Estimation Method for a Set of Solutions to Interval System of Linear Algebraic Equations with Optimized “Saturated Block” Selection Procedure

Abstract

The paper substantiates the necessity of applying a new method for the formation of a set of basic equations in the problem of localizing solutions to an interval system of linear algebraic equations (ISLAE) on the basis of a "saturated block". The method is based on solving the problem of optimization. Th e minimization of the maximal prediction error by using interval models the parameters of which belong to the localization area of ISLAE solutions is chosen as a criterion. A comparative analysis of the effectiveness of the proposed method for finding the optimal "saturated block" and the methods of stochastic search, in particular with linear tactics and by best attempt is conducted. A significant advantage of the proposed method by the criterion of minimum computational complexity is shown.