An interval extension based on occurrence grouping

In interval arithmetics, special care has been brought to the definition of interval extension functions that compute narrow interval images. In particular, when a function f is monotonic w.r.t. a variable in a given domain, it is well-known that the monotonicity-based interval extension of f comput...

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Bibliographic Details
Published in:Computing 2012-03, Vol.94 (2-4), p.173-188
Main Authors: Araya, Ignacio, Neveu, Bertrand, Trombettoni, Gilles
Format: Article
Language:eng
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Summary:In interval arithmetics, special care has been brought to the definition of interval extension functions that compute narrow interval images. In particular, when a function f is monotonic w.r.t. a variable in a given domain, it is well-known that the monotonicity-based interval extension of f computes a sharper image than the natural interval extension does. This paper presents a so-called “occurrence grouping” interval extension [ f ] og of a function f . When f is not monotonic w.r.t. a variable x in a given domain, we try to transform f into a new function f og that is monotonic w.r.t. two subsets x a and x b of the occurrences of x : f og is increasing w.r.t. x a and decreasing w.r.t. x b . [ f ] og is the interval extension by monotonicity of f og and produces a sharper interval image than the natural extension does. For finding a good occurrence grouping, we propose a linear program and an algorithm that minimize a Taylor-based over-estimate of the image diameter of [ f ] og . Experiments show the benefits of this new interval extension for solving systems of nonlinear equations.
ISSN:0010-485X
1436-5057