While, In General, Uncertainty Quantification (UQ) Is NP-Hard, Many Practical UQ Problems Can Be Made Feasible

Abstract

In general, many general mathematical formulations of uncertainty quantification problems are NP-hard, meaning that (unless it turned out that P = NP) no feasible algorithm is possible that would always solve these problems. In this paper, we argue that if we restrict ourselves to practical problems, then the correspondingly restricted problems become feasible - namely, they can be solved by using linear programming techniques.