Spectrahedra R interface - GeomScale/gsoc24 GitHub Wiki

Overview

Sampling from Spectrahedra and computing their volume is a fundamental problem in applied mathematics. The aim of this project is to expose in the R interface of volesti the C++ functions that are used to sample and compute volumes of Spectrahedra.

References

[1] Sampling the feasible sets of SDPs and volume approximation - Chalkis, Fisikopoulos, Repouskos, Tsigaridas, 2020 pdf

Details of your coding project

The contributor will edit the R functions volume and sample_points of volesti to support Spectrahedra. An R class that represents Spectrahedra already exists. Rcpp methods should be used to call the C++ functions from the R interface and there are already many examples to follow.

Difficulty: Medium

Size

Medium (175 hours)

Skills

• Required: C++, R
• Preferred: Experience with linear algebra

Mentors

• Vissarion Fisikopoulos <vissarion.fisikopoulos at gmail.com> is an international expert in mathematical software, computational geometry, and optimization, and has previous GSOC mentoring experience with Boost C++ libraries (2016-2017) and the R-project (2017).
• Apostolos Chalkis <tolis.chal at gmail.com> is a Research Engineer at Quantagonia GmbH. He is an expert in statistical software, computational geometry, and optimization, and has previous GSoC student experience (2018 & 2019) and mentoring experience with GeomScale (from 2020 to 2023).

Students, please contact the mentors after completing at least one of the tests below.

Tests

Students, please do one or more of the following tests before contacting the mentors above.

• Easy: Compile and run CRAN version of volesti.
• Hard: Modify an existing Rcpp function in the R interface of volesti to provide a new option to the user. This could be something simple; not a major change is required.

For tips and references contact the Mentors!