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Efficient volume and edge-skeleton computation
for polytopes defined by oracles
Vissarion Fisikopoulos
Joint work with I.Z. Emiris (UoA), B. G¨artner (ETHZ)
Dept. of Informatics & Telecommunications, University of Athens
EuroCG, TU Braunschweig, 19.Mar.2013
Main motivation: resultant polytopes
Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12]
vertex oracle + incremental construction = output-sensitive
Main motivation: resultant polytopes
Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12]
vertex oracle + incremental construction = output-sensitive
Software: computation in < 7 dimensions
Main motivation: resultant polytopes
Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12]
vertex oracle + incremental construction = output-sensitive
Software: computation in < 7 dimensions
Q: Can we compute information when dim. > 7 ? (eg. volume)
Main motivation: resultant polytopes
Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12]
vertex oracle + incremental construction = output-sensitive
Software: computation in < 7 dimensions
Q: Can we compute information when dim. > 7 ? (eg. volume)
Hint: Can precompute all edge vectors, if the input is generic.
Applications
Geometric Modeling (Implicitization) [EKKL’12]
Combinatorics of 4-d resultant polytopes (with Emiris &
Dickenstein)
(figure courtesy of M.Joswig)
Facet and vertex graph of the largest 4-dimensional resultant polytope
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks & Volume approximation
Experimental Results
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks & Volume approximation
Experimental Results
Polytope representation
Convex polytope P ∈ Rn.
Explicit: Vertex-, Halfspace - representation (VP, HP),
Edge-sketelon (ESP), Triangulation (TP), Face lattice
Implicit: Oracles (OPTP, MEMP)
We study algorithms for polytopes given by OPTP:
Resultant, Discriminant, Secondary polytopes
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)
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)
Prop. Given OPT compute MEM in O∗(n) OPTP calls +
O∗(n3.38) arithmetic ops. utilizing algorithm of [Vaidya89]
Note: O∗
(·) hides log factors of ρ/r, where B(ρ) ⊆ P ⊆ B(r).
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks & Volume approximation
Experimental Results
Edge skeleton computation
Input:
OPTP
Edge vec. P (dir. & len.): D
Output:
Edge-skeleton of P
P
c
Sketch of Algorithm:
Compute a vertex of P (x = OPTP(c) for arbitrary cT ∈ Rn)
Edge skeleton computation
Input:
OPTP
Edge vec. P (dir. & len.): 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}
Edge skeleton computation
Input:
OPTP
Edge vec. P (dir. & len.): 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 → MEMP)
Edge skeleton computation
Input:
OPTP
Edge vec. P (dir. & len.): 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 → MEMP)
Remove from S the segments that are not extreme
Edge skeleton computation
Input:
OPTP
Edge vec. P (dir. & len.): 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 → MEMP)
Remove from S the segments that are not extreme
Open problem 1: Do not use OPTP → MEMP.
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 & Volume approximation
Experimental Results
Efficient volume approximation [Dyer et.al’91]
B(1)
B(ρ)
P
Volume approximation of P reduces to
uniform sampling from P
Proposition (Lov´asz et al.’04)
The volume of P ⊆ Rn, given by MEMP oracle s.t.
B(1) ⊆ P ⊆ B(ρ), can be approximated with relative error ε and
probability 1 − δ using
O
n4
ε2
log9 n
εδ
+ n4
log8 n
δ
log ρ = O∗
(n4
)
oracle calls.
Note: O∗
(·) hides polylog factors in argument and error parameter
Random points in polytopes with MEMP
P
xB
Hit-and-Run walk
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Random points in polytopes with MEMP
P
x
Hit-and-Run walk
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Random points in polytopes with MEMP
P
x
Hit-and-Run walk
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
Random points in polytopes with MEMP
P
Hit-and-Run walk
line through x, uniform on
Bx(1)
move x to a uniform
disrtibuted point on P ∩
x will be “uniformly disrtibuted” in P after O(n3) hit-and-run
steps [Lov´asz98]
Random points in polytopes with OPTP
P
1. Hit-and-Run walk
with OPT → MEM in every step
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.
