New contraction methods for linear inequalities (Q1334912)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | New contraction methods for linear inequalities |
scientific article |
Statements
New contraction methods for linear inequalities (English)
0 references
26 September 1994
0 references
The author presents a new iterative contraction algorithm of Uzawa type for solving linear inequalities and proves its global linear convergence under the assumption that the solution set is nonempty. The new step- length rule allows to take the step up to 4 times as long as that for the Uzawa method, and the resulting algorithm terminates for systems which have full-dimensional solution set. The numerical results indicate that the new method converges much faster than the original Uzawa method.
0 references
Uzawa's method
0 references
convergence
0 references
numerical examples
0 references
iterative contraction algorithm
0 references
linear inequalities
0 references
global linear convergence
0 references
0 references