Absolute value equations with interval uncertainty
摘要
We consider the (generalized) absolute value equations with uncertain entries. In particular, we assume that the entries come from given intervals. For such interval-valued problem, we study the fundamental properties regarding solutions and solvability. First, we address the issue of the unique solvability of each realization. This is a hard problem, but it can be characterized by means of a regularity of a set of matrices or by a nonlinear system of inequalities; in contrast, the nonnegative unique solvability is polynomially decidable. Second, we focus on the overall solution set. We provide a closed-form characterization and inspect its topological properties such as boundedness. Since the solution set is hard to deal with, we derive a formula for an outer approximation and analyze the situation when the approximation is tight. Eventually, we investigate the convex hull of the solution set; we present an explicit formula that yields the convex hull under mild assumptions.