Stokes, Gibbs and volume computation of semi-algebraic sets
Matteo Tacchi (EPFL), Jean B Lasserre (LAAS-MAC, IMT), Didier Henrion, (LAAS-MAC, FEL CTU)

TL;DR
This paper improves the computation of volumes of semi-algebraic sets using a refined Moment-SOS hierarchy that avoids Gibbs phenomenon by leveraging Stokes' theorem and PDE techniques, leading to faster convergence.
Contribution
It introduces a refined LP formulation for volume computation that ensures dual solutions are continuous, eliminating Gibbs phenomenon and accelerating convergence.
Findings
Refined LP formulation improves convergence speed.
Dual solutions approximate continuous functions without Gibbs phenomenon.
Application of PDE results provides theoretical justification.
Abstract
We consider the problem of computing the Lebesgue volume of compact basic semi-algebraic sets. In full generality, it can be approximated as closely as desired by a converging hierarchy of upper bounds obtained by applying the Moment-SOS (sums of squares) methodology to a certain infinite-dimensional linear program (LP). At each step one solves a semidefinite relaxation of the LP which involves pseudo-moments up to a certain degree. Its dual computes a polynomial of same degree which approximates from above the discontinuous indicator function of the set, hence with a typical Gibbs phenomenon which results in a slow convergence of the associated numerical scheme. Drastic improvements have been observed by introducing in the initial LP additional linear moment constraints obtained from a certain application of Stokes' theorem for integration on the set. However and so far there was no…
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Advanced Numerical Methods in Computational Mathematics · Probabilistic and Robust Engineering Design
