A general reliable quadratic form: An extension of affine arithmetic (Q2494411)

From MaRDI portal





scientific article; zbMATH DE number 5036048
Language Label Description Also known as
default for all languages
No label defined
    English
    A general reliable quadratic form: An extension of affine arithmetic
    scientific article; zbMATH DE number 5036048

      Statements

      A general reliable quadratic form: An extension of affine arithmetic (English)
      0 references
      0 references
      0 references
      26 June 2006
      0 references
      The paper indicates a new way to generate bounds for the range of polynomial functions \(f\) over a hypercube \(X\subseteq\mathbb{R}^n\). To this end general quadratic forms (GQF) are used which are defined by \[ \widehat{\widehat x}= \varepsilon^T A\varepsilon+ b^T\varepsilon+c + e^+\varepsilon_{n+1}+ e^-\varepsilon_{n+2}+ e\varepsilon_{n+ 3}, \] where \(A\in\mathbb{R}^{n\times n}\), \(b\in\mathbb{R}^n\), \(c\in\mathbb{R}\), \((e^+, e^-, e)\in(\mathbb{R}^+)^3\), \(\varepsilon_i\in [-1,1]\) for \(i\in \{1,\dots, n\}\), \(\varepsilon_{n+1}\in [0,1]\), \(\varepsilon_{n+2}\in [-1,0]\), and \(\varepsilon_{n+3}\in [-1,1]\). Transfers are given from intervals to GQF and vice versa, and also from GQF to affine forms and vice versa. Here, an affine form is defined by \[ \widehat x= x_0+ \sum^n_{i=1} x_i\varepsilon_i \] with \(x_i\in\mathbb{R}\) and \(\varepsilon_i\in [-1, 1]\). The operations \(+\), \(-\), \(\times\) are defined for GQF, and with them an inclusion function \(\text{GQF}(X)\) for \(f(X)\). Properties of this function are proved including comparisons with other inclusion functions. Interval input data \(A\), \(b\), \(c\) were introduced in GQF in order to guarantee inclusion for input data which are non-machine numbers. This ends up with a so-called reliable general quadratic form. The operations \(+\), \(-\), \(\times\) are generalized to this new situation and an inclusion function is defined analogously to \(\text{GQF}(X)\). It is shown how GQF can be applied to global optimization for polynomials using a basic interval branch-and-bound algorithm of Moore and Skelboe [see \textit{H. Ratschek} and \textit{J. Rokne}, New computer methods for global optimization. (1988; Zbl 0648.65049)].
      0 references
      affine form
      0 references
      generalized interval arithmetic
      0 references
      inclusion function
      0 references
      general quadratic form
      0 references
      interval analysis
      0 references
      global optimization
      0 references
      branch-and-bound algorithm
      0 references
      0 references

      Identifiers