A simultaneous projections method for linear inequalities (Q801637): Difference between revisions

In this very readable paper, the authors study an iterative method for solving systems of finitely many linear inequalities in finitely many variables. Recently suggested by Censor and Elfving, the algorithm is a variant of Cimmino's method for solving linear systems. Each iterate is a convex combination of the orthogonal projections of its predecessor on the half-spaces defined by the linear inequalities. The authors show that for any starting point the method converges for both consistent and inconsistent systems (to a feasible point in the first case and to a weighted least squares type solution in the second). The method is well suited for implementation on computers capable of performing parallel computation.