Related papers: A practical algorithm for volume estimation based …
Optimizing multiple competing objectives is a common problem across science and industry. The inherent inextricable trade-off between those objectives leads one to the task of exploring their Pareto front. A meaningful quantity for the…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
We describe a Monte Carlo procedure for the simulation of dynamically triangulate random surfaces with a boundary (topology of a disk). The algorithm keeps the total number of triangles fixed, while the length of the boundary is allowed to…
A new Monte Carlo method for computing thermodynamical properties of very large polyelectrolytes is presented. It is based on a renormalization group relating the original polymer to a smaller system, where in addition to the naively…
We study the computational complexity of determining the Hausdorff distance of two polytopes given in halfspace- or vertex-presentation in arbitrary dimension. Subsequently, a matching problem is investigated where a convex body is allowed…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
Based on the characterization of the polyconvex envelope of isotropic functions by their signed singular value representations, we propose a simple algorithm for the numerical approximation of the polyconvex envelope. Instead of operating…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
This paper addresses a fundamental challenge in data-driven reachability analysis: accurately representing and propagating non-convex reachable sets. We propose a novel approach using constrained polynomial zonotopes to describe reachable…
We discuss how well a given convex body B in a real d-dimensional vector space V can be approximated by a set X for which the membership question: ``given an x in V, does x belong to X?'' can be answered efficiently (in time polynomial in…
Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…
We introduce sparse polynomial zonotopes, a new set representation for formal verification of hybrid systems. Sparse polynomial zonotopes can represent non-convex sets and are generalizations of zonotopes, polytopes, and Taylor models.…
Portfolio optimization is an important process in finance that consists in finding the optimal asset allocation that maximizes expected returns while minimizing risk. When assets are allocated in discrete units, this is a combinatorial…
Let $P$ and $Q$ be two simple polygons in the plane of total complexity $n$, each of which can be decomposed into at most $k$ convex parts. We present an $(1-\varepsilon)$-approximation algorithm, for finding the translation of $Q$, which…
Minkowski sums cover a wide range of applications in many different fields like algebra, morphing, robotics, mechanical CAD/CAM systems ... This paper deals with sums of polytopes in a n dimensional space provided that both H-representation…
We describe the computation of polytope volumes by descent in the face lattice, its implementation in Normaliz, and the connection to reverse-lexicographic triangulations. The efficiency of the algorithm is demonstrated by several high…
We present a Monte Carlo method that allows efficient and unbiased sampling of Hamiltonian walks on a cubic lattice. Such walks are self-avoiding and visit each lattice site exactly once. They are often used as simple models of globular…
We present a new algorithm to calculate exact hypervolumes. Given a set of $d$-dimensional points, it computes the hypervolume of the dominated space. Determining this value is an important subroutine of Multiobjective Evolutionary…
By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…
We present approximate algorithms for performing smoothing in a class of high-dimensional state-space models via sequential Monte Carlo methods ("particle filters"). In high dimensions, a prohibitively large number of Monte Carlo samples…