)
N=(4 5 12)
P(7,6)
V=(0.5 0.5 1.5)
N=(6 8 9)
P(11,8)
V=(0 0 1)
N=(7 8 9)
P(10,7)
V=(0 0 1)
N=(7 11 9)
P(12,9)
V=(0 0 1)
N=(10 11 9)
P(9,8)
V=(1 0 1)
N=(8 12 9)
P(11,6)
V=(0 1 1)
N=(10 6 9)
P(r,s): pivot(r,s)
●Tree formed by tracing all possible paths
of simplex method
●Reverse the direction of edges to get the
reverse search tree
48Jayant Apte. ASPITRGApril 10, 2013
ЯEVERSE Search
1. Start with dictionary corresponding to optimum vertex
2. Let current basis be B
3. For a certain and any is there a valid simplex
pivot from dictionary corresponding to to
the current dictionary?
4. Denoted as reverse(s), for and returns if answer
is yes else returns 0
5. If do pivot(r,s), go down the reverse
search tree by recursively performing 2-5
6. If reverse(s) returns 0 for all go back 1 level up the tree
using ordinary simplex pivot
49Jayant Apte. ASPITRGApril 10, 2013
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
R(10)=4
P(4,10)
R(11)=5
p(5,11)
R(12)=9
P(9,12)
R(12)=8
P(8,12)
R(11)=5
P(5,11)
R(10)=4
P(4,10)
R(12)=6
P(6,12)
R(11)=6
P(6,11)
R(10)=7
P(7,10)
R(9)=8
P(8,9)
R(11)=8
P(8,11)
R(7)=6
P(6,7)
R(9)=5
P(5,9)
V=(1 0 1)
N=(4 11 8)
V=0 1 0)
N=(10 5 12)
V=(0 0 1)
N=(10 11 9)
V=(1 1 0)
N=(4 5 12)
R(5)=0
R(4)=0
R(11)=0
R(8)=0
R(9)=0
V=(0 1 1)
N=(10 5 6)
V=(0.5 0.5 1.5)
N=(7 8 9)
V=(1 0 1)
N=(8 12 9)
V=(1 1 1)
N=(6 8 5)
V=(1 1 1)
N=(5 6 9)
V=(0 1 1)
N=(10 6 9)
V=(0 0 1)
N=(7 11 9)
R(9)=0
R(5)=0 R(6)=0 R(9)=0
R(7)=0
R(8)=0 R(12)=0
R(9)=0
V=(0.5 0.5 1.5)
N=(6 8 9)
R(6)=0 R(8)=0 R(5)=0
R(6)=0
R(8)=0 R(8)=0 R(12)=0 R(9)=0
R(4)=0 R(11)=0
R(4)=R(5)=R(12)
R(10)=R(5)=R(6)
R(s): reverse(s)
P(r,s): pivot(r,s)
50Jayant Apte. ASPITRGApril 10, 2013
V=(0 0 0)
N=( 10 11 12)
V=(1 0 0)
N=(4 11 12)
R(10)=4
P(4,10)
R(11)=5
p(5,11)
R(12)=9
P(9,12)
R(12)=8
P(8,12)
R(11)=5
P(5,11)
R(10)=4
P(4,10)
R(12)=6
P(6,12)
R(11)=6
P(6,11)
R(10)=7
P(7,10)
R(9)=8
P(8,9)
R(11)=8
P(8,11)
R(7)=6
P(6,7)
R(9)=5
P(5,9)
V=(1 0 1)
N=(4 11 8)
V=0 1 0)
N=(10 5 12)
V=(0 0 1)
N=(10 11 9)
V=(1 1 0)
N=(4 5 12)
R(5)=0
R(4)=0
R(11)=0
R(8)=0
R(9)=0
V=(0 1 1)
N=(10 5 6)
V=(0.5 0.5 1.5)
N=(7 8 9)
V=(1 0 1)
N=(8 12 9)
V=(1 1 1)
N=(6 8 5)
V=(1 1 1)
N=(5 6 9)
V=(0 1 1)
N=(10 6 9)
V=(0 0 1)
N=(7 11 9)
R(9)=0
R(5)=0 R(6)=0 R(9)=0
R(7)=0
R(8)=0 R(12)=0
R(9)=0
V=(0.5 0.5 1.5)
N=(6 8 9)
R(6)=0 R(8)=0 R(5)=0
R(6)=0
R(8)=0 R(8)=0 R(12)=0 R(9)=0
R(4)=0 R(11)=0
R(4)=R(5)=R(12)
R(10)=R(5)=R(6)
R(s): reverse(s)
P(r,s): pivot(r,s)
51Jayant Apte. ASPITRGApril 10, 2013
Problems with pivoting methods
● Degeneracy
● Duplicate output of extreme points
52Jayant Apte. ASPITRGApril 10, 2013
How Lexicographic Simplex deals
with them
● Degeneracy
– Lexicographic Simplex Method visits only a subset of
bases called Lex-positive Bases
● Duplicate output extreme points
– Out of the lex-positive basis we can identify a unique basis
called Lex-min Basis corresponding to each extreme point
– Output extreme point only if current basis is lex-min
● These features make Lexicographic simplex best
