Certification of inequalities involving transcendental functions: combining SDP and max-plus approximation

We consider the problem of certifying an inequality of the form $f(x)\geq 0$, $\forall x\in K$, where $f$ is a multivariate transcendental function, and $K$ is a compact semialgebraic set. We introduce a certification method, combining semialgebraic optimization and max-plus approximation. We assume that $f$ is given by a syntaxic tree, the constituents of which involve semialgebraic operations as well as some transcendental functions like $\cos$, $\sin$, $\exp$, etc. We bound some of these constituents by suprema or infima of quadratic forms (max-plus approximation method, initially introduced in optimal control), leading to semialgebraic optimization problems which we solve by semidefinite relaxations. The max-plus approximation is iteratively refined and combined with branch and bound techniques to reduce the relaxation gap. Illustrative examples of application of this algorithm are provided, explaining how we solved tight inequalities issued from the Flyspeck project (one of the main purposes of which is to certify numerical inequalities used in the proof of the Kepler conjecture by Thomas Hales).Comment: 7 pages, 3 figures, 3 tables, Appears in the Proceedings of the European Control Conference ECC'13, July 17-19, 2013, Zurich, pp. 2244--2250, copyright EUCA 201

Chebyshev model arithmetic for factorable functions

This article presents an arithmetic for the computation of Chebyshev models for factorable functions and an analysis of their convergence properties. Similar to Taylor models, Chebyshev models consist of a pair of a multivariate polynomial approximating the factorable function and an interval remainder term bounding the actual gap with this polynomial approximant. Propagation rules and local convergence bounds are established for the addition, multiplication and composition operations with Chebyshev models. The global convergence of this arithmetic as the polynomial expansion order increases is also discussed. A generic implementation of Chebyshev model arithmetic is available in the library MC++. It is shown through several numerical case studies that Chebyshev models provide tighter bounds than their Taylor model counterparts, but this comes at the price of extra computational burden

Certification of Real Inequalities -- Templates and Sums of Squares

We consider the problem of certifying lower bounds for real-valued multivariate transcendental functions. The functions we are dealing with are nonlinear and involve semialgebraic operations as well as some transcendental functions like $\cos$, $\arctan$, $\exp$, etc. Our general framework is to use different approximation methods to relax the original problem into polynomial optimization problems, which we solve by sparse sums of squares relaxations. In particular, we combine the ideas of the maxplus estimators (originally introduced in optimal control) and of the linear templates (originally introduced in static analysis by abstract interpretation). The nonlinear templates control the complexity of the semialgebraic relaxations at the price of coarsening the maxplus approximations. In that way, we arrive at a new - template based - certified global optimization method, which exploits both the precision of sums of squares relaxations and the scalability of abstraction methods. We analyze the performance of the method on problems from the global optimization literature, as well as medium-size inequalities issued from the Flyspeck project.Comment: 27 pages, 3 figures, 4 table

Rigorous Polynomial Approximation using Taylor Models in Coq

International audienceOne of the most common and practical ways of representing a real function on machines is by using a polynomial approximation. It is then important to properly handle the error introduced by such an approximation. The purpose of this work is to offer guaranteed error bounds for a specific kind of rigorous polynomial approximation called Taylor model. We carry out this work in the Coq proof assistant, with a special focus on genericity and efficiency for our implementation. We give an abstract interface for rigorous polynomial approximations, parameter- ized by the type of coefficients and the implementation of polynomials, and we instantiate this interface to the case of Taylor models with inter- val coefficients, while providing all the machinery for computing them. We compare the performances of our implementation in Coq with those of the Sollya tool, which contains an implementation of Taylor models written in C. This is a milestone in our long-term goal of providing fully formally proved and efficient Taylor models