Random points in polytopes with OPTP REVISITED
P
x
1. Hit-and-Run walk
with OPT → MEM in every step
2. Vertex walk
for uniform c compute OPTP(c)
segment , connect x, OPTP(c)
move x to a uniform disrtibuted
point on
Random points in polytopes with OPTP REVISITED
P
x
1. Hit-and-Run walk
with OPT → MEM in every step
2. Vertex walk
for uniform c compute OPTP(c)
segment , connect x, OPTP(c)
move x to a uniform disrtibuted
point on
Random points in polytopes with OPTP REVISITED
P
x
1. Hit-and-Run walk
with OPT → MEM in every step
2. Vertex walk
for uniform c compute OPTP(c)
segment , connect x, OPTP(c)
move x to a uniform disrtibuted
point on
Random points in polytopes with OPTP REVISITED
1. Hit-and-Run walk
with OPT → MEM in every step
2. Vertex walk
for uniform c compute OPTP(c)
segment , connect x, OPTP(c)
move x to a uniform disrtibuted
point on
Open problem 2: Generate uniform points in P using OPTP
Outline
Polytope Representation & Oracles
Edge Skeleton Computation
Geometric Random Walks & Volume approximation
Experimental Results
Experiments Volume given Membership oracle
n-cubes (table), σ=average absolute deviation, µ=average
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
no hope for exact methods in much higher than 10 dim
Experimental evidences:
volume up to dimension 12 within mins with < 2% error
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
at every hit-and-run step: OPT → MEM
Implementation: LasVegas optimization algorithm of
[BertsimasVempala04]
slower than volume with MEM but improvements in
optimization and volume implementation improve also this
Last slide !
The code
http://sourceforge.net/projects/randgeom
Thank You !!!

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Efficient Volume and Edge-Skeleton Computation for Polytopes Given by Oracles

  • 1. Efficient volume and edge-skeleton computation for polytopes defined by oracles Vissarion Fisikopoulos Joint work with I.Z. Emiris (UoA), B. G¨artner (ETHZ) Dept. of Informatics & Telecommunications, University of Athens EuroCG, TU Braunschweig, 19.Mar.2013
  • 2. Main motivation: resultant polytopes Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12] vertex oracle + incremental construction = output-sensitive
  • 3. Main motivation: resultant polytopes Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12] vertex oracle + incremental construction = output-sensitive Software: computation in < 7 dimensions
  • 4. Main motivation: resultant polytopes Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12] vertex oracle + incremental construction = output-sensitive Software: computation in < 7 dimensions Q: Can we compute information when dim. > 7 ? (eg. volume)
  • 5. Main motivation: resultant polytopes Algorithm: [Emiris F Konaxis Pe˜naranda SoCG’12] vertex oracle + incremental construction = output-sensitive Software: computation in < 7 dimensions Q: Can we compute information when dim. > 7 ? (eg. volume) Hint: Can precompute all edge vectors, if the input is generic.
  • 6. Applications Geometric Modeling (Implicitization) [EKKL’12] Combinatorics of 4-d resultant polytopes (with Emiris & Dickenstein) (figure courtesy of M.Joswig) Facet and vertex graph of the largest 4-dimensional resultant polytope
  • 7. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks & Volume approximation Experimental Results
  • 8. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks & Volume approximation Experimental Results
  • 9. Polytope representation Convex polytope P ∈ Rn. Explicit: Vertex-, Halfspace - representation (VP, HP), Edge-sketelon (ESP), Triangulation (TP), Face lattice Implicit: Oracles (OPTP, MEMP) We study algorithms for polytopes given by OPTP: Resultant, Discriminant, Secondary polytopes Minkowski sums
  • 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)
  • 11. 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 )∗
  • 12. 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) Prop. Given OPT compute MEM in O∗(n) OPTP calls + O∗(n3.38) arithmetic ops. utilizing algorithm of [Vaidya89] Note: O∗ (·) hides log factors of ρ/r, where B(ρ) ⊆ P ⊆ B(r).
