Journal article
Chebyshev model arithmetic for factorable functions
Abstract
This article presents an arithmetic for the computation of Chebyshev models for factorable functions and an analysis of their convergence properties. Similar to Taylor models, Chebyshev models consist of a pair of a multivariate polynomial approximating the factorable function and an interval remainder term bounding the actual gap with this polynomial approximant. Propagation rules and local convergence bounds are established for the addition, …
Authors
Rajyaguru J; Villanueva ME; Houska B; Chachuat B
Journal
Journal of Global Optimization, Vol. 68, No. 2, pp. 413–438
Publisher
Springer Nature
Publication Date
6 2017
DOI
10.1007/s10898-016-0474-9
ISSN
0925-5001