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Set inversion

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Set inversion is the problem of characterizing the reciprocical image X of a set Y by a function f, i.e., X=f-1(Y) = {x ∈ ℝn | f(x) ∈ Y}.

In most applications, f is a function from ℝn to ℝp and the set Y is a box of ℝp (i.e. a Cartesian product of p intervals of ℝ).


When f is nonlinear the set inversion problem can be solved using interval analysis combined with a branch and bound algorithm. [1]

The main idea consists in building a paving of ℝp made with non-overlapping boxes. For each box [x], we perform the following tests:

  1. if f([x]) ⊂ Y we conclude that [x] ⊂ X;
  2. if f([x]) ∩ Y = ∅ we conclude that [x] ∩ X = ∅;
  3. Otherwise, the box [x] the box is bisected except if its width is smaller than a given precision.

To check the two first tests, we need an interval extension (or an inclusion function) [f] for f.

Example The set X=f-1([4,9]) where f(x1 ,x2) = x12 + x22 is represented on the figure.


A ring defined as a set inversion problem

References

  1. ^ Jaulin, Luc; Kieffer, Michel; Didrit, Olivier; Walter, Eric (2001). Applied Interval Analysis. Berlin: Springer. ISBN 1-85233-219-0.