Publication Date

2-1-2022

Comments

Technical Report: UTEP-CS-22-30

To appear in Proceedings of the 15th International Workshop on Constraint Programming and Decision Making CoProD'2022, Halifax, Nova Scotia, Canada, May 30, 2022.

Abstract

In many practical situations, we need to find the range of a given function under interval uncertainty. For nonlinear functions -- even for quadratic ones -- this problem is, in general, NP-hard; however, feasible algorithms exist for many specific cases. In particular, recently a feasible algorithm was developed for computing the range of the absolute value of a Fourier coefficient under uncertainty. In this paper, we generalize this algorithm to the case when we have a function of a few linear combinations of inputs. The resulting algorithm also handles the case when, in addition to intervals containing each input, we also know that these inputs satisfy several linear constraints.

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