For an application, I need to compute volumes of convex polytopes of dimension of about 300. The polytopes of interest have a restricted form:
P:=(x1,x2,…,xn) with 0≤xi≤xi+1≤L, l≤xi−xi+1≤u where L,u,l are known positive constants.
On my laptop, the polytope volume computation routine takes about 3 hours to compute for n=9, and freezes for larger n, making it useless for most interesting cases of my application.
Is there an easy way to parallelize the volume routine?
Perhaps by a straightforward use of the [multiprocessing] module, when running on a cluster ?
A more advanced use case, which also arises in my application, lies in computing integrals over the polytope: ∫Pf(x)dx, where f is a symmetric function of its arguments. I would greatly be interested in techniques that extend to this case as well.