• Affine Arithmetic

    by  • 2011/10/03

    In my previous post, I talked about interval arithmetic, a simple and popular formalism for handling interval data. We saw how interval arithmetic’s simplicity has a downside, namely the error explosion that happens as a consequence of ignoring dependencies between variables. Affine arithmetic was proposed as an alternative, and it explicitly accounts for dependencies between […]

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    Interval Arithmetic

    by  • 2011/09/19

    Continuing the series on interval methods, this post will give us more details about interval arithmetic, the most popular interval formalism. In interval arithmetic each quantity (think of it as a scalar variable, or a floating point number in your favorite programming language x is represented as an interval , where . Most operations in […]

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    Interval Methods and Robust Optimization

    by  • 2011/08/28

    Interval methods define representations and operations for computing with intervals. When using intervals, exact quantities are replaced by a range of possibilities, which lets us account for various kinds of errors. These methods are often called interval analysis or interval arithmetic. The latter, however, refers to a specific popular formalism. While computing with ranges and […]

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