  • 13. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks & Volume approximation Experimental Results
  • 14. Edge skeleton computation Input: OPTP Edge vec. P (dir. & len.): D Output: Edge-skeleton of P P c Sketch of Algorithm: Compute a vertex of P (x = OPTP(c) for arbitrary cT ∈ Rn)
  • 15. Edge skeleton computation Input: OPTP Edge vec. P (dir. & len.): 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}
  • 16. Edge skeleton computation Input: OPTP Edge vec. P (dir. & len.): 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 → MEMP)
  • 17. Edge skeleton computation Input: OPTP Edge vec. P (dir. & len.): 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 → MEMP) Remove from S the segments that are not extreme
  • 18. Edge skeleton computation Input: OPTP Edge vec. P (dir. & len.): 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 → MEMP) Remove from S the segments that are not extreme Open problem 1: Do not use OPTP → MEMP.
  • 19. 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).
  • 20. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks & Volume approximation Experimental Results
  • 21. Efficient volume approximation [Dyer et.al’91] B(1) B(ρ) P Volume approximation of P reduces to uniform sampling from P Proposition (Lov´asz et al.’04) The volume of P ⊆ Rn, given by MEMP oracle s.t. B(1) ⊆ P ⊆ B(ρ), can be approximated with relative error ε and probability 1 − δ using O n4 ε2 log9 n εδ + n4 log8 n δ log ρ = O∗ (n4 ) oracle calls. Note: O∗ (·) hides polylog factors in argument and error parameter
  • 22. Random points in polytopes with MEMP P xB Hit-and-Run walk line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 23. Random points in polytopes with MEMP P x Hit-and-Run walk line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 24. Random points in polytopes with MEMP P x Hit-and-Run walk line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩
  • 25. Random points in polytopes with MEMP P Hit-and-Run walk line through x, uniform on Bx(1) move x to a uniform disrtibuted point on P ∩ x will be “uniformly disrtibuted” in P after O(n3) hit-and-run steps [Lov´asz98]
  • 26. Random points in polytopes with OPTP P 1. Hit-and-Run walk with OPT → MEM in every step
  • 27. 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.
  • 28. Random points in polytopes with OPTP REVISITED P x 1. Hit-and-Run walk with OPT → MEM in every step 2. Vertex walk for uniform c compute OPTP(c) segment , connect x, OPTP(c) move x to a uniform disrtibuted point on
  • 29. Random points in polytopes with OPTP REVISITED P x 1. Hit-and-Run walk with OPT → MEM in every step 2. Vertex walk for uniform c compute OPTP(c) segment , connect x, OPTP(c) move x to a uniform disrtibuted point on
  • 30. Random points in polytopes with OPTP REVISITED P x 1. Hit-and-Run walk with OPT → MEM in every step 2. Vertex walk for uniform c compute OPTP(c) segment , connect x, OPTP(c) move x to a uniform disrtibuted point on
  • 31. Random points in polytopes with OPTP REVISITED 1. Hit-and-Run walk with OPT → MEM in every step 2. Vertex walk for uniform c compute OPTP(c) segment , connect x, OPTP(c) move x to a uniform disrtibuted point on Open problem 2: Generate uniform points in P using OPTP
  • 32. Outline Polytope Representation & Oracles Edge Skeleton Computation Geometric Random Walks & Volume approximation Experimental Results
  • 33. Experiments Volume given Membership oracle n-cubes (table), σ=average absolute deviation, µ=average 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 no hope for exact methods in much higher than 10 dim Experimental evidences: volume up to dimension 12 within mins with < 2% error the minimum and maximum values bounds the exact volume
  • 34. 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 at every hit-and-run step: OPT → MEM Implementation: LasVegas optimization algorithm of [BertsimasVempala04] slower than volume with MEM but improvements in optimization and volume implementation improve also this
  • 35. Last slide ! The code http://sourceforge.net/projects/randgeom Thank You !!!