Yanlin Zha

Yanlin Zha, Mario E. Villanueva, Boris Houska

This paper presents a novel set-based computing method, called interval superposition arithmetic, for enclosing the image set of multivariate factorable functions on a given domain. In order to construct such enclosures, the proposed arithmetic operates over interval superposition models which are parameterized by a matrix with interval components. Every point in the domain of a factorable function is then associated with a sequence of components of this matrix and the superposition, i.e. Minkowski sum, of these elements encloses the image of the function at this point. Interval superposition arithmetic has a linear runtime complexity with respect to the number of variables. Besides presenting a detailed theoretical analysis of the accuracy and convergence properties of interval superposition arithmetic, the paper illustrates its advantages compared to existing set arithmetics via numerical examples.

Junyan Su, Yanlin Zha, Kai Wang et al.

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks in GPE algorithms is the construction of enclosures for the image-set of factorable functions. In this paper, we introduce a novel set-based computing method called interval superposition arithmetics (ISA) for the construction of enclosures of such image sets and its use in GPE algorithms. The main benefits of using ISA in the context of GPE lie in the improvement of enclosure accuracy and in the implied reduction of number set-membership tests of the set-inversion algorithm.

Yanlin Zha, Mario Eduardo Villanueva, Boris Houska et al.

This article presents an arithmetic, called superposition relaxation, for bracketing the graph of a multivariate factorable function on a compact domain between a pair of underestimating and overestimating functions that are both separable. Propagation rules are established for affine and nonlinear composition operations, with a focus on exploiting global monotonicity and convexity properties in the composition. The local convergence properties of this arithmetic are also analyzed in both the pointwise and Hausdorff sense, including conditions under which quadratic pointwise convergence propagates through composition. Parameterizations of the univariate summands in a superposition relaxation either as piecewise-constant or continuous piecewise-linear functions are discussed for a practical implementation. It is shown through numerical case studies that superposition relaxations can be consistently tighter than McCormick relaxations, including for the relaxation of artificial neural networks. But superposition relaxations also incur a higher computational cost than McCormick relaxations. Further investigations are thus warranted as applications in global optimization seek to balance a relaxation's tightness with its computational cost.