How to build the Minkovski projection in the Dantzig Wolf Decomposition - optimization

I want to implement column generation by using Dantzig Wolf Decomposition.
In the algorithm, the feasible polyhedrons of the problem are represented as the convex combination of its extreme points and extreme rays. Thus we build a projection between the original problem and the master problem: x -> ∑μi*xi, where xi is the extreme points of the original feasible polyhedron.
I want to know how can I implement the projection in my code, i.e., for each μi, I can obtain its corresponding extreme point. Because for each extreme point, it is a list of the coordinates of the original variables. However the problem has a large number of variables so the list will be very long. If I save the coordinates for every μi, it will be expensive.

Related

In CGAL, can one convert a triangulation in more than three dimensions to a polytope?

If this question would be more appropriate on a related site, let me know, and I'd be happy to move it.
I have 165 vertices in ℤ11, all of which are at a distance of √8 from the origin and are extreme points on their corresponding convex hull. CGAL is able to calculate their d-dimensional triangulation in only 133 minutes on my laptop using just under a gigabyte of RAM.
Magma manages a similar 66 vertex case quite quickly, and, crucially for my application, it returns an actual polytope instead of a triangulation. Thus, I can view each d-dimensional face as a single object which can be bounded by an arbitrary number of vertices.
Additionally, although less essential to my application, I can also use Graph : TorPol -> GrphUnd to calculate all the topological information regarding how those faces are connected, and then AutomorphismGroup : Grph -> GrpPerm, ... to find the corresponding automorphism group of that cell structure.
Unfortunately, when applied to the original polytope, Magma's AutomorphismGroup : TorPol -> GrpMat only returns subgroups of GLd(ℤ), instead of the full automorphism group G, which is what I'm truly hoping to calculate. As a matrix group, G ∉ GL11(ℤ), but is instead ∈ GL11(𝔸), where 𝔸 represents the algebraic numbers. In general, I won't need the full algebraic closure of the rationals, ℚ̅, but just some field extension. However, I could make use of any non-trivially powerful representation of G.
With two days of calculation, Magma can manage the 165 vertex case, but is only able to provide information about the polytope's original 165 vertices, 10-facets, and volume. However, attempting to enumerate the d-faces, for any 2 ≤ d < 10, quickly consumes the 256 GB of RAM I have at my disposal.
CGAL's triangulation, on the other hand, only calculates collections of d-simplices, all of which have d + 1 vertices. It seems possible to derive the same facial information from such a triangulation, but I haven't thought of an easy way to code that up.
Am I missing something obvious in CGAL? Do you have any suggestions for alternative ways to calculate the polytope's face information, or to find the full automorphism group of my set of points?
You can use the package Combinatorial maps in CGAL, that is able to represent polytopes in nD. A combinatorial map describes all cells and all incidence and adjacency relations between the cells.
In this package, there is an undocumented method are_cc_isomorphic allowing to test if an isomorphism exist from two starting points. I think you can use this method from all possible pair of starting points to find all automorphisms.
Unfortunatly, there is no method to build a combinatorial map from a dD triangulation. Such method exists in 3D (cf. this file). It can be extended in dD.

