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VolEsti is a C++ library for volume approximation and sampling of convex bodies (e.g. polytopes) with an R and limited python interface. VolEsti is part of the GeomScale project.

Test results

Documentation

• Using the R interface
• Using the C++ Interface
• Wikipage with tutorials and demos
• Tutorial given to PyData meetup

Credits

Copyright (c) 2012-2020 Vissarion Fisikopoulos
Copyright (c) 2018-2020 Apostolos Chalkis

You may redistribute or modify the software under the GNU Lesser General Public License as published by Free Software Foundation, either version 3 of the License, or (at your option) any later version. It is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY.

Main development started in 2012 by Vissarion Fisikopoulos while he was affiliated with University of Athens (UoA, Greece), and then with University of Brussels (ULB, Belgium). The main sampling and volume algorithms were developed at that time.

Later, Chalkis Apostolos affiliated with University of Athens (UoA, Greece) and mentored by V.F. and partially supported by GSoC'2018, 2019 programs enhanced volesti with more algorithms for sampling and volume as well as an R interface.

We acknowledge several contributions by the open-source community, most notably a python interface by Pedro Zuidberg Dos Martires affiliated with KU Leuven.

Publications

1. I.Z. Emiris and V. Fisikopoulos, Efficient random-walk methods for approximating polytope volume, In Proc. ACM Symposium on Computational Geometry, Kyoto, Japan, p.318-325, 2014.
2. I.Z. Emiris and V. Fisikopoulos, Practical polytope volume approximation, ACM Transactions on Mathematical Software, vol 44, issue 4, 2018.
3. L. Cales, A. Chalkis, I.Z. Emiris, V. Fisikopoulos, Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises, Proc. of Symposium on Computational Geometry, Budapest, Hungary, 2018.