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Random polytope

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In mathematics, a random polytope is a structure commonly used in convex analysis and the analysis of linear programs in d-dimensional Euclidean space R d {\displaystyle \mathbb {R} ^{d}} . Depending on use the construction and definition, random polytopes may differ.

Random polytope of a set of random points in accordance with definition 1

Definition

There are multiple non equivalent definitions of a Random polytope. For the following definitions. Let K be a bounded convex set in a Euclidean space:

  • The convex hull of random points selected with respect to a uniform distribution inside K.
  • The nonempty intersection of half-spaces in R d {\displaystyle \mathbb {R} ^{d}} .
    • The following parameterization has been used: r : ( R d × { 0 , 1 } ) m Polytopes R d {\displaystyle r:(\mathbb {R} ^{d}\times \{0,1\})^{m}\rightarrow {\text{Polytopes}}\in \mathbb {R} ^{d}} such that r ( ( p 1 , 0 ) , ( p 2 , 1 ) , ( p 3 , 1 ) . . . ( p m , i m ) ) = { x R n : | p j | | p j | | x | | p j | |  if  i j = 1 , p j | | p j | | x | | p j | |  if  i j = 0 } {\displaystyle r((p_{1},0),(p_{2},1),(p_{3},1)...(p_{m},i_{m}))=\{x\in \mathbb {R} ^{n}:|{\frac {p_{j}}{||p_{j}||}}\cdot x\leq ||p_{j}||{\text{ if }}i_{j}=1,{\frac {p_{j}}{||p_{j}||}}\cdot x\geq ||p_{j}||{\text{ if }}i_{j}=0\}} (Note: these polytopes can be empty).

Properties definition 1

Let K {\displaystyle \mathrm {K} } be the set of convex bodies in R d {\displaystyle \mathbb {R} ^{d}} . Assume K K {\displaystyle K\in \mathrm {K} } and consider a set of uniformly distributed points x 1 , . . . , x n {\displaystyle x_{1},...,x_{n}} in K {\displaystyle K} . The convex hull of these points, K n {\displaystyle K_{n}} , is called a random polytope inscribed in K {\displaystyle K} . K n = [ x 1 , . . . , x n ] {\displaystyle K_{n}=} where the set [ S ] {\displaystyle } stands for the convex hull of the set. We define E ( k , n ) {\displaystyle E(k,n)} to be the expected volume of K K n {\displaystyle K-K_{n}} . For a large enough n {\displaystyle n} and given K R n {\displaystyle K\in \mathbb {R} ^{n}} .

  • vol K ( 1 n ) E ( K , n ) {\displaystyle K({\frac {1}{n}})\ll E(K,n)\ll } vol K ( 1 n ) {\displaystyle K({\frac {1}{n}})}
    • Note: One can determine the volume of the wet part to obtain the order of the magnitude of E ( K , n ) {\displaystyle E(K,n)} , instead of determining E ( K , n ) {\displaystyle E(K,n)} .
  • For the unit ball B d R d {\displaystyle B^{d}\in \mathbb {R} ^{d}} , the wet part B d ( v t ) {\displaystyle B^{d}(v\leq t)} is the annulus B d ( 1 h ) B d {\displaystyle {\frac {B^{d}}{(1-h)B^{d}}}} where h is of order t 2 d + 1 {\displaystyle t^{\frac {2}{d+1}}} : E ( B d , n ) {\displaystyle E(B^{d},n)\approx } vol B d ( 1 n ) n 2 d + 1 {\displaystyle B^{d}({\frac {1}{n}})\approx n^{\frac {-2}{d+1}}}

Given we have V = V ( x 1 , . . . , x d ) {\displaystyle V=V(x_{1},...,x_{d})} is the volume of a smaller cap cut off from K {\displaystyle K} by aff ( x 1 , . . . , x d ) {\displaystyle (x_{1},...,x_{d})} , and F = [ x 1 , . . . , x d ] {\displaystyle F=} is a facet if and only if x d + 1 , . . . , x n {\displaystyle x_{d+1},...,x_{n}} are all on one side of aff { x 1 , . . . , x d } {\displaystyle \{x_{1},...,x_{d}\}} .

  • E ϕ ( K n ) = ( n d ) K . . . K [ ( 1 V ) n d + V n d ] ϕ ( F ) d x 1 . . . d x d {\displaystyle E_{\phi }(K_{n})={{n} \choose {d}}\int _{K}...\int _{K}\phi (F)dx_{1}...dx_{d}} .
    • Note: If ϕ = f d 1 {\displaystyle \phi =f_{d-1}} (a function that returns the amount of d-1 dimensional faces), then ϕ ( F ) = 1 {\displaystyle \phi (F)=1} and formula can be evaluated for smooth convex sets and for polygons in the plane.