Implementing a 2D recursive spatial filter using Scipy

Minimally, I would like to know how to achieve what is stated in the title. Specifically, signal.lfilter seems like the only implementation of a difference equation filter in scipy, but it is 1D, as shown in the docs. I would like to know how to implement a 2D version as described by this difference equation. If that's as simple as "bro, use this function," please let me know, pardon my naiveté, and feel free to disregard the rest of the post.
I am new to DSP and acknowledging there might be a different approach to answering my question so I will explain the broader goal and give context for the question in the hopes someone knows how do want I want with Scipy, or perhaps a better way than what I explicitly asked for.
To get straight into it, broadly speaking I am using vectorized computation methods (Numpy/Scipy) to implement a Monte Carlo simulation to improve upon a naive for loop. I have successfully abstracted most of my operations to array computation / linear algebra, but a few specific ones (recursive computations) have eluded my intuition and I continually end up in the digital signal processing world when I go looking for how this type of thing has been done by others (that or machine learning but those "frameworks" are much opinionated). The reason most of my google searches end up on scipy.signal or scipy.ndimage library references is clear to me at this point, and subsequent to accepting the "signal" representation of my data, I have spent a considerable amount of time (about as much as reasonable for a field that is not my own) ramping up the learning curve to try and figure out what I need from these libraries.
My simulation entails updating a vector of data representing the state of a system each period for n periods, and then repeating that whole process a "Monte Carlo" amount of times. The updates in each of n periods are inherently recursive as the next depends on the state of the prior. It can be characterized as a difference equation as linked above. Additionally this vector is theoretically indexed on an grid of points with uneven stepsize. Here is an example vector y and its theoretical grid t:
y = np.r_[0.0024, 0.004, 0.0058, 0.0083, 0.0099, 0.0133, 0.0164]
t = np.r_[0.25, 0.5, 1, 2, 5, 10, 20]
I need to iteratively perform numerous operations to y for each of n "updates." Specifically, I am computing the curvature along the curve y(t) using finite difference approximations and using the result at each point to adjust the corresponding y(t) prior to the next update. In a loop this amounts to inplace variable reassignment with the desired update in each iteration.
y += some_function(y)
Not only does this seem inefficient, but vectorizing things seems intuitive given y is a vector to begin with. Furthermore I am interested in preserving each "updated" y(t) along the n updates, which would require a data structure of dimensions len(y) x n. At this point, why not perform the updates inplace in the array? This is wherein lies the question. Many of the update operations I have succesfully vectorized the "Numpy way" (such as adding random variates to each point), but some appear overly complex in the array world.
Specifically, as mentioned above the one involving computing curvature at each element using its neighbouring two elements, and then imediately using that result to update the next row of the array before performing its own curvature "update." I was able to implement a non-recursive version (each row fails to consider its "updated self" from the prior row) of the curvature operation using ndimage generic_filter. Given the uneven grid, I have unique coefficients (kernel weights) for each triplet in the kernel footprint (instead of always using [1,-2,1] for y'' if I had a uniform grid). This last part has already forced me to use a spatial filter from ndimage rather than a 1d convolution. I'll point out, something conceptually similar was discussed in this math.exchange post, and it seems to me only the third response saliently addressed the difference between mathematical notion of "convolution" which should be associative from general spatial filtering kernels that would require two sequential filtering operations or a cleverly merged kernel.
In any case this does not seem to actually address my concern as it is not about 2D recursion filtering but rather having a backwards looking kernel footprint. Additionally, I think I've concluded it is not applicable in that this only allows for "recursion" (backward looking kernel footprints in the spatial filtering world) in a manner directly proportional to the size of the recursion. Meaning if I wanted to filter each of n rows incorporating calculations on all prior rows, it would require a convolution kernel far too big (for my n anyways). If I'm understanding all this correctly, a recursive linear filter is algorithmically more efficient in that it returns (for use in computation) the result of itself applied over the previous n samples (up to a level where the stability of the algorithm is affected) using another companion vector (z). In my case, I would only need to look back one step at output signal y[n-1] to compute y[n] from curvature at x[n] as the rest works itself out like a cumsum. signal.lfilter works for this, but I can't used that to compute curvature, as that requires a kernel footprint that can "see" at least its left and right neighbors (pixels), which is how I ended up using generic_filter.
It seems to me I should be able to do both simultaneously with one filter namely spatial and recursive filtering; or somehow I've missed the maths of how this could be mathematically simplified/combined (convolution of multiples kernels?).
It seems like this should be a common problem, but perhaps it is rarely relevant to do both at once in signal processing and image filtering. Perhaps this is why you don't use signals libraries solely to implement a fast monte carlo simulation; though it seems less esoteric than using a tensor math library to implement a recursive neural network scan ... which I'm attempting to do right now.
EDIT: For those familiar with the theoretical side of DSP, I know that what I am describing, the process of designing a recursive filters with arbitrary impulse responses, is achieved by employing a mathematical technique called the z-transform which I understand is generally used for two things:
converting between the recursion coefficients and the frequency response
combining cascaded and parallel stages into a single filter
Both are exactly what I am trying to accomplish.
Also, reworded title away from FIR / IIR because those imply specific definitions of "recursion" and may be confusing / misnomer.

