Interval solutions for interval algebraic equations

نویسندگان

  • Boris T. Polyak
  • Sergey A. Nazin
چکیده

In the framework of interval uncertainty, a well-known classical problem in numerical analysis is considered, namely, to find “the best” interval solution for interval system of linear algebraic equations. This problem is known to be NP-hard and can be solved via multiple linear programming. In present paper, a simple approach is proposed for some particular models of interval uncertainty. This method gives an optimal interval solution without linear programming and is tractable for moderate-size problems. For large-scale problems an effective overbounding technique is developed. © 2003 IMACS. Published by Elsevier B.V. All rights reserved.

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عنوان ژورنال:
  • Mathematics and Computers in Simulation

دوره 66  شماره 

صفحات  -

تاریخ انتشار 2004