Approximate Volume and Integration for Basic Semialgebraic Sets
Authors:
- D. HenrionDHD. Henrion
- J. B. LasserreJLJ. B. Lasserre
- C. SavorgnanCSC. Savorgnan
- 4 November 2009
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Review
- Vol. 51 (4) , 722-743
Abstract
Given a basic compact semialgebraic set $\mathbf{K}\subset\mathbb{R}^n$, we introduce a methodology that generates a sequence converging to the volume of $\mathbf{K}$. This sequence is obtained from optimal values of a hierarchy of either semidefinite or linear programs. Not only the volume but also every finite vector of moments of the probability measure that is uniformly distributed on $\mathbf{K}$ can be approximated as closely as desired, which permits the approximation of the integral on $\mathbf{K}$ of any given polynomial; the extension to integration against some weight functions is also provided. Finally, some numerical issues associated with the algorithms involved are briefly discussed.
Keywords
All Related Versions
This publication has 36 references indexed in Scilit:
- GloptiPoly 3: moments, optimization and semidefinite programmingOptimization Methods and Software, 2009
- SDP vs. LP Relaxations for the Moment Approach in Some Performance Evaluation ProblemsStochastic Models, 2004
- A Laplace transform algorithm for the volume of a convex polytopeJournal of the ACM, 2001
- Extremal Solutions of the Two-DimensionalL-Problem of Moments, IIJournal of Approximation Theory, 1998
- Polytope volume computationMathematics of Computation, 1991
- A random polynomial-time algorithm for approximating the volume of convex bodiesJournal of the ACM, 1991
- Representing polynomials by positive linear functions on compact convex polyhedraPacific Journal of Mathematics, 1988
- Computing volumes of polyhedraMathematics of Computation, 1986
- An analytical expression and an algorithm for the volume of a convex polyhedron inR nJournal of Optimization Theory and Applications, 1983
- Two Algorithms for Determining Volumes of Convex PolyhedraJournal of the ACM, 1979