How to calculate continuous effect of gravitational pull between simulated planets

so I am making a simple simulation of different planets with individual velocity flying around space and orbiting each other.
I plan to simulate their pull on each other by considering each planet as projecting their own "gravity vector field." Each time step I'm going to add the vectors outputted from each planets individual vector field equation (V = -xj + (-yj) or some notation like it) except the one being effected in the calculation, and use the effected planets position as input to the equations.
However this would inaccurate, and does not consider the gravitational pull as continuous and constant. Bow do I calculate the movement of my planets if each is continuously effecting the others?
Thanks!
In addition to what Blender writes about using Newton's equations, you need to consider how you will be integrating over your "acceleration field" (as you call it in the comment to his answer).
The easiest way is to use Euler's Method. The problem with that is it rapidly diverges, but it has the advantage of being easy to code and to be reasonably fast.
If you are looking for better accuracy, and are willing to sacrifice some performance, one of the Runge-Kutta methods (probably RK4) would ordinarily be a good choice. I'll caution you that if your "acceleration field" is dynamic (i.e. it changes over time ... perhaps as a result of planets moving in their orbits) RK4 will be a challenge.
Update (Based on Comment / Question Below):
If you want to calculate the force vector Fi(tn) at some time step tn applied to a specific object i, then you need to compute the force contributed by all of the other objects within your simulation using the equation Blender references. That is for each object, i, you figure out how all of the other objects pull (apply force) and those vectors when summed will be the aggregate force vector applied to i. Algorithmically this looks something like:
for each object i
Fi(tn) = 0
for each object j ≠ i
Fi(tn) = Fi(tn) + G * mi * mj / |pi(tn)-pj(tn)|2
Where pi(tn) and pj(tn) are the positions of objects i and j at time tn respectively and the | | is the standard Euclidean (l2) normal ... i.e. the Euclidean distance between the two objects. Also, G is the gravitational constant.
Euler's Method breaks the simulation into discrete time slices. It looks at the current state and in the case of your example, considers all of the forces applied in aggregate to all of the objects within your simulation and then applies those forces as a constant over the period of the time slice. When using
ai(tn) = Fi(tn)/mi
(ai(tn) = acceleration vector at time tn applied to object i, Fi(tn) is the force vector applied to object i at time tn, and mi is the mass of object i), the force vector (and therefore the acceleration vector) is held constant for the duration of the time slice. In your case, if you really have another method of computing the acceleration, you won't need to compute the force, and can instead directly compute the acceleration. In either event, with the acceleration being held as constant, the position at time tn+1, p(tn+1) and velocity at time tn+1, v(tn+1), of the object will be given by:
pi(tn+1) = 0.5*ai(tn)*(tn+1-tn)2 + vi(tn)*(tn+1-tn)+pi(tn)
vi(tn+1) = ai(tn+1)*(tn+1-tn) + vi(tn)
The RK4 method fits the driver of your system to a 2nd degree polynomial which better approximates its behavior. The details are at the wikipedia site I referenced above, and there are a number of other resources you should be able to locate on the web. The basic idea is that instead of picking a single force value for a particular timeslice, you compute four force vectors at specific times and then fit the force vector to the 2nd degree polynomial. That's fine if your field of force vectors doesn't change between time slices. If you're using gravity to derive the vector field, and the objects which are the gravitational sources move, then you need to compute their positions at each of the four sub-intervals in order compute the force vectors. It can be done, but your performance is going to be quite a bit poorer than using Euler's method. On the plus side, you get more accurate motion of the objects relative to each other. So, it's a challenge in the sense that it's computationally expensive, and it's a bit of a pain to figure out where all the objects are supposed to be for your four samples during the time slice of your iteration.
There is no such thing as "continuous" when dealing with computers, so you'll have to approximate continuity with very small intervals of time.
That being said, why are you using a vector field? What's wrong with Newton?
And the sum of the forces on an object is that above equation. Equate the two and solve for a
So you'll just have to loop over all the objects one by one and find the acceleration on it.

