Algorithm for min-range multiplication of affine forms

DOI10.1007/S11075-012-9644-0MaRDI QIDQ2391826zbMATH OpenOpenAlexFDO

Authors Iwona Skalna

Publication date 5 August 2013

Published in Numerical Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11075-012-9644-0

zbMATH Keywords

affine arithmeticglobal optimisationminimum range affine approximationmultiplicationroots of functions

Mathematics Subject Classification ID

Algorithms with automatic result verification (65G20) Numerical computation of solutions to single equations (65H05) Numerical mathematical programming methods (65K05)

Review text

An efficient method is presented for computing the minimum range (min-range) affine approximation of the product of arbitrary affine forms that do not contain the zero properly. Affine arithmetic produces guaranteed enclosures for computed quantities, taking into account any uncertainties in the input data as well as round-off errors. Elementary operations on affine forms are redefined so they result in affine forms. Affine-linear operations result straightforwardly in affine forms. Nonlinear operators, such as multiplication, must be approximated by affine forms. Thus, the selection of an appropriate approximation is a big challenge, since different approximations may be more accurate for specific purposes. Four numerical experiments are carried out to demonstrate the essential features of the proposed approach, especially its usefulness for bounding ranges of functions for global optimization and for finding roots of functions.

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Cites work

• Affine arithmetic: concepts and applications
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Cited in

(2)

• A new algorithm for Chebyshev minimum-error multiplication of reduced affine forms
• Extensions of affine arithmetic: application to unconstrained global optimization

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