Imperial College London

DrBenoitChachuat

Faculty of EngineeringDepartment of Chemical Engineering

Reader in Process Systems Engineering
 
 
 
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Contact

 

b.chachuat Website

 
 
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Location

 

609Roderic Hill BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Bompadre:2012:10.1007/s10898-012-9998-9,
author = {Bompadre, A and Mitsos, A and Chachuat, B},
doi = {10.1007/s10898-012-9998-9},
journal = {Journal of Global Optimization},
pages = {75--114},
title = {Convergence analysis of Taylor models and McCormick-Taylor models},
url = {http://dx.doi.org/10.1007/s10898-012-9998-9},
volume = {57},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - This article presents an analysis of the convergence order of Taylor models and McCormick-Taylor models, namely Taylor models with McCormick relaxations as the remainder bounder, for factorable functions. Building upon the analysis of McCormick relaxations by Bompadre and Mitsos (J Glob Optim 52(1):1–28, 2012), convergence bounds are established for the addition, multiplication and composition operations. It is proved that the convergence orders of both qth-order Taylor models and qth-order McCormick-Taylor models are at least q + 1, under relatively mild assumptions. Moreover, it is verified through simple numerical examples that these bounds are sharp. A consequence of this analysis is that, unlike McCormick relaxations over natural interval extensions, McCormick-Taylor models do not result in increased order of convergence over Taylor models in general. As demonstrated by the numerical case studies however, McCormick-Taylor models can provide tighter bounds or even result in a higher convergence rate.
AU - Bompadre,A
AU - Mitsos,A
AU - Chachuat,B
DO - 10.1007/s10898-012-9998-9
EP - 114
PY - 2012///
SN - 1573-2916
SP - 75
TI - Convergence analysis of Taylor models and McCormick-Taylor models
T2 - Journal of Global Optimization
UR - http://dx.doi.org/10.1007/s10898-012-9998-9
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000323741700004&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
UR - http://hdl.handle.net/10044/1/30364
VL - 57
ER -