Boundedness theorems for the relaxation method

Boundedness theorems for the relaxation method

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Article ID: iaor20061381
Country: United States
Volume: 30
Issue: 4
Start Page Number: 939
End Page Number: 955
Publication Date: Nov 2005
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

A classical theorem by Block and Levin states that certain variants of the relaxation method for solving systems of linear inequalities generate bounded sequences of intermediate solutions, even when applied to infeasible systems. Using a new approach we prove a more general version of this result and answer an old open problem of quantifying the bound as a function of the input data.

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