A survey on signature-based Gr\"obner basis computations

This paper is a survey on the area of signature-based Gr\"obner basis algorithms that was initiated by Faug\`ere's F5 algorithm in 2002. We explain the general ideas behind the usage of signatures. We show how to classify the various known variants by 3 different orderings. For this we give translations between different notations and show that besides notations many approaches are just the same. Moreover, we give a general description of how the idea of signatures is quite natural when performing the reduction process using linear algebra. This survey shall help to outline this field of active research.Comment: 53 pages, 8 figures, 11 table

Towards Ranking Geometric Automated Theorem Provers

The field of geometric automated theorem provers has a long and rich history, from the early AI approaches of the 1960s, synthetic provers, to today algebraic and synthetic provers. The geometry automated deduction area differs from other areas by the strong connection between the axiomatic theories and its standard models. In many cases the geometric constructions are used to establish the theorems' statements, geometric constructions are, in some provers, used to conduct the proof, used as counter-examples to close some branches of the automatic proof. Synthetic geometry proofs are done using geometric properties, proofs that can have a visual counterpart in the supporting geometric construction. With the growing use of geometry automatic deduction tools as applications in other areas, e.g. in education, the need to evaluate them, using different criteria, is felt. Establishing a ranking among geometric automated theorem provers will be useful for the improvement of the current methods/implementations. Improvements could concern wider scope, better efficiency, proof readability and proof reliability. To achieve the goal of being able to compare geometric automated theorem provers a common test bench is needed: a common language to describe the geometric problems; a comprehensive repository of geometric problems and a set of quality measures.Comment: In Proceedings ThEdu'18, arXiv:1903.1240

Parametric shortest-path algorithms via tropical geometry

We study parameterized versions of classical algorithms for computing shortest-path trees. This is most easily expressed in terms of tropical geometry. Applications include shortest paths in traffic networks with variable link travel times.Comment: 24 pages and 8 figure

A survey on signature-based algorithms for computing Gröbner basis computations

International audienceThis paper is a survey on the area of signature-based Gröbner basis algorithms that was initiated by Faugère's F5 algorithm in 2002. We explain the general ideas behind the usage of signatures. We show how to classify the various known variants by 3 different orderings. For this we give translations between different notations and show that besides notations many approaches are just the same. Moreover, we give a general description of how the idea of signatures is quite natural when performing the reduction process using linear algebra. This survey shall help to outline this field of active research

An introduction to interval-based constraint processing.

Constraint programming is often associated with solving problems over finite domains. Many applications in engineering, CAD and design, however, require solving problems over continuous (real-valued) domains. While simple constraint solvers can solve linear constraints with the inaccuracy of floating-point arithmetic, methods based on interval arithmetic allow exact (interval) solutions over a much wider range of problems. Applications of interval-based programming extend the range of solvable problems from non-linear polynomials up to those involving ordinary differential equations. In this text, we give an introduction to current approaches, methods and implementations of interval-based constraint programming and solving. Special care is taken to provide a uniform and consistent notation, since the literature in this field employs many seemingly different, but yet conceptually related, notations and terminology

New Results on Triangulation, Polynomial Equation Solving and Their Application in Global Localization

This thesis addresses the problem of global localization from images. The overall goal is to find the location and the direction of a camera given an image taken with the camera relative a 3D world model. In order to solve the problem several subproblems have to be handled. The two main steps for constructing a system for global localization consist of model building and localization. For the model construction phase we give a new method for triangulation that guarantees that the globally optimal position is attained under the assumption of Gaussian noise in the image measurements. A common framework for the triangulation of points, lines and conics is presented. The second contribution of the thesis is in the field of solving systems of polynomial equations. Many problems in geometrical computer vision lead to computing the real roots of a system of polynomial equations, and several such geometry problems appear in the localization problem. The method presented in the thesis gives a significant improvement in the numerics when Gröbner basis methods are applied. Such methods are often plagued by numerical problems, but by using the fact that the complete Gröbner basis is not needed, the numerics can be improved. In the final part of the thesis we present several new minimal, geometric problems that have not been solved previously. These minimal cases make use of both two and three dimensional correspondences at the same time. The solutions to these minimal problems form the basis of a localization system which aims at improving robustness compared to the state of the art

