A practical algorithm for volume estimation based on billiard trajectories and simulated annealing

Apostolos Chalkis; Ioannis Z. Emiris; Vissarion Fisikopoulos

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arXiv · 1905.05494

A practical algorithm for volume estimation based on billiard trajectories and simulated annealing

Apostolos Chalkis·Ioannis Z. Emiris·Vissarion Fisikopoulos

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Abstract

We tackle the problem of efficiently approximating the volume of convex polytopes, when these are given in three different representations: H-polytopes, which have been studied extensively, V-polytopes, and zonotopes (Z-polytopes). We design a novel practical Multiphase Monte Carlo algorithm that leverages random walks based on billiard trajectories, as well as a new empirical convergence tests and a simulated annealing schedule of adaptive convex bodies. After tuning several parameters of our proposed method, we present a detailed experimental evaluation of our tuned algorithm using a rich dataset containing Birkhoff polytopes and polytopes from structural biology. Our open-source implementation tackles problems that have been intractable so far, offering the first software to scale up in thousands of dimensions for H-polytopes and in the hundreds for V- and Z-polytopes on moderate hardware. Last, we illustrate our software in evaluating Z-polytope approximations.

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Apostolos Chalkis, Ioannis Z. Emiris, Vissarion Fisikopoulos. 2023-02-20. A practical algorithm for volume estimation based on billiard trajectories and simulated annealing. https://arxiv.org/abs/1905.05494

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