choice for reverse search
53Jayant Apte. ASPITRGApril 10, 2013
Algorithm II
Double Description Method
54Jayant Apte. ASPITRGApril 10, 2013
Definitions
55Jayant Apte. ASPITRGApril 10, 2013
Double Description Method:
The High Level Idea
● An Incremental Algorithm
● Starts with certain subset of rows of H-representation
of a cone to form initial H-representation
● Adds rest of the inequalities one by one constructing
the corresponding V-representation every iteration
● Thus, constructing the V-representation incrementally.
56Jayant Apte. ASPITRGApril 10, 2013
How it works?
57Jayant Apte. ASPITRGApril 10, 2013
Example
58Jayant Apte. ASPITRGApril 10, 2013
Example
59Jayant Apte. ASPITRGApril 10, 2013
Example
Consider a DD pair:
Insert new constraint:
60Jayant Apte. ASPITRGApril 10, 2013
Example
61Jayant Apte. ASPITRGApril 10, 2013
Example
62Jayant Apte. ASPITRGApril 10, 2013
Example
63Jayant Apte. ASPITRGApril 10, 2013
Example
64Jayant Apte. ASPITRGApril 10, 2013
Compute new rays(DD Lemma)
65Jayant Apte. ASPITRGApril 10, 2013
New DD pair
66Jayant Apte. ASPITRGApril 10, 2013
New cone
67Jayant Apte. ASPITRGApril 10, 2013
Minimality of representation
● New ray AD generated above is redundant
● What to do?
– Generate new rays for only those positive-negative
ray pairs that are adjacent
– Can check adjacency using either
combinatorial adjacency oracle or algebraic
adjacency oracle
● Prevents combinatorial explosion of number of
extreme rays
68Jayant Apte. ASPITRGApril 10, 2013
Algorithm III
Convex Hull Method
69Jayant Apte. ASPITRGApril 10, 2013
Polyhedral Projection
70Jayant Apte. ASPITRGApril 10, 2013
Example
71Jayant Apte. ASPITRGApril 10, 2013
CHM intuition (12,6,6)
(12,6)
72Jayant Apte. ASPITRGApril 10, 2013
How it works...
● If projection dimension=d, first find d+1 extreme points of
projection and their convex hull using procedure called
initialhull()
● Initialhull() gives us first approximation of projection
● Every iteration find one new extreme point of projection
and compute convex hull corresponding to pre-existing
extreme points and the new extreme point
● We stop when all the facets of current approximation
are facets of
73Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1
points of projection
initialhull( )
74Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
75Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
76Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
77Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
78Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
79Jayant Apte. ASPITRGApril 10, 2013
Finding the first d+1 points of
projection
80Jayant Apte. ASPITRGApril 10, 2013
Fact
● The cost functions for finding the extreme
points of projection can be obtained from
facets of that are not the facets of
● Checking whether a facet of is a facet of
can be accomplished by simply
running a linear program over
81Jayant Apte. ASPITRGApril 10, 2013
CHM
?
?
?