Essays on strategic trading

This dissertation discusses various aspects of strategic trading using both analytical modeling and numerical methods. Strategic trading, in short, encompasses models of trading, most notably models of optimal execution and portfolio selection, in which one seeks to rigorously consider various---both explicit and implicit---costs stemming from the act of trading itself. The strategic trading approach, rooted in the market microstructure literature, contrasts with many classical finance models in which markets are assumed to be frictionless and traders can, for the most part, take prices as given. Introducing trading costs to dynamic models of financial markets tend to complicate matters. First, the objectives of the traders become more nuanced since now overtrading leads to poor outcomes due to increased trading costs. Second, when trades affect prices and there are multiple traders in the market, the traders start to behave in a more calculated fashion, taking into account both their own objectives and the perceived actions of others. Acknowledging this strategic behavior is especially important when the traders are asymmetrically informed. These new features allow the models discussed to better reflect aspects real-world trading, for instance, intraday trading patterns, and enable one to ask and answer new questions, for instance, related to the interactions between different traders. To efficiently analyze the models put forth, numerical methods must be utilized. This is, as is to be expected, the price one must pay from added complexity. However, it also opens an opportunity to have a closer look at the numerical approaches themselves. This opportunity is capitalized on and various new and novel computational procedures influenced by the growing field of numerical real algebraic geometry are introduced and employed. These procedures are utilizable beyond the scope of this dissertation and enable one to sharpen the analysis of dynamic equilibrium models.Tämä väitöskirja käsittelee strategista kaupankäyntiä hyödyntäen sekä analyyttisiä että numeerisia menetelmiä. Strategisen kaupankäynnin mallit, erityisesti optimaalinen kauppojen toteutus ja portfolion valinta, pyrkivät tarkasti huomioimaan kaupankäynnistä itsestään aiheutuvat eksplisiittiset ja implisiittiset kustannukset. Tämä erottaa strategisen kaupankäynnin mallit klassisista kitkattomista malleista. Kustannusten huomioiminen rahoitusmarkkinoiden dynaamisessa tarkastelussa monimutkaistaa malleja. Ensinnäkin kaupankävijöiden tavoitteet muuttuvat hienovaraisemmiksi, koska liian aktiivinen kaupankäynti johtaa korkeisiin kaupankäyntikuluihin ja heikkoon tuottoon. Toiseksi oletus siitä, että kaupankävijöiden valitsemat toimet vaikuttavat hintoihin, johtaa pelikäyttäytymiseen silloin, kun markkinoilla on useampia kaupankävijöitä. Pelikäyttäytymisen huomioiminen on ensiarvoisen tärkeää, mikäli informaatio kaupankävijöiden kesken on asymmetristä. Näiden piirteiden johdosta tässä väitöskirjassa käsitellyt mallit mahdollistavat abstrahoitujen rahoitusmarkkinoiden aiempaa täsmällisemmän tarkastelun esimerkiksi päivänsisäisen kaupankäynnin osalta. Tämän lisäksi mallien avulla voidaan löytää vastauksia uusiin kysymyksiin, kuten esimerkiksi siihen, millaisia ovat kaupankävijöiden keskinäiset vuorovaikutussuhteet dynaamisilla markkinoilla. Monimutkaisten mallien analysointiin hyödynnetään numeerisia menetelmiä. Tämä avaa mahdollisuuden näiden menetelmien yksityiskohtaisempaan tarkasteluun, ja tätä mahdollisuutta hyödynnetään pohtimalla laskennallisia ratkaisuja tuoreesta numeerista reaalista algebrallista geometriaa hyödyntävästä näkökulmasta. Väitöskirjassa esitellyt uudet laskennalliset ratkaisut ovat laajalti hyödynnettävissä, ja niiden avulla on mahdollista terävöittää dynaamisten tasapainomallien analysointia

Multi set-point explicit model predictive control for nonlinear process systems

In this article, we introduce a novel framework for the design of multi set-point nonlinear explicit controllers for process systems engineering problems where the set-points are treated as uncertain parameters simultaneously with the initial state of the dynamical system at each sampling instance. To this end, an algorithm for a special class of multi-parametric nonlinear programming problems with uncertain parameters on the right-hand side of the constraints and the cost coefficients of the objective function is presented. The algorithm is based on computed algebra methods for symbolic manipulation that enable an analytical solution of the optimality conditions of the underlying multi-parametric nonlinear program. A notable property of the presented algorithm is the computation of exact, in general nonconvex, critical regions that results in potentially great computational savings through a reduction in the number of convex approximate critical regions

Algorithms for Analytic Combinatorics in Several Variables

Given a multivariate rational generating function we are interested in computing asymptotic formulas for the sequences encoded by the coefficients. In this thesis we apply the theory of analytic combinatorics in several variables (ACSV) to this problem and build algorithms which seek to compute asymptotic formulas automatically, and to aid in understanding of the theory. Under certain assumptions on a given rational multivariate generating series, we demonstrate two algorithms which compute an asymptotic formula for the coefficients. The first algorithm applies numerical methods for polynomial system solving to compute minimal points which are essential to asymptotics, while the second algorithm leverages the geometry of a so-called height map in two variables to compute asymptotics even in the absence of minimal points. We also provide software for computing gradient flows on the height maps of rational generating functions. These flows are useful for understanding the deformations of integral contours which are present in the analysis of rational generating functions