A Shaving Method for Interval Linear Systems of Equations

We propose an iterative improvement method for an enclosure of the solution set of a system of interval linear equations. The method sequentially cuts off (shaves) parts of a given enclosure that contain no solution, yielding thus tighter enclosures. Since shaving can be done independently in the coordinates, the procedure is easily parallelized. Our approach is convenient for problems with wide input intervals, where traditional methods give poor enclosures. Finally, we present a limited computational study.

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