Approximate volume and integration for basic semialgebraic sets
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Abstract: Given a basic compact semi-algebraic set , we introduce a methodology that generates a sequence converging to the volume of . This sequence is obtained from optimal values of a hierarchy of either semidefinite or linear programs. Not only the volume but also every finite vector of moments of the probability measure that is uniformly distributed on can be approximated as closely as desired, and so permits to approximate the integral on of any given polynomial; extension to integration against some weight functions is also provided. Finally, some numerical issues associated with the algorithms involved are briefly discussed.
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