Article ID: | iaor1988750 |
Country: | Netherlands |
Volume: | 43 |
Issue: | 1 |
Start Page Number: | 97 |
End Page Number: | 102 |
Publication Date: | Jan 1989 |
Journal: | Mathematical Programming (Series A) |
Authors: | Caron Richard J., McDonald J.F. |
A new approach is given for the analysis of random methods for detecting necessary constraints in systems of linear inequality constraints. This new approach directly accounts for the fact that two constraints are detected as necessary (hit) at each iteration of a random method. The significance of this two-hit analysis is demonstrated by comparing it with the usual one-hit analysis.