A class of methods for solving large convex systems

A class of methods for solving large convex systems

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Article ID: iaor1991653
Country: Netherlands
Volume: 9
Issue: 3
Start Page Number: 181
End Page Number: 187
Publication Date: May 1990
Journal: Operations Research Letters
Authors:
Abstract:

A class of methods for solving a large system of convex inequalities is given. All of the methods in the class rely on the technique of solving a large convex system by iteratively solving systems with a smaller number of inequalities. It is shown that the method due to Agmon for solving a system of linear inequalities belongs to this class. The simultaneous projection, and the aggregation algorithms are new methods that also belong to this class.

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