4.5 Article

Exploiting Sparsity for Semi-Algebraic Set Volume Computation

Journal

FOUNDATIONS OF COMPUTATIONAL MATHEMATICS
Volume 22, Issue 1, Pages 161-209

Publisher

SPRINGER
DOI: 10.1007/s10208-021-09508-w

Keywords

Polynomial optimization; Graph theory; Numerical analysis; Distributed computation; Integration

Funding

  1. RTE company
  2. ERC Advanced Grant Taming

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This study presents a systematic deterministic numerical scheme for approximating the volume of basic semi-algebraic sets by exploiting a correlative sparsity pattern, leading to significantly reduced problem sizes and potential for parallel computations.
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 correlative 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 correlative 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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