| Article ID: | iaor2012655 |
| Volume: | 6 |
| Issue: | 2 |
| Start Page Number: | 291 |
| End Page Number: | 298 |
| Publication Date: | Feb 2012 |
| Journal: | Optimization Letters |
| Authors: | Todorov M, Gonzlez-Gutirrez E |
| Keywords: | relaxation methods, inequality problems |
The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. We consider solving linear semi‐infinite inequality systems via an extension of the relaxation method for finite linear inequality systems. The difficulties are discussed and a convergence result is derived under fairly general assumptions on a large class of linear semi‐infinite inequality systems.