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Outward interval and Lipschitz midpoint bounds are sound and consistent under refinement
Statement
Assume a finite arithmetic expression DAG uses , , , and division only where the exact denominator is bounded away from zero on the box. Each constant is an exact dyadic or has certified enclosures at precision whose widths tend to zero as . Assume all operation results are finite. For every precision , the enclosure returned by Outward-rounded interval enclosures for factorable expression DAGs on boxes contains the exact range ; hence its lower and upper endpoints are valid bounds for every point in . If is a nested sequence of boxes with diameters tending to zero, their limit point is , and the precisions tend to infinity in one fixed exponent range large enough to avoid overflow, then the interval endpoints tend to . Under the Lipschitz hypothesis in Validated Lipschitz midpoint lower bounds on boxes, its lower bounds are valid on and tend to on every such shrinking sequence.
Facts & Assumptions
Given: A finite arithmetic expression DAG, the finite-result conditions in the Statement, a box , and (for the Lipschitz claim) a nonnegative constant satisfying the displayed Lipschitz inequality.
Every exact node value of a finite expression DAG belongs to its outward-rounded computed node enclosure; a non-finite node gives no finite enclosure claim. Outward-rounded operations are inclusion-isotone and enclose DAG evaluations
Directed lower and upper dyadic rounding enclose each exact endpoint, and the endpoint error tends to zero as precision increases on a fixed bounded range. Certified constant intervals also converge to their exact constants by the added hypothesis. Directed dyadic rounding encloses with explicit underflow and overflow bounds, Dyadic floating-point format and directed rounding, Outward-rounded interval enclosures for factorable expression DAGs on boxes
The interval endpoints, inclusion order, midpoint and width have the meanings in Real intervals, complex rectangles and ball enclosures; each finite operation applies the displayed exact formula before outward rounding. Outward-rounded interval, rectangle and ball operations
If a function is -Lipschitz in the maximum-coordinate distance on , then its values at differ by at most . Validated Lipschitz midpoint lower bounds on boxes
Proof
By the endpoint-rounding rule and [F2], the dyadic input intervals used by the algorithm contain the original box . The DAG enclosure statement [F1] therefore implies for every . Thus and are valid lower and upper bounds on the entire box, not estimates from a sample point.
For a nested shrinking sequence with precision , outward-rounded input endpoints tend to their exact endpoint values by [F2], and each certified constant enclosure tends to its exact constant by the hypothesis. Induct in topological order through the finite DAG. At each addition, subtraction, or multiplication node the exact endpoint formulas are continuous in the input endpoints; at a division node the denominator is bounded away from zero, so the reciprocal endpoint formulas are continuous for all sufficiently large . The directed-rounding error tends to zero by [F2]. Therefore each node enclosure converges to its exact node value at , and in particular the root endpoints converge to .
For the Lipschitz procedure, every satisfies . By [F4], , so is valid on .
Along a shrinking sequence, , , and the singleton enclosure endpoints tend to by step 1.2. Hence , and the extra directed-rounding error also tends to zero by [F2]; therefore .
Depends on
- Outward-rounded interval enclosures for factorable expression DAGs on boxes
- Validated Lipschitz midpoint lower bounds on boxes
- Dyadic floating-point format and directed rounding
- Real intervals, complex rectangles and ball enclosures
- Outward-rounded interval, rectangle and ball operations
- Directed dyadic rounding encloses with explicit underflow and overflow bounds
- Outward-rounded operations are inclusion-isotone and enclose DAG evaluations
Used by
Dependency tree · two levels
14 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Arnold Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, §§11 and 20 (standard reference, not scraped)