Approximate volume and integration for basic semi-algebraic sets

Details Approximate volume and integration for basic semi-algebraic sets Approximate volume and integration for basic semi-algebraic sets

2008-07-16

arxiv.org/abs/0807.2505v2

Mathematics

Optimization and Control

Scientific paper

Given a basic compact semi-algebraic set $\K\subset\R^n$, we introduce a methodology that generates a sequence converging to the volume of $\K$. 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 $\K$ can be approximated as closely as desired, and so permits to approximate the integral on $\K$ of any given polynomial; extension to integration against some weight functions is also provided. Finally, some numerical issues associated with the algorithms involved are briefly discussed.

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