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Speaker - Vissarion Fisikopoulos

Volume estimation by a new annealing schedule for cooling convex bodies Fri, Feb 1, 2019 12:30 CET

Speakers: Vissarion Fisikopoulos

We experimentally study the problem of estimating the volume of convex polytopes, focusing on H- and V-polytopes, as well as zonotopes. Although a lot of effort is devoted to practical algorithms for H-polytopes there is no such method for the latter two representations. We propose a new, practical method for all representations, which is faster on H-polytopes; it relies on Hit-and-Run (HnR) sampling, and combines a new simulated annealing method with the Multiphase Monte Carlo (MMC) approach.