Reducing Isotropy and Volume to KLS: An $O(n^3\psi^2)$ Volume Algorithm

arxiv(2022)

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摘要
We show that the volume of a convex body in ${\bf R}^{n}$ in the general membership oracle model can be computed to within relative error $\varepsilon$ using $\widetilde{O}(n^{3}\psi^{2} + n^{3}/\varepsilon^{2})$ oracle queries, where $\psi$ is the KLS constant. With the current bound of $\psi=\widetilde{O}(1)$, this gives an $\widetilde{O}(n^{3}/\varepsilon^{2})$ algorithm, improving on the Lov\'{a}sz-Vempala $\widetilde{O}(n^{4}/\varepsilon^{2})$ algorithm from 2003. The main new ingredient is an $\widetilde{O}(n^{3}\psi^{2})$ algorithm for isotropic transformation, following which we can apply the $\widetilde{O}(n^{3}/\varepsilon^{2})$ volume algorithm of Cousins and Vempala for well-rounded convex bodies. We also give an efficient implementation of the new algorithm for convex polytopes defined by $m$ inequalities in ${\bf R}^{n}$: polytope volume can be estimated in time $\widetilde{O}(mn^{c}/\varepsilon^{2})$ where $c<3.2$ depends on the current matrix multiplication exponent; this improves known bounds.
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关键词
Markov chain Monte Carlo,Approximation Algorithm,Volume Computation
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