Interval Subroutine Library Mission

We propose the collection, standardization, and distribution of a full-featured production quality library for reliable scientific computing with routines using interval techniques for use by the wide community of applications developers

Latest Developments on the IEEE 1788 Effort for the Standardization of Interval Arithmetic

(Standardization effort supported by the INRIA D2T.)International audienceInterval arithmetic undergoes a standardization effort started in 2008 by the IEEE P1788 working group. The structure of the proposed standard is presented: the mathematical level is distinguished from both the implementation and representation levels. The main definitions are introduced: interval, mathematical functions, either arithmetic operations or trigonometric functions, comparison relations, set operations. While developing this standard, some topics led to hot debate. Such a hot topic is the handling of exceptions. Eventually, the system of decorations has been adopted. A decoration is a piece of information that is attached to each interval. Rules for the propagation of decorations have also been defined. Another hot topic is the mathematical model used for interval arithmetic. Historically, the model introduced by R. Moore in the 60s covered only non-empty and bounded intervals. The set-based model includes the empty set and unbounded intervals as well. Tenants of Kaucher arithmetic also insisted on offering "reverse" intervals. It has eventually been decided that an implementation must provide at least one of these flavors of interval arithmetic. The standard provides hooks for these different flavors. As the preparation of the draft should end in December 2013, no chapter is missing. However, a reference implementation would be welcome

Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control

This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York

Comparison of I-131 Radioimmunotherapy Tumor Dosimetry: Unit Density Sphere Model Versus Patient-Specific Monte Carlo Calculations

High computational requirements restrict the use of Monte Carlo algorithms for dose estimation in a clinical setting, despite the fact that they are considered more accurate than traditional methods. The goal of this study was to compare mean tumor absorbed dose estimates using the unit density sphere model incorporated in OLINDA with previously reported dose estimates from Monte Carlo simulations using the dose planning method (DPMMC) particle transport algorithm. The dataset (57 tumors, 19 lymphoma patients who underwent SPECT/CT imaging during I-131 radioimmunotherapy) included tumors of varying size, shape, and contrast. OLINDA calculations were first carried out using the baseline tumor volume and residence time from SPECT/CT imaging during 6 days post-tracer and 8 days post-therapy. Next, the OLINDA calculation was split over multiple time periods and summed to get the total dose, which accounted for the changes in tumor size. Results from the second calculation were compared with results determined by coupling SPECT/CT images with DPM Monte Carlo algorithms. Results from the OLINDA calculation accounting for changes in tumor size were almost always higher (median 22%, range -1%-68%) than the results from OLINDA using the baseline tumor volume because of tumor shrinkage. There was good agreement (median -5%, range -13%-2%) between the OLINDA results and the self-dose component from Monte Carlo calculations, indicating that tumor shape effects are a minor source of error when using the sphere model. However, because the sphere model ignores cross-irradiation, the OLINDA calculation significantly underestimated (median 14%, range 2%-31%) the total tumor absorbed dose compared with Monte Carlo. These results show that when the quantity of interest is the mean tumor absorbed dose, the unit density sphere model is a practical alternative to Monte Carlo for some applications. For applications requiring higher accuracy, computer-intensive Monte Carlo calculation is needed.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/90433/1/cbr-2E2011-2E0965.pd

Efficient importance sampling in low dimensions using affine arithmetic

Despite the development of sophisticated techniques such as sequential Monte Carlo, importance sampling (IS) remains an important Monte Carlo method for low dimensional target distributions. This paper describes a new technique for constructing proposal distributions for IS, using affine arithmetic. This work builds on the Moore rejection sampler to which we provide a comparison

Verified global optimization for estimating the parameters of nonlinear models

Nonlinear parameter estimation is usually achieved via the minimization of some possibly non-convex cost function. Interval analysis allows one to derive algorithms for the guaranteed characterization of the set of all global minimizers of such a cost function when an explicit expression for the output of the model is available or when this output is obtained via the numerical solution of a set of ordinary differential equations. However, cost functions involved in parameter estimation are usually challenging for interval techniques, if only because of multi-occurrences of the parameters in the formal expression of the cost. This paper addresses parameter estimation via the verified global optimization of quadratic cost functions. It introduces tools for the minimization of generic cost functions. When an explicit expression of the output of the parametric model is available, significant improvements may be obtained by a new box exclusion test and by careful manipulations of the quadratic cost function. When the model is described by ODEs, some of the techniques available in the previous case may still be employed, provided that sensitivity functions of the model output with respect to the parameters are available

A Set-Theoretic Method for Verifying Feasibility of a Fast Explicit Nonlinear Model Predictive Controller

In this chapter an algorithm for nonlinear explicit model predictive control is presented. A low complexity receding horizon control law is obtained by approximating the optimal control law using multiscale basis function approximation. Simultaneously, feasibility and stability of the approximate control law is ensured through the computation of a capture basin (region of attraction) for the closed-loop system. In a previous work, interval methods were used to construct the capture basin (feasible region), yet this approach suffered due to slow computation times and high grid complexity. In this chapter, we suggest an alternative to interval analysis based on zonotopes. The suggested method significantly reduces the complexity of the combined function approximation and verification procedure through the use of DC (difference of convex) programming, and recursive splitting. The result is a multiscale function approximation method with improved computational efficiency for fast nonlinear explicit model predictive control with guaranteed stability and constraint satisfaction