Chebyshev Interpolation Polynomial-based Tools for Rigorous Computing

17 pagesInternational audiencePerforming numerical computations, yet being able to provide rigorous mathematical statements about the obtained result, is required in many domains like global optimization, ODE solving or integration. Taylor models, which associate to a function a pair made of a Taylor approximation polynomial and a rigorous remainder bound, are a widely used rigorous computation tool. This approach benefits from the advantages of numerical methods, but also gives the ability to make reliable statements about the approximated function. Despite the fact that approximation polynomials based on interpolation at Chebyshev nodes offer a quasi-optimal approximation to a function, together with several other useful features, an analogous to Taylor models, based on such polynomials, has not been yet well-established in the field of validated numerics. This paper presents a preliminary work for obtaining such interpolation polynomials together with validated interval bounds for approximating univariate functions. We propose two methods that make practical the use of this: one is based on a representation in Newton basis and the other uses Chebyshev polynomial basis. We compare the quality of the obtained remainders and the performance of the approaches to the ones provided by Taylor models

Robust topology optimization for structures under interval uncertainty

© 2016 Elsevier Ltd. All rights reserved. This paper proposes a new non-probabilistic robust topology optimization approach for structures under interval uncertainty, as a complementarity of the probabilistic robust topology optimization methods. Firstly, to avoid the nested double-loop optimization procedure that is time consuming in computations, the interval arithmetic is introduced to estimate the bounds of the interval objective function and formulate the design problem under the worst scenario. Secondly, a type of non-intrusive method using the Chebyshev interval inclusion function is established to implement the interval arithmetic. Finally, a new sensitivity analysis method is developed to evaluate the design sensitivities for objective functions like structural mean compliance with respect to interval uncertainty. It can overcome the difficulty due to non-differentiability of intervals and enable the direct application of gradient-based optimization algorithms, e.g. the Method of Moving Asymptotes (MMA), to the interval uncertain topology optimization problems. Several examples are used to demonstrate the effectiveness of the proposed method

Efficient and accurate computation of upper bounds of approximation errors

International audienceFor purposes of actual evaluation, mathematical functions f are commonly replaced by approximation polynomials p. Examples include floating-point implementations of elementary functions, quadrature or more theoretical proof work involving transcendental functions. Replacing f by p induces a relative error epsilon = p/f - 1. In order to ensure the validity of the use of p instead of f, the maximum error, i.e. the supremum norm of epsilon must be safely bounded above. Numerical algorithms for supremum norms are efficient but cannot offer the required safety. Previous validated approaches often require tedious manual intervention. If they are automated, they have several drawbacks, such as the lack of quality guarantees. In this article a novel, automated supremum norm algorithm with a priori quality is proposed. It focuses on the validation step and paves the way for formally certified supremum norms. Key elements are the use of intermediate approximation polynomials with bounded approximation error and a non-negativity test based on a sum-of-squares expression of polynomials. The new algorithm was implemented in the Sollya tool. The article includes experimental results on real-life examples

POLAR: A Polynomial Arithmetic Framework for Verifying Neural-Network Controlled Systems

We propose POLAR, a \textbf{pol}ynomial \textbf{ar}ithmetic framework that leverages polynomial overapproximations with interval remainders for bounded-time reachability analysis of neural network-controlled systems (NNCSs). Compared with existing arithmetic approaches that use standard Taylor models, our framework uses a novel approach to iteratively overapproximate the neuron output ranges layer-by-layer with a combination of Bernstein polynomial interpolation for continuous activation functions and Taylor model arithmetic for the other operations. This approach can overcome the main drawback in the standard Taylor model arithmetic, i.e. its inability to handle functions that cannot be well approximated by Taylor polynomials, and significantly improve the accuracy and efficiency of reachable states computation for NNCSs. To further tighten the overapproximation, our method keeps the Taylor model remainders symbolic under the linear mappings when estimating the output range of a neural network. We show that POLAR can be seamlessly integrated with existing Taylor model flowpipe construction techniques, and demonstrate that POLAR significantly outperforms the current state-of-the-art techniques on a suite of benchmarks