An automatic relaxation method for solving interval linear inequalities

AbstractThe problem of solving iteratively a large and possibly sparse system of interval linear inequalities α ⩽ Ax ⩽ β is considered. An algorithm of the row-action type is proposed which, in each iterative step, effectively takes account of a pair of inequalities describing a single interval inequality. The algorithm realizes in an automatic manner a relaxation principle proposed by Goffin but also allows further external relaxation parameters