82Jayant Apte. ASPITRGApril 10, 2013
CHM
Not a facet of
83Jayant Apte. ASPITRGApril 10, 2013
CHM
84Jayant Apte. ASPITRGApril 10, 2013
CHM
85Jayant Apte. ASPITRGApril 10, 2013
Updating the current hull
to include new extreme
point of projection
updatehull( )
86Jayant Apte. ASPITRGApril 10, 2013
CHM
Existing hull
New Vertex
87Jayant Apte. ASPITRGApril 10, 2013
CHM
Existing hull
New Vertex
88Jayant Apte. ASPITRGApril 10, 2013
Updating hull via iteration of DD
Method
Homogenization Polar
DD Iteration
Polar Again
Reverse
Homogenization
Old Hull
New Hull
89Jayant Apte. ASPITRGApril 10, 2013
CHM
90Jayant Apte. ASPITRGApril 10, 2013
CHM
91Jayant Apte. ASPITRGApril 10, 2013
CHM
92Jayant Apte. ASPITRGApril 10, 2013
Runtime Comparison
93Jayant Apte. ASPITRGApril 10, 2013
Demonstration
94Jayant Apte. ASPITRGApril 10, 2013
Questions
95Jayant Apte. ASPITRGApril 10, 2013
Vertices of
96Jayant Apte. ASPITRGApril 10, 2013
Vertices of
97Jayant Apte. ASPITRGApril 10, 2013
Vertices of
98Jayant Apte. ASPITRGApril 10, 2013
Vertices of
99Jayant Apte. ASPITRGApril 10, 2013
Vertices of

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Candidacy Exam Talk

  • 1. April 10, 2013 Polyhedral Computation for Characterization of Region of Entropic Vectors and Computation of Rate Regions of Coded Networks Jayant Apte ASPITRG
  • 3. April 10, 2013 Why do we care about this object? Kolmogorov Complexity Group Theory Network Coding Combinatorics Probability Theory Quantum Mechanics Matrix Theory
  • 4. April 10, 2013 Region of entropic vectors and Network Coding ● Achievable Information Rate Region of multi- source network coding problem is the set of all possible rates at which multiple information sources can be multicast simultaneously on a network ● Most general of all network coding problems ● Implicit characterization in terms of region of entropic vectors is available
  • 5. April 10, 2013 Where does polyhedral computation come into picture? ● Finding better polyhedral inner and outer bounds on the region of entropic vectors ● Finding the the Achievable Information Rate Region of multi-source network coding problem by substituting in these better inner and outer bounds in place of exact region of entropic vectors in the implicit characterization. ● Both the problems above become problems of polyhedral computation
  • 6. April 10, 2013 Outline ● Background on Polyhedra ● Representation Conversion – Lexicographic Reverse Search – Double Description Method ● Polyhedral Projection – Convex Hull Method(As implemented in chm0.1)
  • 7. 7Jayant Apte. ASPITRGApril 10, 2013 Convex Polyhedron
  • 8. 8Jayant Apte. ASPITRGApril 10, 2013 Examples of polyhedra Bounded- Polytope Unbounded - polyhedron
  • 9. 9Jayant Apte. ASPITRGApril 10, 2013 H-Representation of a Polyhedron
  • 10. 10Jayant Apte. ASPITRGApril 10, 2013 V-Representation of a Polyhedron
  • 11. 11Jayant Apte. ASPITRGApril 10, 2013 Representation conversion ● Given the H-representation of a polyhedron, compute V-representation: vertex enumeration ● Given the V-representation of a polyhedron, compute the H-representation: facet enumeration
  • 12. 12Jayant Apte. ASPITRGApril 10, 2013 Example (1,0,0) (0,0,0) (0,1,0) (1,1,0) (0,1,1) (0.5,0.5,1.5) (1,1,1) (0,0,1) H-rep V-rep
  • 13. 13Jayant Apte. ASPITRGApril 10, 2013 Polyhedral Cone
  • 14. 14Jayant Apte. ASPITRGApril 10, 2013 A cone in
  • 15. 15Jayant Apte. ASPITRGApril 10, 2013 Homogenization
  • 16. 16Jayant Apte. ASPITRGApril 10, 2013 H-polyhedra
  • 17. 17Jayant Apte. ASPITRGApril 10, 2013 Example(d=2,d+1=3)
  • 18. 18Jayant Apte. ASPITRGApril 10, 2013 Example
  • 19. 19Jayant Apte. ASPITRGApril 10, 2013 V-polyhedra
  • 20. 20Jayant Apte. ASPITRGApril 10, 2013 Polar of a convex cone
  • 21. 21Jayant Apte. ASPITRGApril 10, 2013 Polar of a convex cone
  • 22. 22Jayant Apte. ASPITRGApril 10, 2013 Polar of a convex cone H-representation V-representation H-representationV-representation Original space Polar/dual space
  • 23. 23Jayant Apte. ASPITRGApril 10, 2013 Equivalence of vertex-enumeration and facet-enumeration
  • 24. 24Jayant Apte. ASPITRGApril 10, 2013 Equivalence of vertex-enumeration and facet-enumeration Perform Vertex Enumeration on this cone.
