Abstract
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.
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Research partially supported by CONACyT of MX, Grant 55681 and Ministry of Science and Innovation of SP, Grant MTM2008-06695-C03-01.
M.I. Todorov on leave from IMI-BAS, Sofia, BG.
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González-Gutiérrez, E., Hernández Rebollar, L. & Todorov, M.I. Relaxation methods for solving linear inequality systems: converging results. TOP 20, 426–436 (2012). https://doi.org/10.1007/s11750-011-0234-4
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DOI: https://doi.org/10.1007/s11750-011-0234-4