Seminar: Solving systems of polynomial equations
Summer term 2010
Christian Haase
Ralf Kornhuber

Announcements
There has been a preliminary meeting for the seminar on
Wednesday, Feb 17, 13:00 in room 126 (A6)
where we presented potatial topics and fixed a schedule.

If you were not there, you can of course still attend the seminar. Contact us!
 
Contents
Systems of polynomial equations are for everyone: from graduate students in computer science, engineering, or economics to experts in algebraic geometry. This [seminar] aims to provide a bridge between mathematical levels and to expose as many [aspects] of the subject as possible.

Today, polynomial models are ubiquitous and widely applied across the sciences. They arise in robotics, coding theory, optimization, mathematical biology, computer vision, game theory, statistics, machine learning, control theory, and numerous other areas. [...] Exciting recent developments in symbolic algebra and numerical software for geometric calculations have revolutionized the field, making formerly inaccessible problems tractable.'' (After [S])

The goal of the seminar is to explain some recent algorithms to find some/all solutions to a polynomial system, assuming that their number is finite. We will start by explaining to each other the needed notions from numerical analysis and algebraic geometry.
  • Newton's method, condition numbers and numerical homotopy
  • Newton polytopes and mixed volumes
  • Bernstein's theorem and polyhedral homotopies
  • Bürgisser-Cucker algorithm to find some solution
  • Gröbner bases and moment matrices
  • Real-root finding using semi-definite optimization
Meeting time
  • Tuesday 10 - 12, room 032 (Arnimallee 6)
Office Hours
Wed 10 - 11, and by appointment
(Room 201, Arnimallee 3).

Thu 11 - 12
(Room 130, Arnimallee 6).


 
Seminar Schedule
date Title
speaker references
04/13 Overview everyone (5min)
04/20 Numerical condition of roots of a polynomial Lars & César [G]
04/27 Numerical condition of polynomial systems César & Lars [Dt]
05/04 A subdivision algorithm for univariate complex polynomials Benjamin [DSZ]
05/11 Newton & numerical homotopy Tatiana [D] §5
05/18 Newton polytopes & mixed volumes Felix [HS]
05/25 NO TALK TODAY!!
06/01 Bernshteĭn & polyhedral homotopy Felix [HS]
06/08 End games Andreas [SW] §10, [HV]
06/15 Random start systems Matthias [BC] §9
06/22 Average case analysis of homotopies I Kaie & LarsLars [BC] §6
06/29 NO TALK TODAY!!
07/06 Average case analysis of homotopies II LarsLars & Kaie [BC] §7/8
07/14 Average case analysis of condition numbers LarsLars [BC] §8
References
We will reserve some books in the library ("Handapparat").
 
Text Books
[D] Peter Deuflhard: Newton methods for nonlinear problems. Affine invariance and adaptive algorithms. Springer Series in Computational Mathematics 35, 2004
[SW] Andrew J. Sommese and Charles W. Wampler II: The Numerical Solution of Systems of Polynomials Arising in Engineering and Science. World Scientific, 2005
[S] Bernd Sturmfels: Solving systems of polynomial equations. CBMS Regional Conference Series in Mathematics 97 American Mathematical Society, 2002
 
Journal Articles
[BC] Peter Bürgisser and Felipe Cucker: On a Problem Posed by Steve Smale. arXiv:0909.2114
[Dt] Jérôme Dégot: A condition number theorem for underdetermined polynomial systems. Math. Comput. 70 329-335 (2001)
[DSZ] Michael Dellnitz, Oliver Schütze and Qinghua Zheng: Locating all the zeros of an analytic function in one complex variable. J. Comput. Appl. Math. 138 325-333 (2002)
[G] Walter Gautschi: On the condition of algebraic equations. Numer. Math. 21 405-424 (1973)
[HS] Birkett Huber and Bernd Sturmfels: A Polyhedral Method for Solving Sparse Polynomial Systems. Mathematics of Computation 64 1541-1555 (1995)
[HV] Birkett Huber and Jan Verschelde: Polyhedral end games for polynomial continuation. Numerical Algorithms 18 91-108 (1998)
[R] James Renegar: On the worst-case arithmetic complexity of approximating zeros of systems of polynomials. SIAM J. Comput. 18 350-370 (1989)
[PDF]
[RB] Werner C. Rheinboldt & John V. Burkardt: A locally parameterized continuation process. ACM Transactions on Mathematical Software (TOMS) 9 215-235 (1983)
[ST] Daniel A. Spielman & Shang-Hua Teng: Smoothed analysis of algorithms. Ta Tsien Li (ed.) et al., Proceedings of the ICM 2002, Vol. I: Plenary lectures and ceremonies World Scientific 2002
 
Software & links
Coming soon ...
 
Prerequisites
You need to be open minded - you should consider neither numerical analysis nor algebraic geometry as no-go areas. Background in one of the following will be advantageous (but not required): numerical analysis, algebraic geometry, convex optimization.