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A Representation of the Interval Hull of a Tolerance Polyhedron Describing Inclusions of Function Values and Slopes
Authors:Heindl  Gerhard
Affiliation:(1) Fachbereich Mathematik, Universität Wuppertal, Gaußstraße 20, 42097 Wuppertal, Germany
Abstract:Given a nonempty set of functions

$$\begin{gathered} F = \{ f:a,b] \to \mathbb{R}: \hfill \\  \hfill \\ {\text{        }}f(x_i ) \in w_i ,i = 0, \ldots ,n,{\text{      and}} \hfill \\  \hfill \\ {\text{        }}f(x) - f(y) \in d_i (x - y){\text{ }}\forall x,y \in x_{i - 1} ,x_i ],{\text{ }}i = 1, \ldots ,n\} , \hfill \\ \end{gathered}$$
where a = x 0 < ... < x n = b are known nodes and w i , i = 0,...,n, d i , i = 1,..., n, known compact intervals, the main aim of the present paper is to show that the functions 
$$\underline f :x \mapsto \min \{ f(x):f \in F\} ,{\text{ }}x \in a,b],$$
and

$$\overline f :x \mapsto \max \{ f(x):f \in F\} ,{\text{ }}x \in a,b],$$
exist, are in F, and are easily computable. This is achieved essentially by giving simple formulas for computing two vectors 
$$\tilde l,\tilde u \in \mathbb{R}^{n + 1}$$
with the properties

$$\begin{gathered}  \bullet {\text{ }}\tilde l \leqslant \tilde u{\text{ implies}} \hfill \\  \hfill \\ {\text{      }}\tilde l,\tilde u \in T{\text{ : = \{ }}\xi {\text{ = (}}\xi _0 , \ldots ,\xi _n )^T \in \mathbb{R}^{n + 1} : \hfill \\  \hfill \\ {\text{                  }}\xi _i \in w_i ,{\text{ }}i = 0, \ldots ,n,{\text{    and}} \hfill \\ \end{gathered}$$

$$\tilde l,\tilde u$$
] is the interval hull of (the tolerance polyhedron) T; bull 
$${\tilde l}$$
le umacr iff T ne 0 iff F ne 0. 
$$\underline f ,\overline f$$
, can serve for solving the following problem: Assume that mgr is a monotonically increasing functional on the set of Lipschitz-continuous functions f : a,b] rarr R (e.g. mgr(f) = int a b f(x) dx or mgr(f) = min f(a,b]) or mgr(f) = max f(a,b])), and that the available information about a function g : a,b] rarr R is "g isin F," then the problem is to find the best possible interval inclusion of mgr(g). Obviously, this inclusion is given by the interval mgr( 
$$\underline f$$
,mgr( 
$$\overline f$$
)]. Complete formulas for computing this interval are given for the case mgr(f) = int a b f(x) dx.
Keywords:
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