  • 25. 25Jayant Apte. ASPITRGApril 10, 2013 Equivalence of vertex-enumeration and facet-enumeration Then take polar again to get facets of this cone Perform Vertex Enumeration on this cone.
  • 26. 26Jayant Apte. ASPITRGApril 10, 2013 Minimality of H-representation ● If an inequality can be removed from an H- representation of a polyhedron without changing the polyhedron, then that inequality is said to be redundant. ● An H-representation is minimal if there are no redundant inequalities
  • 27. 27Jayant Apte. ASPITRGApril 10, 2013 Minimality of H-representation • Magenta inequality can be removed without changing the polyhedron • Magenta inequality is redundant
  • 28. 28Jayant Apte. ASPITRGApril 10, 2013 Minimality of V-representation ● If an extreme point/extreme ray can be removed from a V-representation of a polyhedron without changing the polyhedron, then that extreme point/extreme ray is said to be redundant. ● A V-representation is minimal if there are no redundant extreme points/extreme rays
  • 29. 29Jayant Apte. ASPITRGApril 10, 2013 Minimality of V-representation
  • 30. 30Jayant Apte. ASPITRGApril 10, 2013 Minimality of V-representation The red points are redundant
  • 31. 31Jayant Apte. ASPITRGApril 10, 2013 Algorithm I Lexicographic Reverse Search
  • 32. 32Jayant Apte. ASPITRGApril 10, 2013 Lexicographic Reverse Search ● A pivoting algorithm ● Based on variant of Simplex Method called Lexicographic Simplex Method
  • 33. 33Jayant Apte. ASPITRGApril 10, 2013 A linear program (1,0,0) (0,0,0) (0,1,0) (1,1,0) (0,1,1) (0.5,0.5,1.5) (1,1,1) (0,0,1) (1,0,1)
  • 34. 34Jayant Apte. ASPITRGApril 10, 2013 Add slack variables No. of variables=n=12 No. of dimensions=d=3
  • 35. 35Jayant Apte. ASPITRGApril 10, 2013 Co-basis(N) and Basis(B) d-subset of slack variables that are 0={ 9,10,11}: Co-basis Remaining n-d variables can be grouped together: Basis
  • 36. 36Jayant Apte. ASPITRGApril 10, 2013 Co-basis(N) and Basis(B) (0,0,1) d-subset of slack variables that are 0={ 7,9,11}
  • 37. 37Jayant Apte. ASPITRGApril 10, 2013 Degeneracy (0,0,1) Vertex (0,0,1) has more than one co-bases It is called a degenerate extreme point
  • 38. 38Jayant Apte. ASPITRGApril 10, 2013 Lexicographic Simplex Method Overview ● Simplex Method maximizes/minimizes a linear objective function over a polytope/polyhedron ● Uses dictionary as a primary data structure: Every basis- cobasis pair has a dictionary corresponding to it ● Choose entering basis using least subscript rule. If none is found, we've reached optimum ● Choose leaving the basis and going into co-basis using lexicographic pivot selection rule. If none is found, problem is unbounded ● Obtain the next dictionary corresponding to new basis-cobasis pair by doing the pivot operation denoted as pivot(r,s)