Search optimization problem

Suppose you have a list of 2D points with an orientation assigned to them. Let the set S be defined as:
S={ (x,y,a) | (x,y) is a 2D point, a is an orientation (an angle) }.
Given an element s of S, we will indicate with s_p the point part and with s_a the angle part. I would like to know if there exist an efficient data structure such that, given a query point q, is able to return all the elements s in S such that
(dist(q_p, s_p) < threshold_1) AND (angle_diff(q_a, s_a) < threshold_2) (1)
where dist(p1,p2), with p1,p2 2D points, is the euclidean distance, and angle_diff(a1,a2), with a1,a2 angles, is the difference between angles (taken to be the smallest one). The data structure should be efficient w.r.t. insertion/deletion of elements and the search as defined above. The number of vectors can grow up to 10.000 and more, but take this with a grain of salt.
Now suppose to change the above requirement: instead of using the condition (1), let's request all the elements of S such that, given a distance function d, we want all elements of S such that d(q,s) < threshold. If i remember well, this last setup is called range-search. I don't know if the first case can be transformed in the second.
For the distance search I believe the accepted best method is a Binary Space Partition tree. This can be stored as a series of bits. Each two bits (for a 2D tree) or three bits (for a 3D tree) subdivides the space one more level, increasing resolution.
Using a BSP, locating a set of objects to compare distances with is pretty easy. Just find the smallest set of squares or cubes which contain the edges of your distance box.
For the angle, I don't know of anything. I suppose that you could store each object in a second list or tree sorted by its angle. Then you would find every object at the proper distance using the BSP, every object at the proper angles using the angle tree, then do a set intersection.
You have effectively described a "three dimensional cyclindrical space", ie. a space that is locally three dimensional but where one dimension is topologically cyclic. In other words, it is locally flat and may be modeled as the boundary of a four-dimensional object C4 in (x, y, z, w) defined by
z^2 + w^2 = 1
where
a = arctan(w/z)
With this model, the space defined by your constraints is a 2-dimensional cylinder wrapped "lengthwise" around a cross section wedge, where the wedge wraps around the 4-d cylindrical space with an angle of 2 * threshold_2. This can be modeled using a "modified k-d tree" approach (modified 3-d tree), where the data structure is not a tree but actually a graph (it has cycles). You can still partition this space into cells with hyperplane separation, but traveling along the curve defined by (z, w) in the positive direction may encounter a point encountered in the negative direction. The tree should be modified to actually lead to these nodes from both directions, so that the edges are bidirectional (in the z-w curve direction - the others are obviously still unidirectional).
These cycles do not change the effectiveness of the data structure in locating nearby points or allowing your constraint search. In fact, for the most part, those algorithms are only slightly modified (the simplest approach being to hold a visited node data structure to prevent cycles in the search - you test the next neighbors about to be searched).
This will work especially well for your criteria, since the region you define is effectively bounded by these axis-defined hyperplane-bounded cells of a k-d tree, and so the search termination will leave a region on average populated around pi / 4 percent of the area.

