Solving interval linear systems with linear programming techniques Original Research Article

In this paper, we show how it is possible to use convex polyhedra for solving linear interval systems without using preconditioning. We first show how to derive, from an enclosure of □Σ([A], [b]), a polyhedron which contains the convex hull of the solution set. Then, a simplex-like method enables us to find a new outer inclusion. Moreover, the constraints obtained may be used to compute an inner inclusion of □Σ([A], [b]).