Interval analysis: theory and applications
Journal of Computational and Applied Mathematics - Special issue on numerical analysis in the 20th century vol. 1: approximation theory
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
Mathematical Programming: Series A and B
Journal of Global Optimization
Methods and Applications of Interval Analysis (SIAM Studies in Applied and Numerical Mathematics) (Siam Studies in Applied Mathematics, 2.)
Validated solutions of initial value problems for parametric ODEs
Applied Numerical Mathematics
On Taylor Model Based Integration of ODEs
SIAM Journal on Numerical Analysis
Journal of Global Optimization
Branching and bounds tighteningtechniques for non-convex MINLP
Optimization Methods & Software - GLOBAL OPTIMIZATION
McCormick-Based Relaxations of Algorithms
SIAM Journal on Optimization
The theoretical and empirical rate of convergence for geometric branch-and-bound methods
Journal of Global Optimization
Convergence rate of McCormick relaxations
Journal of Global Optimization
Theoretical rate of convergence for interval inclusion functions
Journal of Global Optimization
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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.