Continuous collision detection between two moving tetrahedra

My question is fairly simple. I have two tetrahedra, each with a current position, a linear speed in space, an angular velocity and a center of mass (center of rotation, actually).
Having this data, I am trying to find a (fast) algorithm which would precisely determine (1) whether they would collide at some point in time, and if it is the case, (2) after how much time they collided and (3) the point of collision.
Most people would solve this by doing triangle-triangle collision detection, but this would waste a few CPU cycles on redundant operations such as checking the same edge of one tetrahedron against the same edge of the other tetrahedron upon checking up different triangles. This only means I'll optimize things a bit. Nothing to worry about.
The problem is that I am not aware of any public CCD (continuous collision detection) triangle-triangle algorithm which takes self-rotation in account.
Therefore, I need an algorithm which would be inputted the following data:
vertex data for three triangles
position and center of rotation/mass
linear velocity and angular velocity
And would output the following:
Whether there is a collision
After how much time the collision occurred
In which point in space the collision occurred
Thanks in advance for your help.
The commonly used discrete collision detection would check the triangles of each shape for collision, over successive discrete points in time. While straightforward to compute, it could miss a fast moving object hitting another one, due to the collision happening between discrete points in time tested.
Continuous collision detection would first compute the volumes traced by each triangle over an infinity of time. For a triangle moving at constant speed and without rotation, this volume could look like a triangular prism. CCD would then check for collision between the volumes, and finally trace back if and at what time the triangles actually shared the same space.
When angular velocity is introduced, the volume traced by each triangle no longer looks like a prism. It might look more like the shape of a screw, like a strand of DNA, or some other non-trivial shapes you might get by rotating a triangle around some arbitrary axis while dragging it linearly. Computing the shape of such volume is no easy feat.
One approach might first compute the sphere that contains an entire tetrahedron when it is rotating at the given angular velocity vector, if it was not moving linearly. You can compute a rotation circle for each vertex, and derive the sphere from that. Given a sphere, we can now approximate the extruded CCD volume as a cylinder with the radius of the sphere and progressing along the linear velocity vector. Finding collisions of such cylinders gets us a first approximation for an area to search for collisions in.
A second, complementary approach might attempt to approximate the actual volume traced by each triangle by breaking it down into small, almost-prismatic sub-volumes. It would take the triangle positions at two increments of time, and add surfaces generated by tracing the triangle vertices at those moments. It's an approximation because it connects a straight line rather than an actual curve. For the approximation to avoid gross errors, the duration between each successive moments needs to be short enough such that the triangle only completes a small fraction of a rotation. The duration can be derived from the angular velocity.
The second approach creates many more polygons! You can use the first approach to limit the search volume, and then use the second to get higher precision.
If you're solving this for a game engine, you might find the precision of above sufficient (I would still shudder at the computational cost). If, rather, you're writing a CAD program or working on your thesis, you might find it less than satisfying. In the latter case, you might want to refine the second approach, perhaps by a better geometric description of the volume occupied by a turning, moving triangle -- when limited to a small turn angle.
I have spent quite a lot of time wondering about geometry problems like this one, and it seems like accurate solutions, despite their simple statements, are way too complicated to be practical, even for analogous 2D cases.
But intuitively I see that such solutions do exist when you consider linear translation velocities and linear angular velocities. Don't think you'll find the answer on the web or in any book because what we're talking about here are special, yet complex, cases. An iterative solution is probably what you want anyway -- the rest of the world is satisfied with those, so why shouldn't you be?
If you were trying to collide non-rotating tetrahedra, I'd suggest a taking the Minkowski sum and performing a ray check, but that won't work with rotation.
The best I can come up with is to perform swept-sphere collision using their bounding spheres to give you a range of times to check using bisection or what-have-you.
