Certified homotopy tracking using the Krawczyk method

Abstract

We revisit the problem of certifying the correctness of approximate solution paths computed by numerical homotopy continuation methods. We propose a conceptually simple approach based on a parametric variant of the Krawczyk method from interval arithmetic. Unlike most previous methods for certified path-tracking, our approach is applicable in the general setting of parameter homotopies commonly used to solve polynomial systems of equations. We also describe a novel preconditioning strategy and give theoretical correctness and termination results. Experiments using a preliminary implementation of the method indicate that our approach is competitive with specialized methods appearing previously in the literature, in spite of our more general setting.