Properties definition 2

Assume we are given a multivariate probability distribution on ( R d × { 0 , 1 } ) m = ( p 1 × i 1 , , p m × i m ) m {\displaystyle (\mathbb {R} ^{d}\times \{0,1\})^{m}=(p_{1}\times i_{1},\dots ,p_{m}\times i_{m})^{m}} that is

  1. Absolutely continuous on ( p 1 , , p d ) {\displaystyle (p_{1},\dots ,p_{d})} with respect to Lebesgue measure.
  2. Generates either 0 or 1 for the i {\displaystyle i} s with probability of 1 2 {\displaystyle {\frac {1}{2}}} each.
  3. Assigns a measure of 0 to the set of elements in ( R d × { 0 , 1 } ) m {\displaystyle (\mathbb {R} ^{d}\times \{0,1\})^{m}} that correspond to empty polytopes.

Given this distribution, and our assumptions, the following properties hold:

  • A formula is derived for the expected number of k {\displaystyle k} dimensional faces on a polytope in R d {\displaystyle \mathbb {R} ^{d}} with m {\displaystyle m} constraints: E k ( m ) = 2 d k i = d k d ( i d k ) ( m i ) / i = 0 d ( m i ) {\displaystyle E_{k}(m)=2^{d-k}\sum _{i=d-k}^{d}{{i} \choose {d-k}}{{m} \choose {i}}/\sum _{i=0}^{d}{{m} \choose {i}}} . (Note: lim m E k ( m ) = ( d d k ) 2 d k {\displaystyle \lim _{m\to \infty }E_{k}(m)={{d} \choose {d-k}}2^{d-k}} where m > d {\displaystyle m>d} ). The upper bound, or worst case, for the number of vertices with m {\displaystyle m} constraints is much larger: V m a x = ( m [ 1 2 ( d + 1 ) ] m d ) + ( m [ 1 2 ( d + 2 ) ] m d ) {\displaystyle V_{max}={m- \choose m-d}+{m- \choose m-d}} .
  • The probability that a new constraint is redundant is: π m = 1 2 i = 0 d 1 ( m 1 i ) i = 0 d ( m i ) {\displaystyle \pi _{m}=1-{\frac {2\sum _{i=0}^{d-1}{{m-1} \choose i}}{\sum _{i=0}^{d}{m \choose i}}}} . (Note: lim m π m = 1 {\displaystyle \lim _{m\to \infty }{\pi _{m}}=1} , and as we add more constraints, the probability a new constraint is redundant approaches 100%).
  • The expected number of non-redundant constraints is: C d ( m ) = 2 m i = 0 d 1 ( m 1 i ) i = 0 d ( m i ) {\displaystyle C_{d}(m)={\frac {2m\sum _{i=0}^{d-1}{{m-1} \choose i}}{\sum _{i=0}^{d}{{m} \choose i}}}} . (Note: lim m C d ( m ) = 2 d {\displaystyle \lim _{m\to \infty }C_{d}(m)=2d} ).

Example uses

  • Minimal caps
  • Macbeath regions
  • Approximations (approximations of convex bodies see properties of definition 1)
  • Economic cap covering theorem (see relation from properties of definition 1 to floating bodies)

References

  1. ^ May, Jerrold H.; Smith, Robert L. (December 1982). "Random polytopes: Their definition, generation and aggregate properties". Mathematical Programming. 24 (1): 39–54. doi:10.1007/BF01585093. hdl:2027.42/47911. S2CID 17838156.
  2. ^ Baddeley, Adrian; Bárány, Imre; Schneider, Rolf; Weil, Wolfgang, eds. (2007), "Random Polytopes, Convex Bodies, and Approximation", Stochastic Geometry: Lectures given at the C.I.M.E. Summer School held in Martina Franca, Italy, September 13–18, 2004, Lecture Notes in Mathematics, vol. 1892, Berlin, Heidelberg: Springer, pp. 77–118, CiteSeerX 10.1.1.641.3187, doi:10.1007/978-3-540-38175-4_2, ISBN 978-3-540-38175-4, retrieved 2022-04-01
  3. Bárány, I.; Larman, D. G. (December 1988). "Convex bodies, economic cap coverings, random polytopes". Mathematika. 35 (2): 274–291. doi:10.1112/S0025579300015266.
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