Chebyshev model arithmetic for factorable functions

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Publication:1675562





Search methods for problems in global optimization depend on the ability to compute enclosures for the range of nonconvex functions and constraints of the optimization problems. The focus of the paper is on polynomial models, which approximate multivariate functions. Especially enclosures in the form of a polynomial approximant of a given order and an interval remainder bound on the approximation error are considered. The paper presents a Chebyshev model arithmetic in order to compute enclosures for a class of factorable functions. Convergence properties of the proposed Chebyshev model are investigated. In the concluding part of the paper the authors present numerical examples, which illustrate obtained theoretical results.



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