Ellipsoidal Arithmetic for Multivariate Systems
Villanueva, M. E.1; Rajyaguru, J.1; Houska, B.2; Chachuat, B.1
2015
会议录名称12TH INTERNATIONAL SYMPOSIUM ON PROCESS SYSTEMS ENGINEERING (PSE) AND 25TH EUROPEAN SYMPOSIUM ON COMPUTER AIDED PROCESS ENGINEERING (ESCAPE), PT A
卷号37
页码767-772
发表状态已发表
摘要The ability to determine enclosures for the image set of nonlinear functions is pivotal to many applications in engineering. This paper presents a method for the systematic construction of ellipsoidal extensions of factorable functions. It proceeds by lifting the ellipsoid to a higher dimensional space for every atom operation in the function's directed acyclic graph, thereby accounting for dependencies. We present theoretical results regarding the quadratic Hausdorff convergence of the computed enclosures. Moreover, we propose an efficient implementation, whereby the shape matrix of the lifted ellipsoid is stored in sparse format, and every atom operation corresponds to a sparse update in that matrix. We illustrate these developments with two numerical examples.
关键词Ellipsoids Function Bounding Interval Arithmetic
出版地SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS
收录类别CPCI
语种英语
WOS研究方向Engineering
WOS类目Engineering, Chemical ; Engineering, Industrial
WOS记录号WOS:000366889500123
出版者ELSEVIER SCIENCE BV
WOS关键词INTERVAL-ANALYSIS ; GLOBAL OPTIMIZATION
原始文献类型Proceedings Paper
引用统计
文献类型会议论文
条目标识符https://kms.shanghaitech.edu.cn/handle/2MSLDSTB/2306
专题信息科学与技术学院_PI研究组_Boris Houska组
通讯作者Villanueva, M. E.
作者单位1.Univ London Imperial Coll Sci Technol & Med, Ctr Proc Syst Engn, London SW7 2AZ, England
2.ShanghaiTech Univ, Sch Informat Sci & Technol, Shanghai 200031, Peoples R China
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Villanueva, M. E.,Rajyaguru, J.,Houska, B.,et al. Ellipsoidal Arithmetic for Multivariate Systems[C]. SARA BURGERHARTSTRAAT 25, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS:ELSEVIER SCIENCE BV,2015:767-772.
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