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: | Amaldi Edoardo, Hauser Raphael |
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.