  • 39. 39Jayant Apte. ASPITRGApril 10, 2013 Lexicographic simplex on our example (1,0,0) (0,0,0) (0,1,0) (1,1,0) (0,1,1) (0.5,0.5,1.5) (1,1,1) (0,0,1) (1,0,1)
  • 40. 40Jayant Apte. ASPITRGApril 10, 2013 V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(r,s): pivot(r,s)
  • 41. 41Jayant Apte. ASPITRGApril 10, 2013 V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=(0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(r,s): pivot(r,s)
  • 42. 42Jayant Apte. ASPITRGApril 10, 2013 P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(r,s): pivot(r,s)
  • 43. 43Jayant Apte. ASPITRGApril 10, 2013 P(9,5) V=(1 1 1) N=(6 8 5) P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(7,6) V=(0.5 0.5 1.5) N=(6 8 9) P(11,8) V=(0.5 0.5 1.5) N=(7 8 9) P(10,7) V=(0 0 1) N=(7 11 9) P(12,9) V=(0 0 1) N=(10 11 9) P(r,s): pivot(r,s)
  • 44. 44Jayant Apte. ASPITRGApril 10, 2013 P(9,5) V=(1 1 1) N=(6 8 5) P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(7,6) V=(0.5 0.5 1.5) N=(6 8 9) P(11,8) V=(0 0 1) N=(7 8 9) P(10,7) V=(0 0 1) N=(7 11 9) P(12,9) V=(0 0 1) N=(10 11 9) P(9,8) V=(1 0 1) N=(8 12 9) P(r,s): pivot(r,s)
  • 45. 45Jayant Apte. ASPITRGApril 10, 2013 P(9,5) V=(1 1 1) N=(6 8 5) P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(7,6) V=(0.5 0.5 1.5) N=(6 8 9) P(11,8) V=(0 0 1) N=(7 8 9) P(10,7) V=(0 0 1) N=(7 11 9) P(12,9) V=(0 0 1) N=(10 11 9) P(9,8) V=(1 0 1) N=(8 12 9) P(11,6) V=(0 1 1) N=(10 6 9) P(r,s): pivot(r,s)
  • 46. 46Jayant Apte. ASPITRGApril 10, 2013 P(9,5) V=(1 1 1) N=(6 8 5) P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(7,6) V=(0.5 0.5 1.5) N=(6 8 9) P(11,8) V=(0 0 1) N=(7 8 9) P(10,7) V=(0 0 1) N=(7 11 9) P(12,9) V=(0 0 1) N=(10 11 9) P(9,8) V=(1 0 1) N=(8 12 9) P(11,6) V=(0 1 1) N=(10 6 9) P(r,s): pivot(r,s)
  • 47. 47Jayant Apte. ASPITRGApril 10, 2013 P(9,5) V=(1 1 1) N=(6 8 5) P(12,6) V=(0 1 1) N=(10 5 6) V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) P(10,4) P(12,8) P(11,5) V=(1 0 1) N=(4 11 8) V=(1 1 1) N=(4 5 8) P(11,5) P(10,4) V=0 1 0) N=(10 5 12) V=(1 1 0) N=(4 5 12) P(7,6) V=(0.5 0.5 1.5) N=(6 8 9) P(11,8) V=(0 0 1) N=(7 8 9) P(10,7) V=(0 0 1) N=(7 11 9) P(12,9) V=(0 0 1) N=(10 11 9) P(9,8) V=(1 0 1) N=(8 12 9) P(11,6) V=(0 1 1) N=(10 6 9) P(r,s): pivot(r,s) ●Tree formed by tracing all possible paths of simplex method ●Reverse the direction of edges to get the reverse search tree
  • 48. 48Jayant Apte. ASPITRGApril 10, 2013 ЯEVERSE Search 1. Start with dictionary corresponding to optimum vertex 2. Let current basis be B 3. For a certain and any is there a valid simplex pivot from dictionary corresponding to to the current dictionary? 4. Denoted as reverse(s), for and returns if answer is yes else returns 0 5. If do pivot(r,s), go down the reverse search tree by recursively performing 2-5 6. If reverse(s) returns 0 for all go back 1 level up the tree using ordinary simplex pivot
