volesti: Volume Approximation and Sampling for Convex Polytopes in R

نویسندگان

چکیده

Sampling from high dimensional distributions and volume approximation of convex bodies are fundamental operations that appear in optimization, finance, engineering, artificial intelligence machine learning. In this paper we present volesti, an R package provides efficient, scalable algorithms for estimation, uniform Gaussian sampling polytopes. volesti scales to hundreds dimensions, handles efficiently three different types polyhedra non existing routines R. We demonstrate the power by solving several challenging problems using language.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Random Polytopes, Convex Bodies, and Approximation

Assume K ⊂ R is a convex body and Xn ⊂ K is a random sample of n uniform, independent points from K. The convex hull of Xn is a convex polytope Kn called random polytope inscribed in K. We are going to investigate various properties of this polytope: for instance how well it approximates K, or how many vertices and facets it has. It turns out that Kn is very close to the so called floating body...

متن کامل

Feasible Region Approximation Using Convex Polytopes

A new technique for polytope approximation of the feasible region for a design is presented. This method is computationally less expensive than the simplicial approximation method [1]. Results on several circuits are presented, and it is shown that the quality of the polytope approximation is substantially better than an ellipsoidal approximation.

متن کامل

Fine Approximation of Convex Bodies by Polytopes

We prove that for every convex body K with the center of mass at the origin and every ε ∈ ( 0, 12 ) , there exists a convex polytope P with at most eO(d)ε− d−1 2 vertices such that (1− ε)K ⊂ P ⊂ K.

متن کامل

Hausdorff approximation of 3D convex polytopes

Let P be a convex polytope in R, d = 3 or 2, with n vertices. We present linear time algorithms for approximating P by simpler polytopes. For instance, one such algorithm selects k < n vertices of P whose convex hull is the approximating polytope. The rate of approximation, in the Hausdorff distance sense, is best possible in the worst case. An analogous algorithm, where the role of vertices is...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: R Journal

سال: 2021

ISSN: ['2073-4859']

DOI: https://doi.org/10.32614/rj-2021-077