Relaxation methods for solving linear inequality systems: converging results

E. González-Gutiérrez ^[1] ; L. Hernández Rebollar ^[1] ; Maxim I. Todorov ^[1]
1. [1] Universidad de las Américas Puebla
  
  Universidad de las Américas Puebla
  
  México
Localización: Top, ISSN-e 1863-8279, ISSN 1134-5764, Vol. 20, Nº. 2, 2012, págs. 426-436
Idioma: inglés
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Resumen
- The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. In González-Gutiérrez and Todorov (Optim. Lett. doi: 10.1007/s11590-010-0244-4, 2011), an algorithm, called extended relaxation method, for solving the feasibility problem has been proposed by the authors. Convergence of the algorithm has been proven. In this paper, we consider a class of extended relaxation methods depending on a parameter and prove their convergence. Numerical experiments have been provided, as well.