  • 49. 49Jayant Apte. ASPITRGApril 10, 2013 V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) R(10)=4 P(4,10) R(11)=5 p(5,11) R(12)=9 P(9,12) R(12)=8 P(8,12) R(11)=5 P(5,11) R(10)=4 P(4,10) R(12)=6 P(6,12) R(11)=6 P(6,11) R(10)=7 P(7,10) R(9)=8 P(8,9) R(11)=8 P(8,11) R(7)=6 P(6,7) R(9)=5 P(5,9) V=(1 0 1) N=(4 11 8) V=0 1 0) N=(10 5 12) V=(0 0 1) N=(10 11 9) V=(1 1 0) N=(4 5 12) R(5)=0 R(4)=0 R(11)=0 R(8)=0 R(9)=0 V=(0 1 1) N=(10 5 6) V=(0.5 0.5 1.5) N=(7 8 9) V=(1 0 1) N=(8 12 9) V=(1 1 1) N=(6 8 5) V=(1 1 1) N=(5 6 9) V=(0 1 1) N=(10 6 9) V=(0 0 1) N=(7 11 9) R(9)=0 R(5)=0 R(6)=0 R(9)=0 R(7)=0 R(8)=0 R(12)=0 R(9)=0 V=(0.5 0.5 1.5) N=(6 8 9) R(6)=0 R(8)=0 R(5)=0 R(6)=0 R(8)=0 R(8)=0 R(12)=0 R(9)=0 R(4)=0 R(11)=0 R(4)=R(5)=R(12) R(10)=R(5)=R(6) R(s): reverse(s) P(r,s): pivot(r,s)
  • 50. 50Jayant Apte. ASPITRGApril 10, 2013 V=(0 0 0) N=( 10 11 12) V=(1 0 0) N=(4 11 12) R(10)=4 P(4,10) R(11)=5 p(5,11) R(12)=9 P(9,12) R(12)=8 P(8,12) R(11)=5 P(5,11) R(10)=4 P(4,10) R(12)=6 P(6,12) R(11)=6 P(6,11) R(10)=7 P(7,10) R(9)=8 P(8,9) R(11)=8 P(8,11) R(7)=6 P(6,7) R(9)=5 P(5,9) V=(1 0 1) N=(4 11 8) V=0 1 0) N=(10 5 12) V=(0 0 1) N=(10 11 9) V=(1 1 0) N=(4 5 12) R(5)=0 R(4)=0 R(11)=0 R(8)=0 R(9)=0 V=(0 1 1) N=(10 5 6) V=(0.5 0.5 1.5) N=(7 8 9) V=(1 0 1) N=(8 12 9) V=(1 1 1) N=(6 8 5) V=(1 1 1) N=(5 6 9) V=(0 1 1) N=(10 6 9) V=(0 0 1) N=(7 11 9) R(9)=0 R(5)=0 R(6)=0 R(9)=0 R(7)=0 R(8)=0 R(12)=0 R(9)=0 V=(0.5 0.5 1.5) N=(6 8 9) R(6)=0 R(8)=0 R(5)=0 R(6)=0 R(8)=0 R(8)=0 R(12)=0 R(9)=0 R(4)=0 R(11)=0 R(4)=R(5)=R(12) R(10)=R(5)=R(6) R(s): reverse(s) P(r,s): pivot(r,s)
  • 51. 51Jayant Apte. ASPITRGApril 10, 2013 Problems with pivoting methods ● Degeneracy ● Duplicate output of extreme points
  • 52. 52Jayant Apte. ASPITRGApril 10, 2013 How Lexicographic Simplex deals with them ● Degeneracy – Lexicographic Simplex Method visits only a subset of bases called Lex-positive Bases ● Duplicate output extreme points – Out of the lex-positive basis we can identify a unique basis called Lex-min Basis corresponding to each extreme point – Output extreme point only if current basis is lex-min ● These features make Lexicographic simplex best choice for reverse search
  • 53. 53Jayant Apte. ASPITRGApril 10, 2013 Algorithm II Double Description Method
  • 54. 54Jayant Apte. ASPITRGApril 10, 2013 Definitions
  • 55. 55Jayant Apte. ASPITRGApril 10, 2013 Double Description Method: The High Level Idea ● An Incremental Algorithm ● Starts with certain subset of rows of H-representation of a cone to form initial H-representation ● Adds rest of the inequalities one by one constructing the corresponding V-representation every iteration ● Thus, constructing the V-representation incrementally.
