Computational Complexity and Feasibility of Data Processing and Interval Computations

Targeted audience • Specialists in numerical computations, especially in numerical optimiza­ tion, who are interested in designing algorithms with automatie result ver­ ification, and who would therefore be interested in knowing how general their algorith

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Applied Optimization Volume 10 Series Editors: Panos M. Pardalos University oi Florida, U.S.A.

Donald Hearn University oi Florida, U.SA.

The titles published in this series are listed at the end 0/ this volurne.

Computational Complexityand Feasibility of Data Processing and Interval Computations by

Vladik Kreinovich University ofTexas at EI Paso, Texas, U.S.A.

Anatoly Lakeyev Computing Center, Russian Academy of Sciences, Irkutsk, Russia

JiiiRohn Charles University and Academy of Sciences, Prague, Czech Republic

Patrick Kahl IBM, Tueson, Arizona, U.S.A.

Springer-Science+Business Media, B.V.

A C.I.P. Catalogue record for this book is available from the Library of Congress.

ISBN 978-1-4419-4785-7 ISBN 978-1-4757-2793-7 (eBook) DOI 10.1007/978-1-4757-2793-7

Printed on acid-free paper

All Rights Reserved © 1998 Springer Science+Business Media Dordrecht Originally published by Kluwer Academic Publishers in 1998. Softcover reprint ofthe hardcover 1st edition 1998 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical, inc1uding photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner.

CONTENTS

PREFACE 1

2 3

4

5

6

IX

INFORMAL INTRODUCTION: DATA PROCESSING, INTERVAL COMPUTATIONS, AND COMPUTATIONAL COMPLEXITY

1

THE NOTIONS OF FEASIBILITY AND NP-HARDNESS: BRIEF INTRODUCTION

23

IN THE GENERAL CASE, THE BASIC PROBLEM OF INTERVAL COMPUTATIONS IS INTRACTABLE

41

BASIC PROBLEM OF INTERVAL COMPUTATIONS FOR POLYNOMIALS OF A FIXED NUMBER OF VARIABLES

53

BASIC PROBLEM OF INTERVAL COMPUTATIONS FOR POLYNOMIALS OF FIXEDORDER

71

BASIC PROBLEM OF INTERVAL COMPUTATIONS FOR POLYNOMIALS WITH BOUNDED COEFFICIENTS

79

v

COMPLEXITY OF INTERVAL COMPUTATIONS

VI

7 8

9

FIXED DATA PROCESSING ALGORITHMS, VARYING DATA: STILL NP-HARD

83

FIXED DATA, VARYING DATA PROCESSING ALGORITHMS: STILL INTRACTABLE

85

WH AT IF WE ONLY ALLOW SOME ARITHMETIC OPERATIONS IN DATA PROCESSING?

87

10 FOR FRACTIONALLY-LINEAR

FUNCTIONS, A FEASIBLE ALGORITHM SOLVES THE BASIC PROBLEM OF INTERVAL COMPUTATIONS

91

11 SOLVING INTERVAL LINEAR SYSTEMS IS

NP-HARD

12 INTERVAL LINEAR. SYSTEMS: SEARCH FOR FEASIBLE CLASSES

99 111

13 PHYSICAL COROLLARY: PREDICTION

IS NOT ALWAYS POSSIBLE, EVEN FOR LINEAR SYSTEMS WITH KNOWN DYNAMICS

143

14 ENGINEERING COROLLARY: SIGNAL

PROCESSING IS NP-HARD

153

15 BRIGHT SIDES OF NP-HARDNESS

OF INTERVAL COMPUTATIONS I: NP-HARD MEANS THAT GOOD INTERVAL HEURISTICS CAN SOLVE OTHER HARD PROBLEMS

159

Contents

VII

16 IF INPUT INTERVALS ARE NARROW ENOUGH,THENINTERVAL COMPUTATIONS ARE ALMOST ALWAYS EASY

161

17 OPTIMIZATION - A FIRST EXAMPLE OF A NUMERICAL PROBLEM IN WHICH INTERVAL METHODS ARE USED: COMPUTATIONAL COMPLEXITY AND FEASIBILITY

173

18 SOLVING SYSTEMS OF EQUATIONS

197

19 APPROXIMATION OF INTERVAL FUNCTIONS

207

20 SOLVING DIFFERENTIAL EQUATIONS

219

21 PROPERTIES OF INTERVAL MATRICES I: MAIN RESULTS

225

22 PROPERTIES OF INTERV