Title
A new algorithm for Chebyshev minimum-error multiplication of reduced affine forms.
Abstract
Reduced affine arithmetic (RAA) eliminates the main deficiency of the standard affine arithmetic (AA), i.e. a gradual increase of the number of noise symbols, which makes AA inefficient in a long computation chain. To further reduce overestimation in RAA computation, a new algorithm for the Chebyshev minimum-error multiplication of reduced affine forms is proposed. The algorithm yields the minimum Chebyshev-type bounds and works in linear time, which is asymptotically optimal. We also propose a simplified version of the algorithm, which performs better for low dimensional problems. Illustrative examples show that the presented approach significantly improves solutions of many numerical problems, such as the problem of solving parametric interval linear systems or parametric linear programming, and also improves the efficiency of interval global optimisation.
Year
DOI
Venue
2017
https://doi.org/10.1007/s11075-017-0300-6
Numerical Algorithms
Keywords
Field
DocType
Reduced affine arithmetic,Multiplication,Chebyshev minimum-error approximation
Mathematical optimization,Linear system,Affine combination,Mathematical analysis,Affine arithmetic,Algorithm,Multiplication,Parametric statistics,Chebyshev filter,Time complexity,Asymptotically optimal algorithm,Mathematics
Journal
Volume
Issue
ISSN
76
4
1017-1398
Citations 
PageRank 
References 
0
0.34
9
Authors
2
Name
Order
Citations
PageRank
Iwona Skalna14212.22
Milan Hladík226836.33