  • 56. 56Jayant Apte. ASPITRGApril 10, 2013 How it works?
  • 57. 57Jayant Apte. ASPITRGApril 10, 2013 Example
  • 58. 58Jayant Apte. ASPITRGApril 10, 2013 Example
  • 59. 59Jayant Apte. ASPITRGApril 10, 2013 Example Consider a DD pair: Insert new constraint:
  • 60. 60Jayant Apte. ASPITRGApril 10, 2013 Example
  • 61. 61Jayant Apte. ASPITRGApril 10, 2013 Example
  • 62. 62Jayant Apte. ASPITRGApril 10, 2013 Example
  • 63. 63Jayant Apte. ASPITRGApril 10, 2013 Example
  • 64. 64Jayant Apte. ASPITRGApril 10, 2013 Compute new rays(DD Lemma)
  • 65. 65Jayant Apte. ASPITRGApril 10, 2013 New DD pair
  • 66. 66Jayant Apte. ASPITRGApril 10, 2013 New cone
  • 67. 67Jayant Apte. ASPITRGApril 10, 2013 Minimality of representation ● New ray AD generated above is redundant ● What to do? – Generate new rays for only those positive-negative ray pairs that are adjacent – Can check adjacency using either combinatorial adjacency oracle or algebraic adjacency oracle ● Prevents combinatorial explosion of number of extreme rays
  • 68. 68Jayant Apte. ASPITRGApril 10, 2013 Algorithm III Convex Hull Method
  • 69. 69Jayant Apte. ASPITRGApril 10, 2013 Polyhedral Projection
  • 70. 70Jayant Apte. ASPITRGApril 10, 2013 Example
  • 71. 71Jayant Apte. ASPITRGApril 10, 2013 CHM intuition (12,6,6) (12,6)
  • 72. 72Jayant Apte. ASPITRGApril 10, 2013 How it works... ● If projection dimension=d, first find d+1 extreme points of projection and their convex hull using procedure called initialhull() ● Initialhull() gives us first approximation of projection ● Every iteration find one new extreme point of projection and compute convex hull corresponding to pre-existing extreme points and the new extreme point ● We stop when all the facets of current approximation are facets of
  • 73. 73Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection initialhull( )
  • 74. 74Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 75. 75Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 76. 76Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 77. 77Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 78. 78Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 79. 79Jayant Apte. ASPITRGApril 10, 2013 Finding the first d+1 points of projection
  • 80. 80Jayant Apte. ASPITRGApril 10, 2013 Fact ● The cost functions for finding the extreme points of projection can be obtained from facets of that are not the facets of ● Checking whether a facet of is a facet of can be accomplished by simply running a linear program over
  • 81. 81Jayant Apte. ASPITRGApril 10, 2013 CHM ? ? ?
  • 82. 82Jayant Apte. ASPITRGApril 10, 2013 CHM Not a facet of
  • 85. 85Jayant Apte. ASPITRGApril 10, 2013 Updating the current hull to include new extreme point of projection updatehull( )
  • 86. 86Jayant Apte. ASPITRGApril 10, 2013 CHM Existing hull New Vertex
  • 87. 87Jayant Apte. ASPITRGApril 10, 2013 CHM Existing hull New Vertex
  • 88. 88Jayant Apte. ASPITRGApril 10, 2013 Updating hull via iteration of DD Method Homogenization Polar DD Iteration Polar Again Reverse Homogenization Old Hull New Hull
  • 92. 92Jayant Apte. ASPITRGApril 10, 2013 Runtime Comparison
  • 93. 93Jayant Apte. ASPITRGApril 10, 2013 Demonstration
  • 94. 94Jayant Apte. ASPITRGApril 10, 2013 Questions
  • 95. 95Jayant Apte. ASPITRGApril 10, 2013 Vertices of
  • 96. 96Jayant Apte. ASPITRGApril 10, 2013 Vertices of
  • 97. 97Jayant Apte. ASPITRGApril 10, 2013 Vertices of
  • 98. 98Jayant Apte. ASPITRGApril 10, 2013 Vertices of
  • 99. 99Jayant Apte. ASPITRGApril 10, 2013 Vertices of