Algorithms for worst-case tolerance optimization

New algorithms are presented for the solution of optimum tolerance assignment problems. The problems considered are defined mathematically as a worst-case problem (WCP), a fixed tolerance problem (FTP), and a variable tolerance problem (VTP). The basic optimization problem without tolerances is denoted the zero tolerance problem (ZTP).

For solution of the WCP we suggest application of interval arithmetic and also alternative methods. For solution of the FTP an algorithm is suggested which is conceptually similar to algorithms previously developed by the authors for the ZTP. Finally, the VTP is solved by a double-iterative algorithm in which the inner iteration is performed by the FTP- algorithm.

The application of the algorithm is demonstrated by means of relatively simple numerical examples. Basic properties, such as convergence properties, are displayed based on the examples.