<p>Let <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathscr {K}\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="script">K</mi> </math></EquationSource> </InlineEquation> be the hypercube <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\([-1, 1]^n\subset \mathbb {R}^{n}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mrow> <mo stretchy="false">[</mo> <mo>-</mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> <mi>n</mi> </msup> <mo>⊂</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(f: \mathscr {K}\rightarrow \mathbb {R}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>f</mi> <mo>:</mo> <mi mathvariant="script">K</mi> <mo stretchy="false">→</mo> <mi mathvariant="double-struck">R</mi> </mrow> </math></EquationSource> </InlineEquation> be a Morse function. We assume that the function <i>f</i> is given by an <i>evaluation program</i> <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\Gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Γ</mi> </math></EquationSource> </InlineEquation> in the <i>noisy</i> model, i.e., the evaluation program <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\Gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Γ</mi> </math></EquationSource> </InlineEquation> takes an extra parameter <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\eta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>η</mi> </math></EquationSource> </InlineEquation> as input and returns an approximation that is <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\eta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>η</mi> </math></EquationSource> </InlineEquation>-close to the true value of <i>f</i>. In this article, we design an algorithm able to compute <i>all</i> local minimizers of <i>f</i> on <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\mathscr {K}\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="script">K</mi> </math></EquationSource> </InlineEquation>. Our algorithm takes as input <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(\Gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Γ</mi> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\eta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>η</mi> </math></EquationSource> </InlineEquation>, a numerical accuracy parameter <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation> as well as some extra regularity parameters which are made explicit. Under assumptions of probabilistic nature, related to the choice of the evaluation points used to feed <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(\Gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Γ</mi> </math></EquationSource> </InlineEquation>, it returns finitely many rational points of <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(\mathscr {K}\)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="script">K</mi> </math></EquationSource> </InlineEquation>, such that the set of balls of radius <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation> centered at these points contains and separates the set of all local minimizers of <i>f</i>. Our method is based on approximation theory, yielding polynomial approximants for <i>f</i>, combined with computer algebra techniques for solving systems of polynomial equations. We provide bit complexity estimates for our algorithm when all regularity parameters are known. Practical experiments show that our implementation of this algorithm in the <a href="https://julialang.org/"><InlineEquation ID="IEq15"> <EquationSource Format="TEX">\(\textsf{Julia}\)</EquationSource> <EquationSource Format="MATHML"> <math> <mi mathvariant="sans-serif">Julia</mi> </math> </EquationSource></InlineEquation></a> package <a href="https://github.com/gescholt/Globtim.jl"><InlineEquation ID="IEq16"> <EquationSource Format="TEX">\(\textsf{Globtim}\)</EquationSource> <EquationSource Format="MATHML"> <math> <mi mathvariant="sans-serif">Globtim</mi> </math> </EquationSource></InlineEquation></a> can tackle examples that were not reachable until now.</p>

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Probabilistic algorithm for computing all local minimizers of Morse functions on a compact domain

  • Mohab Safey El Din,
  • Georgy Scholten,
  • Emmanuel Trélat

摘要

Let \(\mathscr {K}\) K be the hypercube \([-1, 1]^n\subset \mathbb {R}^{n}\) [ - 1 , 1 ] n R n and \(f: \mathscr {K}\rightarrow \mathbb {R}\) f : K R be a Morse function. We assume that the function f is given by an evaluation program \(\Gamma \) Γ in the noisy model, i.e., the evaluation program \(\Gamma \) Γ takes an extra parameter \(\eta \) η as input and returns an approximation that is \(\eta \) η -close to the true value of f. In this article, we design an algorithm able to compute all local minimizers of f on \(\mathscr {K}\) K . Our algorithm takes as input \(\Gamma \) Γ , \(\eta \) η , a numerical accuracy parameter \(\varepsilon \) ε as well as some extra regularity parameters which are made explicit. Under assumptions of probabilistic nature, related to the choice of the evaluation points used to feed \(\Gamma \) Γ , it returns finitely many rational points of \(\mathscr {K}\) K , such that the set of balls of radius \(\varepsilon \) ε centered at these points contains and separates the set of all local minimizers of f. Our method is based on approximation theory, yielding polynomial approximants for f, combined with computer algebra techniques for solving systems of polynomial equations. We provide bit complexity estimates for our algorithm when all regularity parameters are known. Practical experiments show that our implementation of this algorithm in the \(\textsf{Julia}\) Julia package \(\textsf{Globtim}\) Globtim can tackle examples that were not reachable until now.