Here's an outline of a closed-form mathematical approach. Each element of this will be easy to express individually, and the final combination of these would be a closed form expression if one could ever write it out:
1) The equation of motion for each point of the tetrahedra is fairly simple in it's own coordinate system. The motion of the center of mass (CM) will just move smoothly along a straight line and the corner points will rotate around an axis through the CM, assumed to be the z-axis here, so the equation for each corner point (parameterized by time, t) is p = vt + x + r(sin(wt+s)i + cos(wt + s)j ), where v is the vector velocity of the center of mass; r is the radius of the projection onto the x-y plane; i, j, and k are the x, y and z unit vectors; and x and s account for the starting position and phase of rotation at t=0.
2) Note that each object has it's own coordinate system to easily represent the motion, but to compare them you'll need to rotate each into a common coordinate system, which may as well be the coordinate system of the screen. (Note though that the different coordinate systems are fixed in space and not traveling with the tetrahedra.) So determine the rotation matrices and apply them to each trajectory (i.e. the points and CM of each of the tetrahedra).
3) Now you have an equation for each trajectory all within the same coordinate system and you need to find the times of the intersections. This can be found by testing whether any of the line segments from the points to the CM of a tetrahedron intersects the any of the triangles of another. This also has a closed-form expression, as can be found here.
Layering these steps will make for terribly ugly equations, but it wouldn't be hard to solve them computationally (although with the rotation of the tetrahedra you need to be sure not to get stuck in a local minimum). Another option might be to plug it into something like Mathematica to do the cranking for you. (Not all problems have easy answers.)
Sorry I'm not a math boff and have no idea what the correct terminology is. Hope my poor terms don't hide my meaning too much.
Pick some arbitrary timestep.
Compute the bounds of each shape in two dimensions perpendicular to the axis it is moving on for the timestep.
For a timestep:
If the shaft of those bounds for any two objects intersect, half timestep and start recurse in.
A kind of binary search of increasingly fine precision to discover the point at which a finite intersection occurs.
Your problem can be cast into a linear programming problem and solved exactly.
First, suppose (p0,p1,p2,p3) are the vertexes at time t0, and (q0,q1,q2,q3) are the vertexes at time t1 for the first tetrahedron, then in 4d space-time, they fill the following 4d closed volume
V = { (r,t) | (r,t) = a0 (p0,t0) + … + a3 (p3,t0) + b0 (q0,t1) + … + b3 (q3,t1) }
Here the a0...a3 and b0…b3 parameters are in the interval [0,1] and sum to 1:
a0+a1+a2+a3+b0+b1+b2+b3=1
The second tetrahedron is similarly a convex polygon (add a ‘ to everything above to define V’ the 4d volume for that moving tetrahedron.
Now the intersection of two convex polygon is a convex polygon. The first time this happens would satisfy the following linear programming problem:
If (p0,p1,p2,p3) moves to (q0,q1,q2,q3)
and (p0’,p1’,p2’,p3’) moves to (q0’,q1’,q2’,q3’)
then the first time of intersection happens at points/times (r,t):
Minimize t0*(a0+a1+a2+a3)+t1*(b0+b1+b2+b3) subject to
0 <= ak <=1, 0<=bk <=1, 0 <= ak’ <=1, 0<=bk’ <=1, k=0..4
a0*(p0,t0) + … + a3*(p3,t0) + b0*(q0,t1) + … + b3*(q3,t1)
= a0’*(p0’,t0) + … + a3’*(p3’,t0) + b0’*(q0’,t1) + … + b3’*(q3’,t1)
The last is actually 4 equations, one for each dimension of (r,t).
This is a total of 20 linear constraints of the 16 values ak,bk,ak', and bk'.
If there is a solution, then
(r,t)= a0*(p0,t0) + … + a3*(p3,t0) + b0*(q0,t1) + … + b3*(q3,t1)
Is a point of first intersection. Otherwise they do not intersect.
Thought about this in the past but lost interest... The best way to go about solving it would be to abstract out one object.
Make a coordinate system where the first tetrahedron is the center (barycentric coords or a skewed system with one point as the origin) and abstract out the rotation by making the other tetrahedron rotate around the center. This should give you parametric equations if you make the rotation times time.
Add the movement of the center of mass towards the first and its spin and you have a set of equations for movement relative to the first (distance).
Solve for t where the distance equals zero.
Obviously with this method the more effects you add (like wind resistance) the messier the equations get buts its still probably the simplest (almost every other collision technique uses this method of abstraction). The biggest problem is if you add any effects that have feedback with no analytical solution the whole equation becomes unsolvable.
Note: If you go the route of of a skewed system watch out for pitfalls with distance. You must be in the right octant! This method favors vectors and quaternions though, while the barycentric coords favors matrices. So pick whichever your system uses most effectively.