Sufficient Conditions for the Joined Set of Solutions of the Overdetermined Interval System of Linear Algebraic Equations Membership to Only One Orthant (2206.09773v1)

Abstract: Interval systems of linear algebraic equations (ISLAE) are considered in the context of constructing of linear models according to data with interval uncertainty. Sufficient conditions for boundedness and convexity of an admissible domain (AD) of ISLAE and its belonging to only one orthant of an $n$-dimensional space are proposed, which can be verified in polynomial time by the methods of computational linear algebra. In this case, AD ISLAE turns out to be a convex bounded polyhedron, entirely lying in the corresponding ortant. These properties of AD ISLAE allow, firstly, to find solutions to the corresponding ISLAE in polynomial time by linear programming methods (while finding a solution to ISLAE of a general form is an NP-hard problem). Secondly, the coefficients of the linear model obtained by solving the corresponding ISLAE have an analogue of the significance property of the coefficient of the linear model, since the coefficients of the linear model do not change their sign within the limits of the AD. The formulation and proof of the corresponding theorem are presented. The error estimation and convergence of an arbitrary solution of ISLAE to the normal solution of a hypothetical exact system of linear algebraic equations are also investigated. An illustrative numerical example is given.