On Sound Relative Error Bounds for Floating-Point Arithmetic

State-of-the-art static analysis tools for verifying finite-precision code compute worst-case absolute error bounds on numerical errors. These are, however, often not a good estimate of accuracy as they do not take into account the magnitude of the computed values. Relative errors, which compute errors relative to the value's magnitude, are thus preferable. While today's tools do report relative error bounds, these are merely computed via absolute errors and thus not necessarily tight or more informative. Furthermore, whenever the computed value is close to zero on part of the domain, the tools do not report any relative error estimate at all. Surprisingly, the quality of relative error bounds computed by today's tools has not been systematically studied or reported to date. In this paper, we investigate how state-of-the-art static techniques for computing sound absolute error bounds can be used, extended and combined for the computation of relative errors. Our experiments on a standard benchmark set show that computing relative errors directly, as opposed to via absolute errors, is often beneficial and can provide error estimates up to six orders of magnitude tighter, i.e. more accurate. We also show that interval subdivision, another commonly used technique to reduce over-approximations, has less benefit when computing relative errors directly, but it can help to alleviate the effects of the inherent issue of relative error estimates close to zero

Branch-and-Prune Search Strategies for Numerical Constraint Solving

When solving numerical constraints such as nonlinear equations and inequalities, solvers often exploit pruning techniques, which remove redundant value combinations from the domains of variables, at pruning steps. To find the complete solution set, most of these solvers alternate the pruning steps with branching steps, which split each problem into subproblems. This forms the so-called branch-and-prune framework, well known among the approaches for solving numerical constraints. The basic branch-and-prune search strategy that uses domain bisections in place of the branching steps is called the bisection search. In general, the bisection search works well in case (i) the solutions are isolated, but it can be improved further in case (ii) there are continuums of solutions (this often occurs when inequalities are involved). In this paper, we propose a new branch-and-prune search strategy along with several variants, which not only allow yielding better branching decisions in the latter case, but also work as well as the bisection search does in the former case. These new search algorithms enable us to employ various pruning techniques in the construction of inner and outer approximations of the solution set. Our experiments show that these algorithms speed up the solving process often by one order of magnitude or more when solving problems with continuums of solutions, while keeping the same performance as the bisection search when the solutions are isolated.Comment: 43 pages, 11 figure

Bifurcation Analysis Using Rigorous Branch and Bound Methods

For the study of nonlinear dynamic systems, it is important to locate the equilibria and bifurcations occurring within a specified computational domain. This paper proposes a new approach for solving these problems and compares it to the numerical continuation method. The new approach is based upon branch and bound and utilizes rigorous enclosure techniques to yield outer bounding sets of both the equilibrium and local bifurcation manifolds. These sets, which comprise the union of hyper-rectangles, can be made to be as tight as desired. Sufficient conditions for the existence of equilibrium and bifurcation points taking the form of algebraic inequality constraints in the state-parameter space are used to calculate their enclosures directly. The enclosures for the bifurcation sets can be computed independently of the equilibrium manifold, and are guaranteed to contain all solutions within the computational domain. A further advantage of this method is the ability to compute a near-maximally sized hyper-rectangle of high dimension centered at a fixed parameter-state point whose elements are guaranteed to exclude all bifurcation points. This hyper-rectangle, which requires a global description of the bifurcation manifold within the computational domain, cannot be obtained otherwise. A test case, based on the dynamics of a UAV subject to uncertain center of gravity location, is used to illustrate the efficacy of the method by comparing it with numerical continuation and to evaluate its computational complexity

Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements